We show how to use asset market data to restrict the admissible region for the first-order autocorrelation of the stochastic discount factor (SDF). We relate this statistic to the importance of the term premium compared to the risk premium prescribed by the SDF. Estimating bounds for nominal and real SDFs at monthly and quarterly frequencies, we find that the admissible autocorrelations are sig...

The paper studies the problem of reachability for linear systems in the presence of uncertain input disturbances that may also be interpreted as the action of an adversary in a game-theoretic setting. It emphasizes the differences between reachability under open-loop and closed-loop control. The situation when observations arrive at given isolated instances of time, leads to problems of anticip...

Given a convex polygon with n vertices in the plane, we are interested in triangulations of its interior, i.e., maximal sets of nonintersecting diagonals that subdivide the interior of the polygon into triangles. The MaxMin area triangulation is the triangulation of the polygon that maximizes the area of the smallest triangle in the triangulation. Similarly, the MinMax area triangulation is the...

Parametric-linkage analysis applied to large pedigrees with many affected individuals has helped in the identification of highly penetrant genes; but, for diseases lacking a clear Mendelian inheritance pattern or caused by several genes of low to moderate penetrance, a more robust strategy is nonparametric analysis applied to small sets of affected relatives, such as affected sib pairs. Here we...

This paper introduces a linear programming (LP) technique that performs ratedistortion based optimization for constrained video coding. Given the assumption of piecewise linear and convex rate-distortion functions, LP is used to generate optimal solutions for the minmax problem under VBR buffer constraints. The LP solution for this problem avoids an explicit search for the minimum distortion va...

This paper identifies two different parametrized dynamic priority queue disciplines, earliest due date (EDD) based and head of line priority jump (HOL-PJ), which are found to be mean waiting time complete in two class M/G/1 queue. An explicit one-to-one non linear transformation is obtained between earliest due date and delay dependent priority policy. Mean waiting time equivalence between thes...

This paper evaluates the accuracy of several RSSI-based localization techniques on a live jobsite and compares them to results obtained in an operating building. RSSI-based localization algorithms were tested due to their relative low cost and potential for accuracy. Four different localization algorithms (MinMax, Maximum Likelihood, Ring Overlapping Circle RSSI and k-Nearest Neighbor) were eva...