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Analysis of Belief Propagation for Non-Linear Problems: The Example of CDMA (or: How to Prove Tanaka’s Formula)
Binary signal and white gaussian noise spread sequence scheme of linear time
2015/8/21
We consider the CDMA (code-division multipleaccess) multi-user detection problem for binary signals and additive white gaussian noise. We propose a spreading sequences scheme based on random sparse si...
Smooth Contractive Embeddings and Application to Feynman Formula for Parabolic Equations on Smooth Bounded Domains
Smooth contractive extension operator elliptic differential operator
2011/1/18
We prove two assumptions made in an article by Ya.A. Butko, M. Grothaus,O.G. Smolyanov concerning the existence of a strongly continuous operator semi-group solving a Cauchy-Dirichlet problem for an e...
A new formula for some linear stochastic equations with applications
Linear stochastic equation growth collapse process risk process
2010/12/8
We give a representation of the solution for a stochastic linear equation of the form Xt = Yt + R(0,t]Xs− dZs where Z is a c`adl`ag semimartingale and Y is a c`adl`ag adapted process with bounde...