The capacity of stationary additive Gaussian noise channels with feedback is characterized as solution to a variational problem. Toward this end, it is proved that the optimal feedback coding scheme is stationary. When specialized to the first-order autoregressive moving-average noise spectrum, this variational characterization yields a closed-form expression for the feedback capacity. In parti...

In this paper we consider the problem of constructing optimal designs for models with a constant coefficient of variation. We explore the special structure of the information matrix in these models and derive a characterization of optimal designs in the sense of Kiefer and Wolfowitz (1960). Besides locally optimal designs, Bayesian and standardized minimax optimal designs are also considered. P...

This paper presents an optimization methodology for designing radiant enclosures containing specularly-reflecting surfaces. The optimization process works by making intelligent perturbations to the enclosure geometry at each design iteration using specialized numerical algorithms. This procedure requires far less time than the forward ‘‘trial-anderror’’ design methodology, and the final solutio...

the purpose of this article is to present the summary of all the research done on the weak form of efficient market hypothesis. these tests include normality test of return distribution, auto correlation test. run test and filter tests.

This survey is devoted to one of the central problems of Information Theory — the problem of determination of interdependence between coding rate and error probability exponent for different information transmission systems. The overview deals with memoryless systems of finite alphabet setting. It presents material complementary to the contents of the series of the most remarkable in Informatio...

Unobserved heterogeneity is an increasingly common feature of statistical survival analysis where it is often referred to as frailty. Parametric mixture models are frequently used to capture these effects, but it is sometimes desirable to consider nonparametric mixture models as well. We illustrate the latter approach with a reanalysis of the well-known large scale medfly mortality study of Car...

We prove that there exists a gain function ((t); (t)) t0 such that the solution of the SDE dx t = (t)(? grad U(x t)dt + (t)dB t) 'settles' down on the set of global minima of U. In particular the existence of a gain function ((t)) t0 so that y t satisfying dy t = (t)(? grad U(y t)dt + dB t) converges to the set of the global minima of U is veriied. Then we apply the results to the Robbins-Monro...

This paper presents a pinpoint test set relaxation method for test compression that maximally derives the capability of a run-length encoding technique such as Golomb coding or frequency-directed run-length (FDR) coding. Before encoding a given set of test patterns, we selectively relax some specified bits of the test patterns. By changing a specified bit with value 1 to a don't-care, two conse...