Browsing by Subject "Moment generating functions"

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    • Article  

      Conditional moment generating functions for integrals and stochastic integrals 

      Charalambous, Charalambos D.; Elliott, R. J.; Krishnamurthy, V. (2003)
      In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuous-time nonlinear systems. The first method utilizes recursive stochastic partial differential ...
    • Conference Object  

      Probabilistic QoS measures for optimal power control in fading channels 

      Lu, S.; Charalambous, Charalambos D. (2007)
      In this paper, we focus on computing the outage probability by allocating optimal transmitting powers when the system has a large number of transmitter-receiver pairs and each mobile has an enlarged margin of SIR. By ...