An assessment of spectrum efficiency for a microcellular land mobile radio system is presented by considering the desired signal as (fast) Rician fading with (slow) lognormal shadowing and co-channel interfering signals as uncorrelated (fast) Rayleigh fading superimposed over (slow) lognormal shadowing. Spectrum efficiency is defined in terms of reuse distance, Le., cluster size, traffic intens...

The Pricing of Bermudan Options on Defaultable Bonds In this paper, we modify the Nelson and Ramaswamy (1990)-Ho, Stapleton and Subrahmanyam (1995) diffusion approximation. The modification allows the approximation of correlated lognormal diffusion processes. The general method is illustrated by pricing a Bermudan-style put option on the minimum of two asset prices. We then apply the method to ...

We analyze the implied volatility skews generated by displaced lognormal diffusions. In particular, we prove the global monotonicity of implied volatility, and an at-the-money bound on the steepness of downward volatility skews, under displaced lognormal dynamics, which therefore cannot reproduce some features observed in equity markets. A variant, the displaced anti-lognormal, overcomes the st...

The subgrid-scale representation of hydrometeor fields is important for calculating microphysical process rates. In order to represent subgrid-scale variability, the Cloud Layers Unified By Binormals (CLUBB) parameterization uses a multivariate probability density function (PDF). In addition to vertical velocity, temperature, and moisture fields, the PDF includes hydrometeor fields. Previously,...

We examined time-dependent statistical properties of electromyographic (EMG) signals recorded from intrinsic hand muscles during handwriting. Our analysis showed that trial-to-trial neuronal variability of EMG signals is well described by the lognormal distribution clearly distinguished from the Gaussian (normal) distribution. This finding indicates that EMG formation cannot be described by a c...

A study of the raindrop size distribution along the eastern coast of South Africa (Durban) is presented. The Biweight kernel estimator based on distometer measurement is used to determine the best estimate of the measured raindrop size probability distribution function (pdf). The best kernel estimator, which results in the lowest integral square error (ISE), is used to measure the closeness of ...

    In this research in order to frequency analysis of maximum daily rainfall in various climates of Iran the data of 40 synoptic rain gauges collected in 40 years period i.e., 1973 to 2012 were used. These stations are located in various climates of Iran according to De Martonne climatic classification. At first, input of data to HYFA package was performed. The mentioned package includes seven...