Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3304

Search results for: bounds of linear codes

3304 On the Construction of Some Optimal Binary Linear Codes

Authors: Skezeer John B. Paz, Ederlina G. Nocon

Abstract:

Finding an optimal binary linear code is a central problem in coding theory. A binary linear code C = [n, k, d] is called optimal if there is no linear code with higher minimum distance d given the length n and the dimension k. There are bounds giving limits for the minimum distance d of a linear code of fixed length n and dimension k. The lower bound which can be taken by construction process tells that there is a known linear code having this minimum distance. The upper bound is given by theoretic results such as Griesmer bound. One way to find an optimal binary linear code is to make the lower bound of d equal to its higher bound. That is, to construct a binary linear code which achieves the highest possible value of its minimum distance d, given n and k. Some optimal binary linear codes were presented by Andries Brouwer in his published table on bounds of the minimum distance d of binary linear codes for 1 ≤ n ≤ 256 and k ≤ n. This was further improved by Markus Grassl by giving a detailed construction process for each code exhibiting the lower bound. In this paper, we construct new optimal binary linear codes by using some construction processes on existing binary linear codes. Particularly, we developed an algorithm applied to the codes already constructed to extend the list of optimal binary linear codes up to 257 ≤ n ≤ 300 for k ≤ 7.

Keywords: bounds of linear codes, Griesmer bound, construction of linear codes, optimal binary linear codes

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3303 A Characterization of Skew Cyclic Code with Complementary Dual

Authors: Eusebio Jr. Lina, Ederlina Nocon

Abstract:

Cyclic codes are a fundamental subclass of linear codes that enjoy a very interesting algebraic structure. The class of skew cyclic codes (or θ-cyclic codes) is a generalization of the notion of cyclic codes. This a very large class of linear codes which can be used to systematically search for codes with good properties. A linear code with complementary dual (LCD code) is a linear code C satisfying C ∩ C^⊥ = {0}. This subclass of linear codes provides an optimum linear coding solution for a two-user binary adder channel and plays an important role in countermeasures to passive and active side-channel analyses on embedded cryptosystems. This paper aims to identify LCD codes from the class of skew cyclic codes. Let F_q be a finite field of order q, and θ be an automorphism of F_q. Some conditions for a skew cyclic code to be LCD were given. To this end, the properties of a noncommutative skew polynomial ring F_q[x, θ] of automorphism type were revisited, and the algebraic structure of skew cyclic code using its skew polynomial representation was examined. Using the result that skew cyclic codes are left ideals of the ring F_q[x, θ]/〈x^n-1〉, a characterization of a skew cyclic LCD code of length n was derived. A necessary condition for a skew cyclic code to be LCD was also given.

Keywords: LCD cyclic codes, skew cyclic LCD codes, skew cyclic complementary dual codes, theta-cyclic codes with complementary duals

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3302 Performance Comparison of Non-Binary RA and QC-LDPC Codes

Authors: Ni Wenli, He Jing

Abstract:

Repeat–Accumulate (RA) codes are subclass of LDPC codes with fast encoder structures. In this paper, we consider a nonbinary extension of binary LDPC codes over GF(q) and construct a non-binary RA code and a non-binary QC-LDPC code over GF(2^4), we construct non-binary RA codes with linear encoding method and non-binary QC-LDPC codes with algebraic constructions method. And the BER performance of RA and QC-LDPC codes over GF(q) are compared with BP decoding and by simulation over the Additive White Gaussian Noise (AWGN) channels.

Keywords: non-binary RA codes, QC-LDPC codes, performance comparison, BP algorithm

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3301 Constructions of Linear and Robust Codes Based on Wavelet Decompositions

Authors: Alla Levina, Sergey Taranov

Abstract:

The classical approach to the providing noise immunity and integrity of information that process in computing devices and communication channels is to use linear codes. Linear codes have fast and efficient algorithms of encoding and decoding information, but this codes concentrate their detect and correct abilities in certain error configurations. To protect against any configuration of errors at predetermined probability can robust codes. This is accomplished by the use of perfect nonlinear and almost perfect nonlinear functions to calculate the code redundancy. The paper presents the error-correcting coding scheme using biorthogonal wavelet transform. Wavelet transform applied in various fields of science. Some of the wavelet applications are cleaning of signal from noise, data compression, spectral analysis of the signal components. The article suggests methods for constructing linear codes based on wavelet decomposition. For developed constructions we build generator and check matrix that contain the scaling function coefficients of wavelet. Based on linear wavelet codes we develop robust codes that provide uniform protection against all errors. In article we propose two constructions of robust code. The first class of robust code is based on multiplicative inverse in finite field. In the second robust code construction the redundancy part is a cube of information part. Also, this paper investigates the characteristics of proposed robust and linear codes.

