1,787,871 research outputs found
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Full text linkThe paper generalizes and refines the Fundamental Theorem of Asset Pricing of Dalang, Morton and Willinger in the following two respects: (a) the result is extended to a model with portfolio constraints; (b) versions of the no-arbitrage criterion based on the bang-bang principle in control theory are developed.no arbitrage criteria, portfolio constraints, supermartingale measures, bang-bang control
Statistical analysis of first-order bang-bang phase-locked loops using sign-dependent random-walk theory
Full text linkBang-bang phase-locked loops (BBPLLs) are inherently nonlinear due to the hard nonlinearity introduced by the binary phase detector (BPD). This paper provides an exact
statistical analysis of the steady-state timing jitter in a first order BBPLL when the reference clock is subject to accumulative
jitter. By elaborating on the analogy of viewing a first-order BBPLL as a single-integration delta modulator (DM) in the
phase domain, we are able to relate hunting jitter and slew-rate limiting in a BBPLL to granular noise and slope overload in a DM. The stochastic timing-jitter behavior is modeled as a sign-dependent random walk, for which we obtain the asymptotic characteristic function and analytical expressions for the first four cumulants. These expressions are applied to the BBPLL to
statistically analyze the static timing offset and the RMS timing jitter, including the effect of a frequency offset. The analysis shows that the RMS timing jitter is constant for small RMS clock jitter and grows quadratically with large RMS clock jitter, and that there exists an optimal bang-bang phase step for minimum RMS timing jitter. Computing the kurtosis reveals the effect of the BPD nonlinearity: the timing jitter is largely non-Gaussian.Science Foundation Irelandke, ab, li - TS 17.04.1
Binary phase detector gain in bang-bang phase-locked loops with DCO jitter
No full textBang-bang phase-locked loops (BBPLLs) are hard nonlinear systems due to the nonlinearity introduced by the binary phase detector (BPD). In the presence of jitter, the nonlinear loop is typically analyzed by linearizing the BPD and applying linear transfer functions in the analysis. In contrast to a linear PD, the linearized gain of a BPD depends on the rms jitter and the type of jitter (either non-accumulative
or accumulative). Previous works considered the case of nonaccumulative reference clock jitter and showed that the BPD gain is inversely proportional to the rms jitter when the latter is small or large. In this brief we consider the case of accumulative
DCO jitter and derive an asymptotic closed-form expression for the BPD gain which becomes exact in the limit of small and large
jitter. Contrary to the reference clock jitter case, the BPD gain is constant for small DCO jitter and is inversely proportional to the square of jitter for large DCO jitter; in the latter case, the
timing jitter has a normal-Laplace distribution.Science Foundation Irelandti, ke, ab, li - TS 10.04.1
Output-jitter performance of second-order digital bang-bang phase-locked loops with nonaccumulative reference clock jitter
No full textBang-bang phase-locked loops (BBPLLs) are inherently nonlinear systems due to the binary phase detector (BPD). While they are typically used for clock and data recovery, the ongoing trend toward digital loop implementations has resulted in several digital BBPLLs (DBBPLLs) suitable for frequency synthesis. This brief investigates the effect of nonaccumulative reference clock jitter (due to white phase noise) in second-order DBBPLLs, comparing the output jitter with that of first-order DBBPLLs. For small clock jitter, the nonlinear loop behavior is modeled as a two-dimensional Markov chain, and the output jitter is smaller than but close to that of a first order loop. For large clock jitter, the BPD nonlinearity is linearized, and the output jitter is larger than that of a first order loop; it is proportional to clock jitter and inversely proportional to the square root of the stability factor—the ratio of the proportional path gain to the integral-path gain of the digital loop filter.Science Foundation Irelandti, ke, ab, li - TS 18.04.1
Immaginatevi il diavolo del teatro: meglio di così, Bang non può descriverlo
No full textHerman Bang e il teatr
Investigation of first-order digital bang-bang phase-locked loops with reference clock jitter
Full text linkPaper presented at the Nordic microelectronics conference (NORCHIP), Tallinn, Estonia, 17-18 November, 2008Bang-bang phase-locked loops (BBPLLs) are a class of PLLs with a binary-quantized phase detector (BPD). They are widely used in clock and data recovery circuits and have
