A Simple Upper Bound of the Gaussian Q-Function with Closed-Form Error Bound

2011 ◽  
Vol 15 (2) ◽  
pp. 157-159 ◽  
Author(s):  
Won Mee Jang
Keyword(s):  
Closed Form ◽  
Error Bound ◽  
Upper Bound ◽  
Form Error ◽  
Q Function

Class of tight bounds on the Q ‐function with closed‐form upper bound on relative error

2019 ◽  
Vol 42 (6) ◽  
pp. 1786-1794 ◽  
Author(s):  
Zoran H. Perić ◽  
Jelena R. Nikolić ◽  
Marko D. Petković
Keyword(s):  
Closed Form ◽  
Relative Error ◽  
Upper Bound ◽  
Q Function

A closed-form upper-bound for the distribution of the weighted sum of rayleigh variates

2005 ◽  
Vol 9 (7) ◽  
pp. 589-591 ◽  
Author(s):  
G.K. Karagiannidis ◽  
T.A. Tsiftsis ◽  
N.C. Sagias
Keyword(s):  
Closed Form ◽  
Upper Bound ◽  
Weighted Sum

A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION

2007 ◽  
Vol 21 (4) ◽  
pp. 611-621 ◽  
Author(s):  
Karthik Natarajan ◽  
Zhou Linyi
Keyword(s):  
Convex Function ◽  
Closed Form ◽  
Linear Function ◽  
Upper Bound ◽  
Random Variable ◽  
Expected Value ◽  
Variance Bound ◽  
The Mean ◽  
Mean Variance

In this article, we derive a tight closed-form upper bound on the expected value of a three-piece linear convex function E[max(0, X, mX − z)] given the mean μ and the variance σ2 of the random variable X. The bound is an extension of the well-known mean–variance bound for E[max(0, X)]. An application of the bound to price the strangle option in finance is provided.

The Effective Thermal Conductivity of a Packing of Spheres

1990 ◽  
Vol 57 (3) ◽  
pp. 789-791 ◽  
Author(s):  
A. Jagota ◽  
C. Y. Hui
Keyword(s):  
Thermal Conductivity ◽  
Temperature Field ◽  
Closed Form ◽  
Effective Thermal Conductivity ◽  
Granular Materials ◽  
Upper Bound ◽  
Random Packing ◽  
Fabric Tensor ◽  
Mean Temperature

The anisotropic effective thermal conductivity of a random packing of spheres is derived. The conductivity is closely related to the fabric tensor of the theory of granular materials. The derivation involves a mean temperature field assumption which is shown to render the model an upper bound. Closed-form expressions for the conductivity are obtained in the isotropic and axisymmetric cases.

Sign in / Sign up

Export Citation Format

Share Document