Keywords: robust code, linear code, wavelet decomposition, scaling function, error masking probability

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3300 Skew Cyclic Codes over Fq+uFq+…+uk-1Fq

Authors: Jing Li, Xiuli Li

Abstract:

This paper studies a special class of linear codes, called skew cyclic codes, over the ring R= Fq+uFq+…+uk-1Fq, where q is a prime power. A Gray map ɸ from R to Fq and a Gray map ɸ' from Rn to Fnq are defined, as well as an automorphism Θ over R. It is proved that the images of skew cyclic codes over R under map ɸ' and Θ are cyclic codes over Fq, and they still keep the dual relation.

Keywords: skew cyclic code, gray map, automorphism, cyclic code

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3299 Tailoring the Parameters of the Quantum MDS Codes Constructed from Constacyclic Codes

Authors: Jaskarn Singh Bhullar, Divya Taneja, Manish Gupta, Rajesh Kumar Narula

Abstract:

The existence conditions of dual containing constacyclic codes have opened a new path for finding quantum maximum distance separable (MDS) codes. Using these conditions parameters of length n=(q²+1)/2 quantum MDS codes were improved. A class of quantum MDS codes of length n=(q²+q+1)/h, where h>1 is an odd prime, have also been constructed having large minimum distance and these codes are new in the sense as these are not available in the literature.

Keywords: hermitian construction, constacyclic codes, cyclotomic cosets, quantum MDS codes, singleton bound

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3298 Model-Independent Price Bounds for the Swiss Re Mortality Bond 2003

Authors: Raj Kumari Bahl, Sotirios Sabanis

Abstract:

In this paper, we are concerned with the valuation of the first Catastrophic Mortality Bond that was launched in the market namely the Swiss Re Mortality Bond 2003. This bond encapsulates the behavior of a well-defined mortality index to generate payoffs for the bondholders. Pricing this bond is a challenging task. We adapt the payoff of the terminal principal of the bond in terms of the payoff of an Asian put option and present an approach to derive model-independent bounds exploiting comonotonic theory. We invoke Jensen’s inequality for the computation of lower bounds and employ Lagrange optimization technique to achieve the upper bound. The success of these bounds is based on the availability of compatible European mortality options in the market. We carry out Monte Carlo simulations to estimate the bond price and illustrate the strength of these bounds across a variety of models. The fact that our bounds are model-independent is a crucial breakthrough in the pricing of catastrophic mortality bonds.

Keywords: mortality bond, Swiss Re Bond, mortality index, comonotonicity

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3297 Simulation Analysis of Wavelength/Time/Space Codes Using CSRZ and DPSK-RZ Formats for Fiber-Optic CDMA Systems

Authors: Jaswinder Singh

Abstract:

In this paper, comparative analysis is carried out to study the performance of wavelength/time/space optical CDMA codes using two well-known formats; those are CSRZ and DPSK-RZ using RSoft’s OptSIM. The analysis is carried out under the real-like scenario considering the presence of various non-linear effects such as XPM, SPM, SRS, SBS and FWM. Fiber dispersion and the multiple access interference are also considered. The codes used in this analysis are 3-D wavelength/time/space codes. These are converted into 2-D wavelength-time codes so that their requirement of space couplers and fiber ribbons is eliminated. Under the conditions simulated, this is found that CSRZ performs better than DPSK-RZ for fiber-optic CDMA applications.