recently been implemented as digital BBPLLs for high-bandwidth synthesis. This paper investigates a first-order digital BBPLL
with reference clock jitter. We derive the Chapman-Kolmogorov equation which statistically characterizes the timing jitter process. The numerical solution of this equation allows us to compute the timing jitter probability density function (PDF) in steadystate and to examine the effect of varying loop detuning and
RMS reference clock jitter on the timing offset, the RMS timing jitter and the mean number of steps to slip a cycle. The analysis
shows that the steady-state PDF is Gaussian-like only for a small range of RMS clock jitter values, which leads to a new curve for
the BPD gain as a function of jitter.Science Foundation Irelandke, ab, co, li - TS 10.04.1
The Small Bang
No full textComputer-Assisted Language Comparison in PracticeThe Small Bang represents a recently begun ERC-funded project dedicated to discovering the origins of the Bangime language and Bangande people. The language and its speakers are of particular interest to West African research as Bangime is one of the only isolates spoken in the region and the ancestors of the Bangande are also unknown. Using the latest computer-assisted technologies, the Bang team is amassing linguistic and genetic data and comparing them with a hitherto unexplored set of languages and peoples in search of a hidden history. Preliminary hypotheses suggest geographic isolation that has led to a bottleneck of at least 9,000 years. The question as to from whom the people and their language originated remains open
The Japanese Big Bang: the effects of "free, fair and global"
Full text linkThe Japanese “Big Bang” financial deregulations started in 1996. The objective was to make the Japanese banking sector more “free, fair and global”, spurring competition and resulting in a more profitable and efficient financial sector. The Big Bang brought about a massive consolidation of Japan’s already relatively concentrated banking sector. Japan’s “Top 20” banks have now merged to just three financial conglomerates that are among the largest in the world. Is this a sign of the success? Focusing on the Big Bang’s stated objectives of promoting profitability and efficiency, this study examines the Japanese “Big Bang” deregulation from its start in 1996 to completion in 2001, and the following eight years. On profitability, we find that the banking sector as a whole did not become more profitable than the pre-deregulation period. Rather, we see a steady decline in profitability. In addition, the main targets of the deregulation (and the most active in mergers and acquisitions activity during our sample period), the city, trust and long-term credit banks, actually exhibit lower profitability measured in ROA and ROE than the smaller regional banks. The “Big Bang” did not succeed in promoting a more profitable banking sector. We next turn to efficiency. We find that in terms of cost reduction, the banking sector did become more efficient after the Big Bang deregulation. However, the real bottom line of performance, profit efficiency, declined. In addition, we again see a significant difference between the big city, trust long-term credit banks and the smaller regional banks. The biggest banks are statistically significantly less profit efficient, despite their higher cost efficiency. Thus, on the whole, the Japanese “Big Bang” financial deregulation was not successful in achieving its stated objectives. Both profitability and efficiency declines on the whole, and the main targets of the deregulation, the big city, trust and long-term credit banks, exhibit statistically significantly lower profitability and efficiency than their smaller counterparts.deregulation; profitability; efficiency
Bang&Olufsen Form 1 Headphones
No full textBang & Olufsen designs and develops audio and video products. The company's product portfolio comprises bluetooth speakers, televisions, music systems, loudspeakers and in-ceiling and in-wall speakers. It also offers wireless speaker systems, earphones, sound systems, and accessories. Based on the fact that no two heads are created alike, Bang & Olufsen designed a stereo headphone that could comfortably fit any head automatically and regardless of size, shape and profile. This was made possible by the design that allowed for the weight to be carried by the top of the head and not the ears.“MarketLine Company Profile: Bang & Olufsen AS.” 2022, Bang & Olufsen A/S MarketLine Company Profile, https://search.ebscohost.com/login.aspx?direct=true&AuthType=shib&db=bth&AN=159346753&site=eds-live&custid=s1190300 BeoWorld. 2007, “Form 1 Headphones.” BeoWorld, https://www.beoworld.org/prod_details.asp?pid=75
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