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Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a discrete, simple barrier option is presented. The parameters for the ...

Abstract: Acoustic impedance (AI) is an important parameter for seismic reservoir characterization. Traditional algorithms can obtain AI whereas the resolution is open to improvement. Single-channel ...

Abstract: The OFDM waveform based communication relies on an assumption that linear convolution in propagation channel can be replaced (modelled) by circular one. Such assumption is not valid in the ...

The objective of this paper is to provide a general view on methods of wave field extrapolation as used in seismic modeling and seismic migration, i.e., the Kirchhoff‐summation approach, the ...

Human brain performs remarkably well in segregating a particular speaker from interfering ones in a multispeaker scenario. We can quantitatively evaluate the segregation capability by modeling a ...

In short, it is an algorithm that allows computing linear convolution of a stream of data with a constant (usually long) vector in logarithmic rather than linear time by employing the fact that ...