Keywords: Optical CDMA, Multiple access interference (MAI), CSRZ, DPSK-RZ

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3296 On the Topological Entropy of Nonlinear Dynamical Systems

Authors: Graziano Chesi

Abstract:

The topological entropy plays a key role in linear dynamical systems, allowing one to establish the existence of stabilizing feedback controllers for linear systems in the presence of communications constraints. This paper addresses the determination of a robust value of the topological entropy in nonlinear dynamical systems, specifically the largest value of the topological entropy over all linearized models in a region of interest of the state space. It is shown that a sufficient condition for establishing upper bounds of the sought robust value of the topological entropy can be given in terms of a semidefinite program (SDP), which belongs to the class of convex optimization problems.

Keywords: non-linear system, communication constraint, topological entropy

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3295 Some New Bounds for a Real Power of the Normalized Laplacian Eigenvalues

Authors: Ayşe Dilek Maden

Abstract:

For a given a simple connected graph, we present some new bounds via a new approach for a special topological index given by the sum of the real number power of the non-zero normalized Laplacian eigenvalues. To use this approach presents an advantage not only to derive old and new bounds on this topic but also gives an idea how some previous results in similar area can be developed.

Keywords: degree Kirchhoff index, normalized Laplacian eigenvalue, spanning tree, simple connected graph

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3294 A Novel Way to Create Qudit Quantum Error Correction Codes

Authors: Arun Moorthy

Abstract:

Quantum computing promises to provide algorithmic speedups for a number of tasks; however, similar to classical computing, effective error-correcting codes are needed. Current quantum computers require costly equipment to control each particle, so having fewer particles to control is ideal. Although traditional quantum computers are built using qubits (2-level systems), qudits (more than 2-levels) are appealing since they can have an equivalent computational space using fewer particles, meaning fewer particles need to be controlled. Currently, qudit quantum error-correction codes are available for different level qudit systems; however, these codes have sometimes overly specific constraints. When building a qudit system, it is important for researchers to have access to many codes to satisfy their requirements. This project addresses two methods to increase the number of quantum error correcting codes available to researchers. The first method is generating new codes for a given set of parameters. The second method is generating new error-correction codes by using existing codes as a starting point to generate codes for another level (i.e., a 5-level system code on a 2-level system). So, this project builds a website that researchers can use to generate new error-correction codes or codes based on existing codes.

Keywords: qudit, error correction, quantum, qubit

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3293 Low Density Parity Check Codes

Authors: Kassoul Ilyes

Abstract:

The field of error correcting codes has been revolutionized by the introduction of iteratively decoded codes. Among these, LDPC codes are now a preferred solution thanks to their remarkable performance and low complexity. The binary version of LDPC codes showed even better performance, although it’s decoding introduced greater complexity. This thesis studies the performance of binary LDPC codes using simplified weighted decisions. Information is transported between a transmitter and a receiver by digital transmission systems, either by propagating over a radio channel or also by using a transmission medium such as the transmission line. The purpose of the transmission system is then to carry the information from the transmitter to the receiver as reliably as possible. These codes have not generated enough interest within the coding theory community. This forgetfulness will last until the introduction of Turbo-codes and the iterative principle. Then it was proposed to adopt Pearl's Belief Propagation (BP) algorithm for decoding these codes. Subsequently, Luby introduced irregular LDPC codes characterized by a parity check matrix. And finally, we study simplifications on binary LDPC codes. Thus, we propose a method to make the exact calculation of the APP simpler. This method leads to simplifying the implementation of the system.

Keywords: LDPC, parity check matrix, 5G, BER, SNR

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3292 Seismic Performance Point of RC Frame Buildings Using ATC-40, FEMA 356 and FEMA 440 Guidelines

Authors: Gram Y. Rivas Sanchez

Abstract:

The seismic design codes in the world allow the analysis of structures considering an elastic-linear behavior; however, against earthquakes, the structures exhibit non-linear behaviors that induce damage to their elements. For this reason, it is necessary to use non-linear methods to analyze these structures, being the dynamic methods that provide more reliable results but require a lot of computational costs; on the other hand, non-linear static methods do not have this disadvantage and are being used more and more. In the present work, the nonlinear static analysis (pushover) of RC frame buildings of three, five, and seven stories is carried out considering models of concentrated plasticity using plastic hinges; and the seismic performance points are determined using ATC-40, FEMA 356, and FEMA 440 guidelines. Using this last standard, the highest inelastic displacements and basal shears are obtained, providing designs that are more conservative.

