This project will focus on finding formulas for E[N(t)] using one of the classical problems in the discipline first, and then extending the scope of the problem to include overall times greater than the time t in the original problem. The expected values in these cases will be found using the uniform and exponential distributions of random variables.

The spectral distribution function of random matrices is an information-carrying object widely studied within Random matrix theory. In this thesis we combine the results of the theory together with the idea of free independence introduced by Voiculescu (1985). Important theoretical part of the thesis consists of the introduction to Free probability theory, which justifies use of asymptotic freeness with respect to particular matrices as well as the use of Stieltjes and R-transform. Both transforms are presented together with their properties. The aim of thesis is to point out characterizations of those classes of the matrices, which have closed form expressions for the asymptotic spectral distribution function. We consider all matrices which can be decomposed to the sum of asymptotically free independent summands. In particular, explicit calculations are performed in order to illustrate the use of asymptotic free independence to obtain the asymptotic spectral distribution for a matrix Q and generalize Marcenko and Pastur (1967) theorem. The matrix Q is defined as <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?Q%20=%20%5Cfrac%7B1%7Dn%20X_1X%5E%5Cprime_1%20+%20%5Ccdot%5Ccdot%5Ccdot%20+%20%5Cfrac%7B1%7Dn%20X_kX%5E%5Cprime_k," />  where Xi is p × n matrix following a matrix normal distribution, Xi ~ Np,n(0, \sigma^2I, I). Finally, theorems pointing out classes of matrices Q which lead to closed formula for the asymptotic spectral distribution will be presented. Particularly, results for matrices with inverse Stieltjes transform, with respect to the composition, given by a ratio of polynomials of 1st and 2nd degree, are given.

The spectral distribution function of random matrices is an information-carrying object widely studied within Random matrix theory. In this thesis we combine the results of the theory together with the idea of free independence introduced by Voiculescu (1985). Important theoretical part of the thesis consists of the introduction to Free probability theory, which justifies use of asymptotic freeness with respect to particular matrices as well as the use of Stieltjes and R-transform. Both transforms are presented together with their properties. The aim of thesis is to point out characterizations of those classes of the matrices, which have closed form expressions for the asymptotic spectral distribution function. We consider all matrices which can be decomposed to the sum of asymptotically free independent summands. In particular, explicit calculations are performed in order to illustrate the use of asymptotic free independence to obtain the asymptotic spectral distribution for a matrix Q and generalize Marcenko and Pastur (1967) theorem. The matrix Q is defined as <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?Q%20=%20%5Cfrac%7B1%7Dn%20X_1X%5E%5Cprime_1%20+%20%5Ccdot%5Ccdot%5Ccdot%20+%20%5Cfrac%7B1%7Dn%20X_kX%5E%5Cprime_k," />  where Xi is p × n matrix following a matrix normal distribution, Xi ~ Np,n(0, \sigma^2I, I). Finally, theorems pointing out classes of matrices Q which lead to closed formula for the asymptotic spectral distribution will be presented. Particularly, results for matrices with inverse Stieltjes transform, with respect to the composition, given by a ratio of polynomials of 1st and 2nd degree, are given.

Real-life transportation systems are subject to numerous uncertainties in their operation. Researchers have suggested various reliability measures to characterize their network-level performances. One of these measures is given by travel time reliability, defined as the probability that travel times remain below certain (acceptable) levels. Existing reliability assessment (and optimization) techniques tend to be computationally intensive. In this dissertation we develop computationally efficient alternatives. In particular, we make the following three contributions. In the first contribution, we present a novel reliability assessment methodology when the source of uncertainty is given by road capacities. More specifically, we present a method based on the theory of Fourier transforms to numerically approximate the probability density function of the (system-wide) travel time. The proposed methodology takes advantage of the established computational efficiency of the fast Fourier transform. In the second contribution, we relax the common assumption that probability distributions of the sources of uncertainties are known explicitly. In reality, this distribution may be unavailable (or inaccurate) as we may have no (or insufficient) data to calibrate the distributions. We present a new method to assess travel time reliability that is distribution-free in the sense that the methodology only requires that the first N moments (where N is any positive integer) of the travel time to be known and that the travel times reside in a set of known and bounded intervals. Instead of deriving exact probabilities on travel times exceeding certain thresholds via computationally intensive methods, we develop analytical probability inequalities to quickly obtain upper bounds on the desired probability. Because of the computationally intensive nature of (virtually all) existing reliability assessment techniques, the optimization of the reliability of transportation systems has generally been computationally prohibitive. The third and final contribution of this dissertation is the introduction of a new transportation network design model in which the objective is to minimize the unreliability of travel time. The computational requirements are shown to be much lower due to the assessment techniques developed in this dissertation. Moreover, numerical results suggest that it has the potential to form a computationally efficient proxy for current simulation-based network design models. / text

