Performance of Dense Wireless Networks in 5G and beyond Using Stochastic Geometry
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Shephard, N.G., 1991. "From Characteristic Function to Distribution Function: A Simple Framework for the Theory," Econometric Theory, Cambridge University Press, vol. 7(4), pages 519-529, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hao Li & Jiawei Cao & Guangkun Luo & Zhigang Wang & Houjun Wang, 2023. "A Novel Performance Bound for Massive MIMO Enabled HetNets," Mathematics, MDPI, vol. 11(13), pages 1-11, June.
- Young-Hwan You & Yong-An Jung & Sung-Hun Lee & Intae Hwang, 2022. "Complexity-Efficient Coherent Physical Cell Identity Detection Method for Cellular IoT Systems," Mathematics, MDPI, vol. 10(16), pages 1-18, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Victor Olkhov, 2023.
"Market-Based Probability of Stock Returns,"
Papers
2302.07935, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2023. "The Market-Based Probability of Stock Returns," MPRA Paper 116234, University Library of Munich, Germany.
- Simi, Wei W. & Wang, Xiaoli, 2013. "Time-changed Lévy jump processes with GARCH model on reverse convertibles," Review of Financial Economics, Elsevier, vol. 22(4), pages 206-212.
- Mijanović, Andjela & Popović, Božidar V. & Witkovský, Viktor, 2023. "A numerical inversion of the bivariate characteristic function," Applied Mathematics and Computation, Elsevier, vol. 443(C).
- Susanne Griebsch, 2013. "The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques," Review of Derivatives Research, Springer, vol. 16(2), pages 135-165, July.
- Ziming Dong & Dan Tang & Xingchun Wang, 2023. "Pricing vulnerable basket spread options with liquidity risk," Review of Derivatives Research, Springer, vol. 26(1), pages 23-50, April.
- Oleksandr Zhylyevskyy, 2010.
"A fast Fourier transform technique for pricing American options under stochastic volatility,"
Review of Derivatives Research, Springer, vol. 13(1), pages 1-24, April.
- Zhylyevskyy, Oleksandr, 2009. "A Fast Fourier Transform Technique for Pricing American Options Under Stochastic Volatility," Staff General Research Papers Archive 13112, Iowa State University, Department of Economics.
- Victor Olkhov, 2021.
"Three Remarks On Asset Pricing,"
Papers
2105.13903, arXiv.org, revised Jan 2024.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Olkhov, Victor, 2022.
"Market-Based Price Autocorrelation,"
MPRA Paper
120288, University Library of Munich, Germany, revised 26 Feb 2024.
- Victor Olkhov, 2022. "Market-Based Price Autocorrelation," Papers 2202.09323, arXiv.org, revised Feb 2024.
- Sha Lin & Xin-Jiang He, 2022. "Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1069-1085, March.
- Carl Chiarella & Susanne Griebsch & Boda Kang, 2013. "Investigating Time-Efficient Methods to Price Compound Options in the Heston Model," Research Paper Series 328, Quantitative Finance Research Centre, University of Technology, Sydney.
- Todorov, Viktor, 2022. "Nonparametric jump variation measures from options," Journal of Econometrics, Elsevier, vol. 230(2), pages 255-280.
- Victor Olkhov, 2023.
"Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions,"
Papers
2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2023. "Economic complexity limits accuracy of price probability predictions by gaussian distributions," MPRA Paper 118373, University Library of Munich, Germany.
- Xiaolin Luo & Pavel V. Shevchenko, 2009. "Computing Tails of Compound Distributions Using Direct Numerical Integration," Papers 0904.0830, arXiv.org, revised Feb 2010.
- Victor Olkhov, 2022. "Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model," Papers 2204.07506, arXiv.org, revised Mar 2024.
- Peter Reinhard Hansen & Chen Tong, 2024. "Convolution-t Distributions," Papers 2404.00864, arXiv.org.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
113096, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
- Olkhov, Victor, 2021.
"Theoretical Economics and the Second-Order Economic Theory. What is it?,"
MPRA Paper
110893, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," Papers 2112.04566, arXiv.org, revised Mar 2024.
- Zhang, Le & Schmidt, Wolfgang M., 2016. "An approximation of small-time probability density functions in a general jump diffusion model," Applied Mathematics and Computation, Elsevier, vol. 273(C), pages 741-758.
- Zhylyevskyy, Oleksandr, 2012. "Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications," Staff General Research Papers Archive 35559, Iowa State University, Department of Economics.
More about this item
Keywords
5G; mmW; 6G systems; Poisson point process; interference characterization; stochastic geometry; outage analysis; beamforming; uplink; uniform cylindrical array; blockage;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:7:p:1156-:d:786329. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.