Keywords: pushover, nonlinear, RC building, FEMA 440, ATC 40

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3291 Construction of Finite Woven Frames through Bounded Linear Operators

Authors: A. Bhandari, S. Mukherjee

Abstract:

Two frames in a Hilbert space are called woven or weaving if all possible merge combinations between them generate frames of the Hilbert space with uniform frame bounds. Weaving frames are powerful tools in wireless sensor networks which require distributed data processing. Considering the practical applications, this article deals with finite woven frames. We provide methods of constructing finite woven frames, in particular, bounded linear operators are used to construct woven frames from a given frame. Several examples are discussed. We also introduce the notion of woven frame sequences and characterize them through the concepts of gaps and angles between spaces.

Keywords: frames, woven frames, gap, angle

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3290 The Impact of Bitcoin on Stock Market Performance

Authors: Oliver Takawira, Thembi Hope

Abstract:

This study will analyse the relationship between Bitcoin price movements and the Johannesburg stock exchange (JSE). The aim is to determine whether Bitcoin price movements affect the stock market performance. As crypto currencies continue to gain prominence as a safe asset during periods of economic distress, this raises the question of whether Bitcoin’s prosperity could affect investment in the stock market. To identify the existence of a short run and long run linear relationship, the study will apply the Autoregressive Distributed Lag Model (ARDL) bounds test and a Vector Error Correction Model (VECM) after testing the data for unit roots and cointegration using the Augmented Dicker Fuller (ADF) and Phillips-Perron (PP). The Non-Linear Auto Regressive Distributed Lag (NARDL) will then be used to check if there is a non-linear relationship between bitcoin prices and stock market prices.

Keywords: bitcoin, stock market, interest rates, ARDL

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3289 Maximum Distance Separable b-Symbol Repeated-Root γ-Constacylic Codes over a Finite Chain Ring of Length 2

Authors: Jamal Laaouine, Mohammed Elhassani Charkani

Abstract:

Let p be a prime and let b be an integer. MDS b-symbol codes are a direct generalization of MDS codes. The γ-constacyclic codes of length pˢ over the finite commutative chain ring Fₚm [u]/ < u² > had been classified into four distinct types, where is a nonzero element of the field Fₚm. Let C₃ be a code of Type 3. In this paper, we obtain the b-symbol distance db(C₃) of the code C₃. Using this result, necessary and sufficient conditions under which C₃ is an MDS b-symbol code are given.

Keywords: constacyclic code, repeated-root code, maximum distance separable, MDS codes, b-symbol distance, finite chain rings

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3288 First Order Moment Bounds on DMRL and IMRL Classes of Life Distributions

Authors: Debasis Sengupta, Sudipta Das

Abstract:

The class of life distributions with decreasing mean residual life (DMRL) is well known in the field of reliability modeling. It contains the IFR class of distributions and is contained in the NBUE class of distributions. While upper and lower bounds of the reliability distribution function of aging classes such as IFR, IFRA, NBU, NBUE, and HNBUE have discussed in the literature for a long time, there is no analogous result available for the DMRL class. We obtain the upper and lower bounds for the reliability function of the DMRL class in terms of first order finite moment. The lower bound is obtained by showing that for any fixed time, the minimization of the reliability function over the class of all DMRL distributions with a fixed mean is equivalent to its minimization over a smaller class of distribution with a special form. Optimization over this restricted set can be made algebraically. Likewise, the maximization of the reliability function over the class of all DMRL distributions with a fixed mean turns out to be a parametric optimization problem over the class of DMRL distributions of a special form. The constructive proofs also establish that both the upper and lower bounds are sharp. Further, the DMRL upper bound coincides with the HNBUE upper bound and the lower bound coincides with the IFR lower bound. We also prove that a pair of sharp upper and lower bounds for the reliability function when the distribution is increasing mean residual life (IMRL) with a fixed mean. This result is proved in a similar way. These inequalities fill a long-standing void in the literature of the life distribution modeling.

