Some news:

**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 orthogonal 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 **.*