We characterize the instability of an rf clock signal caused by free-space transmission of a frequency comb (FC) under typical laboratory conditions. The phase-noise spectra show the involvement of multiple random processes. For a 10 m transmission, the rms timing jitter integrated over 1-10(5) Hz is 95 fs, and the root Allan variance over 1 s is 4x10(-13). The measured Allan variance has a tau...

In this paper, we focus on introducing the Variance Swap and estimating the portfolios. The portfolios of the Variance Swap are optimized based on maximizing the distorted expectation given the index of acceptability. The variance strike is calculated from the option surface calibration. The realized variance is constructed through Hardy-Littlewood transform considering the highly correlated au...

In a previous paper we introduced a new variance-reduction technique for regenerative simulations based on permuting regeneration cycles. In this paper we apply this idea to new classes of estimators. In particular, we derive permuted versions of likelihood-ratio derivative estimators for steady-state performance measures, importance-sampling estimators of the mean cumulative reward until hitti...

In this paper, our objective is to come up with a sound methodology to design supply chains with outstanding delivery performance. As the first step towards this objective, we consider supply chains with a linear workflow, which we call pipelined supply chains. We define a new index of delivery performance called delivery sharpness which measures the precision as well as the accuracy with which...

Allan Variance: Also known as short‐term stability, this is the measure of oscillator stability in the time domain. Commonly referred to as the Allan variance, it measures the RMS change in successive frequency measurements for short gate times (milliseconds to seconds) and is important in timing applications. It typically improves as the gate time increases until it becomes a measure of the me...

This paper gives an evaluation of low-cost MEMS digital accelerometer errors. Such evaluation is required to construct an appropriate model of the accelerometer. Allan Variance is a simple and efficient method for verifying and modelling the errors by representing the root mean square random drift error as a function of averaging time. In this paper the characteristics of MEMS accelerometers st...

Time and Frequency Division National Bureau of Standards Boulder, Colorado 80303 ;ummary Heretofore, the Allan Variance," u *(r), has become the de facto standard for measudng oscillator instabilitv in the time-domain. Often oscillator frequency instabilities are resonabl modelable with a power law spectrum: S (f) e" where y is the normalized frequency,yf is th; Fourier frequency, and a is a co...