Keywords: DMRL, IMRL, reliability bounds, hazard functions

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3287 Method of False Alarm Rate Control for Cyclic Redundancy Check-Aided List Decoding of Polar Codes

Authors: Dmitry Dikarev, Ajit Nimbalker, Alexei Davydov

Abstract:

Polar coding is a novel example of error correcting codes, which can achieve Shannon limit at block length N→∞ with log-linear complexity. Active research is being carried to adopt this theoretical concept for using in practical applications such as 5th generation wireless communication systems. Cyclic redundancy check (CRC) error detection code is broadly used in conjunction with successive cancellation list (SCL) decoding algorithm to improve finite-length polar code performance. However, there are two issues: increase of code block payload overhead by CRC bits and decrease of CRC error-detection capability. This paper proposes a method to control CRC overhead and false alarm rate of polar decoding. As shown in the computer simulations results, the proposed method provides the ability to use any set of CRC polynomials with any list size while maintaining the desired level of false alarm rate. This level of flexibility allows using polar codes in 5G New Radio standard.

Keywords: 5G New Radio, channel coding, cyclic redundancy check, list decoding, polar codes

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3286 The Relationship between Energy Consumption and Economic Growth in Turkey: A Time Series Analysis

Authors: Burcu Guvenek, Volkan Alptekin

Abstract:

Turkey is a country in the process of development and its economy has undergone structural reforms in order to realize a sustainable development and energy has vital role as a basic input for this aim. Turkey has been in the process of economic growth and development and, because of this, has an increasing energy need. This paper investigates relationship between economic growth and electricity consumption using annual data for Turkey between 1970-2008 by using bounds test. As economic growth and energy consumption variables used in empirical analysis was different order of integration I(0) and I(1), we employed bounds test approach. We have not found co-integration relationship between the variables.

Keywords: bounds test, economic growth, energy consumption, Turkey

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3285 Performance Evaluation of One and Two Dimensional Prime Codes for Optical Code Division Multiple Access Systems

Authors: Gurjit Kaur, Neena Gupta

Abstract:

In this paper, we have analyzed and compared the performance of various coding schemes. The basic ID prime sequence codes are unique in only dimension, i.e. time slots, whereas 2D coding techniques are not unique by their time slots but with their wavelengths also. In this research, we have evaluated and compared the performance of 1D and 2D coding techniques constructed using prime sequence coding pattern for Optical Code Division Multiple Access (OCDMA) system on a single platform. Analysis shows that 2D prime code supports lesser number of active users than 1D codes, but they are having large code family and are the most secure codes compared to other codes. The performance of all these codes is analyzed on basis of number of active users supported at a Bit Error Rate (BER) of 10-9.

Keywords: CDMA, OCDMA, BER, OOC, PC, EPC, MPC, 2-D PC/PC, λc, λa

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3284 Performance of VSAT MC-CDMA System Using LDPC and Turbo Codes over Multipath Channel

Authors: Hassan El Ghazi, Mohammed El Jourmi, Tayeb Sadiki, Esmail Ahouzi

Abstract:

The purpose of this paper is to model and analyze a geostationary satellite communication system based on VSAT network and Multicarrier CDMA system scheme which presents a combination of multicarrier modulation scheme and CDMA concepts. In this study the channel coding strategies (Turbo codes and LDPC codes) are adopted to achieve good performance due to iterative decoding. The envisaged system is examined for a transmission over Multipath channel with use of Ku band in the uplink case. The simulation results are obtained for each different case. The performance of the system is given in terms of Bit Error Rate (BER) and energy per bit to noise power spectral density ratio (Eb/N0). The performance results of designed system shown that the communication system coded with LDPC codes can achieve better error rate performance compared to VSAT MC-CDMA system coded with Turbo codes.

