1. I have finished my contract in the Laboratoire de Mathématiques at Université Blaise Pascal in Clermont-Ferrand and will begin a new position in Département Télécommunications INSA Lyon in the middle of November working with Jean-Marie Gorce and Leonardo Cardoso.
2. With Gareth Peters, Ido Nevat, Mahyar Shirvanimoghaddam and Iain B. Collings, I have a new paper accepted:
Malcolm Egan, Gareth W. Peters, Ido Nevat, Mahyar Shirvanimoghaddam and Iain B. Collings, “A ruin theoretic design approach for wireless cellular network sharing with facilities”, to appear in Transactions on Emerging Telecommunications Technologies.
This paper concerns network sharing in facilities, which I have been discussing here and here.
3. With Andrea Tassi, Robert Piechocki and Andy Nix, I have a new paper accepted in SigTelCom2017:
Andrea Tassi, Malcolm Egan, Robert J. Piechocki and Andrew Nix, “Wireless vehicular networks in emergencies: a single frequency network approach”, in Proc. SigTelCom2017, to appear.
In related news, last week I was in Prague and presented some related work with Andrea, Robert and Andrew on mmWave communications for vehicular networks. The talk was targeted at the computer scientists working on multi-agent coordination algorithms for intelligent transport systems in the Artificial Intelligence Center in the Czech Technical University in Prague.
4. In December, I will be presenting at the CFE-CMStatistics Conference in Seville Spain. My talk is entitled: Simulation of a general class of alpha-stable processes, which is based on work with Nourddine Azzaoui, Gareth Peters and Arnaud Guillin. Here is the abstract:
The heavy-tail and extremal dependence properties of -stable processes have lead to their extensive use in fields ranging from finance to engineering. In these fields, the stochastic integral representation plays an important role both in characterizing -stable processes as well as for the purposes of simulation and parameter estimation. In order use the stochastic integral representation, constraints on the random measure must be imposed. A key constraint is the independently scattered condition, where disjoint increments of the random measure are independent. A key feature of the independently scattered condition is that the covariation is both left and right additive, which allows for simulation and estimation of this class of processes. Recently, a new generalization of the independently scattered condition has been introduced, which also preserves the left and right additivity of the covariation. This new generalization allows the characteristic function a wide class of -stable processes to be determined by a bimeasure. We deal with the problem of simulating from the bimeasure characterization of -stable processes. In particular, we prove conditions under which the bimeasure leads to a positive definite characteristic function for the case of a two-dimensional skeleton. Based on this result, we then propose a method to construct and simulate dimensional skeletons, for arbitrary .