Spreading Code Design Using a Global Optimization Method

The performance of a code division multiple access system depends on the correlation properties of the employed spreading code. Low cross-correlation values between spreading sequences are desired to suppress multiple access interference and to improve bit error performance. An auto-correlation function with a distinct peak enables proper synchronization and suppresses intersymbol interference. However, these requirements contradict each other and a trade-off needs to be established. In this paper, a global two dimensional optimization method is proposed to minimize the out-of-phase average mean-square aperiodic auto-correlation with average mean-square aperiodic cross-correlation being allowed to lie within a fixed region. This approach is applied to design sets of complex spreading sequences. A design example is presented to illustrate the relation between various correlation characteristics. The correlations of the obtained sets are compared with correlations of other known sequences.     

Capacity Constrained Transit Assignment with Common Lines

This paper proposes the use of absorbing Markov chains to solve the capacity constrained transit network loading problem taking common lines into account. The approach handles congested transit networks, where some passengers will not be able to board because of the absence of sufficient space. The model also handles the common lines problem, where choice of route depends on frequency of arrivals. The mathematical formulation of the problem is presented together with a numerical example. This revised version was published online in July 2006 with corrections to the Cover Date.     

On α-I-continuous and α-I-open functions

Montgomery and Vaughan improved a theorem of Erd?s and Fuchs for an arbitrary sequence. Sárközy extended this theorem of Erd?s and Fuchs for two arbitrary sequences which are "near" in a certain sense. Using the idea of Jurkat (differentiation of the generating function), we will extend similarly the result of Montgomery and Vaughan for "sufficiently near" sequences.     

Discovery of a new long-lived isomeric state in 125Ce

A new long-lived isomeric state in the near proton dripline nucleus ¹²⁵Ce has been identified with Schottky mass spectrometry at GSI. The excitation energy E ^* = 103(12)keV and the decay time of 193(1)s have been obtained from a single stored fully ionized ^125m Ce⁵⁸⁺ ion. The data implies an E3 transition and a 1/2⁺ assignment for the spin of the isomer.     

Asymptotic Distribution of Nodes for Near-Optimal Polynomial Interpolation on Certain Curves in R 2

Let E\subset \Bbb R ^s be compact and let d _n ^E denote the dimension of the space of polynomials of degree at most n in s variables restricted to E . We introduce the notion of an asymptotic interpolation measure (AIM). Such a measure, if it exists , describes the asymptotic behavior of any scheme τ _n ={ \bf x _k,n } _k=1 ^dnE , n=1,2,\ldots , of nodes for multivariate polynomial interpolation for which the norms of the corresponding interpolation operators do not grow geometrically large with n . We demonstrate the existence of AIMs for the finite union of compact subsets of certain algebraic curves in R ² . It turns out that the theory of logarithmic potentials with external fields plays a useful role in the investigation. Furthermore, for the sets mentioned above, we give a computationally simple construction for ``good' interpolation schemes. November 9, 2000. Date revised: August 4, 2001. Date accepted: September 14, 2001.     

Gravity in non-commutative geometry

We study general relativity in the framework of non-commutative differential geometry. As a prerequisite we develop the basic notions of non-commutative Riemannian geometry, including analogues of Riemannian metric, curvature and scalar curvature. This enables us to introduce a generalized Einstein-Hilbert action for non-commutative Riemannian spaces. As an example we study a space-time which is the product of a four dimensional manifold by a two-point space, using the tools of non-commutative Riemannian geometry, and derive its generalized Einstein-Hilbert action. In the simplest situation, where the Riemannian metric is taken to be the same on the two copies of the manifold, one obtains a model of a scalar field coupled to Einstein gravity. This field is geometrically interpreted as describing the distance between the two points in the internal space.Dedicated to H. ArakiSupported in part by the Swiss National Foundation (SNF)     

Calibration of a basket option model applied to company valuation

Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.     

Algebraic composition operators

The focus of this paper is on the following problem. Given a linear space F of complex-valued functions on a set X and a polynomial p(z), is there an algebraic composition operator on F whose characteristic polynomial equals p(z)? We show that the supply of all the polynomials p(z) for which the answer to this question is affirmative depends heavily on the structure of the space F.