Keywords: satellite communication, VSAT Network, MC-CDMA, LDPC codes, turbo codes, uplink

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3283 Simulation of Gamma Rays Attenuation Coefficient for Some common Shielding Materials Using Monte Carlo Program

Authors: Cherief Houria, Fouka Mourad

Abstract:

In this work, the simulation of the radiation attenuation is carried out in a photon detector consisting of different common shielding material using a Monte Carlo program called PTM. The aim of the study is to investigate the effect of atomic weight and the thickness of shielding materials on the gamma radiation attenuation ability. The linear attenuation coefficients of Aluminum (Al), Iron (Fe), and lead (Pb) elements were evaluated at photons energy of 661:7KeV that are considered to be emitted from a standard radioactive point source Cs 137. The experimental measurements have been performed for three materials to obtain these linear attenuation coefficients, using a Gamma NaI(Tl) scintillation detector. Our results have been compared with the simulation results of the linear attenuation coefficient using the XCOM database and Geant4 codes and reveal that they are well agreed with both simulation data.

Keywords: gamma photon, Monte Carlo program, radiation attenuation, shielding material, the linear attenuation coefficient

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3282 Performance Analysis and Comparison of Various 1-D and 2-D Prime Codes for OCDMA Systems

Authors: Gurjit Kaur, Shashank Johri, Arpit Mehrotra

Abstract:

In this paper we have analyzed and compared the performance of various coding schemes. The basic ID prime sequence codes are unique in only dimension i.e. time slots whereas 2D coding techniques are not unique by their time slots but with their wavelengths also. In this research we have evaluated and compared the performance of 1D and 2D coding techniques constructed using prime sequence coding pattern for OCDMA system on a single platform. Results shows that 1D Extended Prime Code (EPC) can support more number of active users compared to other codes but at the expense of larger code length which further increases the complexity of the code. Modified Prime Code (MPC) supports lesser number of active users at λc=2 but it has a lesser code length as compared to 1D prime code. Analysis shows that 2D prime code supports lesser number of active users than 1D codes but they are having large code family and are the most secure codes compared to other codes. The performance of all these codes is analyzed on basis of number of active users supported at a Bit Error Rate (BER) of 10-9.

Keywords: CDMA, OCDMA, BER, OOC, PC, EPC, MPC, 2-D PC/PC, λc, λa

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3281 Bounded Solution Method for Geometric Programming Problem with Varying Parameters

Authors: Abdullah Ali H. Ahmadini, Firoz Ahmad, Intekhab Alam

Abstract:

Geometric programming problem (GPP) is a well-known non-linear optimization problem having a wide range of applications in many engineering problems. The structure of GPP is quite dynamic and easily fit to the various decision-making processes. The aim of this paper is to highlight the bounded solution method for GPP with special reference to variation among right-hand side parameters. Thus this paper is taken the advantage of two-level mathematical programming problems and determines the solution of the objective function in a specified interval called lower and upper bounds. The beauty of the proposed bounded solution method is that it does not require sensitivity analyses of the obtained optimal solution. The value of the objective function is directly calculated under varying parameters. To show the validity and applicability of the proposed method, a numerical example is presented. The system reliability optimization problem is also illustrated and found that the value of the objective function lies between the range of lower and upper bounds, respectively. At last, conclusions and future research are depicted based on the discussed work.

Keywords: varying parameters, geometric programming problem, bounded solution method, system reliability optimization

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3280 Rough Oscillatory Singular Integrals on Rⁿ

Authors: H. M. Al-Qassem, L. Cheng, Y. Pan

Abstract:

In this paper we establish sharp bounds for oscillatory singular integrals with an arbitrary real polynomial phase P. Our kernels are allowed to be rough both on the unit sphere and in the radial direction. We show that the bounds grow no faster than log(deg(P)), which is optimal and was first obtained by Parissis and Papadimitrakis for kernels without any radial roughness. Among key ingredients of our methods are an L¹→L² estimate and extrapolation.

Keywords: oscillatory singular integral, rough kernel, singular integral, Orlicz spaces, Block spaces, extrapolation, L^{p} boundedness

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3279 Evaluation of Response Modification Factor and Behavior of Seismic Base-Isolated RC Structures

Authors: Mohammad Parsaeimaram, Fang Congqi

Abstract:

In this paper, one of the significant seismic design parameter as response modification factor in reinforced concrete (RC) buildings with base isolation system was evaluated. The seismic isolation system is a capable approach to absorbing seismic energy at the base and transfer to the substructure with lower response modification factor as compared to non-isolated structures. A response spectrum method and static nonlinear pushover analysis in according to Uniform Building Code (UBC-97), have been performed on building models involve 5, 8, 12 and 15 stories building with fixed and isolated bases consist of identical moment resisting configurations. The isolation system is composed of lead rubber bearing (LRB) was designed with help UBC-97 parameters. The force-deformation behavior of isolators was modeled as bi-linear hysteretic behavior which can be effectively used to create the isolation systems. The obtained analytical results highlight the response modification factor of considered base isolation system with higher values than recommended in the codes. The response modification factor is used in modern seismic codes to scale down the elastic response of structures.

Keywords: response modification factor, base isolation system, pushover analysis, lead rubber bearing, bi-linear hysteretic

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3278 Quality of the Ruin Probabilities Approximation Using the Regenerative Processes Approach regarding to Large Claims

Authors: Safia Hocine, Djamil Aïssani

Abstract:

Risk models, recently studied in the literature, are becoming increasingly complex. It is rare to find explicit analytical relations to calculate the ruin probability. Indeed, the stability issue occurs naturally in ruin theory, when parameters in risk cannot be estimated than with uncertainty. However, in most cases, there are no explicit formulas for the ruin probability. Hence, the interest to obtain explicit stability bounds for these probabilities in different risk models. In this paper, we interest to the stability bounds of the univariate classical risk model established using the regenerative processes approach. By adopting an algorithmic approach, we implement this approximation and determine numerically the bounds of ruin probability in the case of large claims (heavy-tailed distribution).

Keywords: heavy-tailed distribution, large claims, regenerative process, risk model, ruin probability, stability

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3277 Geometric Properties of Some q-Bessel Functions

Authors: İbrahim Aktaş, Árpád Baricz

Abstract:

In this paper, the radii of star likeness of the Jackson and Hahn-Exton q-Bessel functions are considered, and for each of them three different normalizations is applied. By applying Euler-Rayleigh inequalities for the first positive zeros of these functions tight lower, and upper bounds for the radii of starlikeness of these functions are obtained. The Laguerre-Pólya class of real entire functions plays an important role in this study. In particular, we obtain some new bounds for the first positive zero of the derivative of the classical Bessel function of the first kind.

Keywords: bessel function, lommel function, radius of starlikeness and convexity, Struve function

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3276 Corporate Codes of Ethics and Earnings Discretion: International Evidence

Authors: Chu Chen, Giorgio Gotti, Tony Kang, Michael Wolfe

Abstract:

This study examines the role of codes of ethics in reducing the extent to which managers’ act opportunistically in reporting earnings. Corporate codes of ethics, by clarifying the boundaries of ethical corporate behaviors and making relevant social norms more salient, have the potential to deter managers from engaging in opportunistic financial reporting practices. In a sample of international companies, we find that the quality of corporate codes of ethics is associated with higher earnings quality, i.e., lower discretionary accruals. Our results are confirmed for a subsample of firms more likely to be engaging in opportunistic reporting behavior, i.e., firms that just meet or beat analysts’ forecasts. Further, codes of ethics play a greater role in reducing earnings management for firms in countries with weaker investor protection mechanisms. Our results suggest that corporate codes of ethics can be a viable alternative to country-level investor protection mechanisms in curbing aggressive reporting behaviors.

Keywords: corporate ethics policy, code of ethics, business ethics, earnings discretion, accruals

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3275 Sharp Estimates of Oscillatory Singular Integrals with Rough Kernels

Authors: H. Al-Qassem, L. Cheng, Y. Pan

Abstract:

In this paper, we establish sharp bounds for oscillatory singular integrals with an arbitrary real polynomial phase P. Our kernels are allowed to be rough both on the unit sphere and in the radial direction. We show that the bounds grow no faster than log (deg(P)), which is optimal and was first obtained by Parissis and Papadimitrakis for kernels without any radial roughness. Our results substantially improve many previously known results. Among key ingredients of our methods are an L¹→L² sharp estimate and using extrapolation.

Keywords: oscillatory singular integral, rough kernel, singular integral, orlicz spaces, block spaces, extrapolation, L^{p} boundedness

Procedia PDF Downloads 283