Approved for public release; distribution in unlimited. / The principles of Sun Tzu's Art of War have been widely used by business executives and military officers with much success in the realm of competition and conflict. However, when conflict situations arise in a highly stressful environment coupled with the pressure of time, decision makers may not be able to consider all the key concepts when forming their decisions or strategies. Therefore, a structured reasoning approach may be used to apply Sun Tzu's principles correctly and fully. Sun Tzu's principles are believed to be able to be modeled mathematically; hence, a Bayesian Network model (a form of mathematical tool using probability theory) is used to capture Sun Tzu's principles and provide the structured reasoning approach. Scholars have identified incompleteness in Sun Tzu's appreciation of information in war and his application of secret agents. This incompleteness resulted in circular reasoning when both sides of the conflict apply his principles. This circular reasoning can be resolved through the use of advanced probability theory. A Bayesian Network Model however, not only provides a structured reasoning approach, but more importantly, it can also resolve the circular reasoning problem that has been identified. / Captain, Singapore Army

En la última década, la cooperación entre usuarios ha generado un gran interés por la posibilidad de mejorar la velocidad de transmisión en las redes de comunicaciones inalámbricas. El objetivo es formar un array con las antenas de todos los dispositivos y, de esta forma, aplicar técnicas de procesado espacio-temporal. El esquema de cooperación más sencillo es el canal con relays: todos los terminales que escuchen una comunicación entre dos puntos pueden ayudar a la fuente retransmitiendo lo que hayan recibido.En un sistema realista, los relays no disponen de información sobre el canal en trasmisión. En este escenario, los códigos espacio-temporales (STC, del inglés space-time coding) son la alternativa más eficiente para aprovechar la diversidad introducida por los relays. Sin embargo, los STC clásicos están diseñados para un número limitado y fijo de antenas transmisoras y no se adaptan bien a sistemas cooperativos donde el número de relays puede ser elevado y, sobretodo, puede variar en el tiempo, según los usuarios entren o salgan de la red. El problema principal es la necesidad de usar un código nuevo cada vez que cambie la configuración de la red, generando un importante tráfico de señalización.Esta tesis analiza un código espacio-temporal a bloques de dispersión lineal (LD-STBC, del inglés linear-dispersion space-time block coding), aleatorio y distribuido: a cada relay se le asigna una matriz aleatoria que aplica una transformación lineal al vector que contiene los símbolos de la fuente. Cada matriz se genera de forma independiente y sin ninguna relación con el número de usuarios involucrados. De esta manera, el número de nodos puede variar sin necesidad de modificar los códigos existentes.La forma más intuitiva de construir matrices de dispersión lineal independientes es que sus elementos sean variables aleatorias independientes e idénticamente distribuidas (i.i.d.). Por esta razón, se estudia primero la eficiencia espectral obtenida por este tipo de LD-STBC. Es importante remarcar que la eficiencia espectral es una cantidad aleatoria, ya que es una función de los códigos aleatorios anteriormente descritos. Sin embargo, cuando las dimensiones de las matrices crecen infinitamente pero manteniendo constante la tasa del código (relación entre número de símbolos de la fuente sobre el número de símbolos de los relays), la eficiencia espectral converge rápidamente hacia una cantidad determinista. Este resultado se demuestra usando la teoría de las matrices aleatorias. Por esta razón, el sistema se analiza aproximando la eficiencia espectral con su limite. Por ejemplo, la comparación con el canal directo entre fuente y destino permite definir unas condiciones suficientes en donde el sistema con relays es superior a la comunicación punto a punto.Posteriormente se debe analizar la probabilidad de outage, es decir la probabilidad de que, debido a la baja calidad del canal, la eficiencia espectral sea menor que la velocidad de transmisión solicitada por el sistema. Como ya se ha mencionado anteriormente, los relays se introducen para aumentar la diversidad del canal y, con ella, el número de caminos independientes entre la fuente y el receptor, reduciendo la probabilidad de outage. Para los LD-STBC i.i.d. las prestaciones en términos de outage dependen del tipo de relay (amplify and forward o decode and forward) y son función de la tasa del código, que debe ser cuidadosamente elegida para maximizar el orden de diversidad sin desperdiciar demasiados recursos.Finalmente, en el último capítulo de la tesis se considera otro tipo de LD-STBC, distinto del i.i.d. analizado hasta ahora. En este caso, las matrices de dispersión lineal siguen siendo independientes la una de la otra pero se añade la restricción de que cada una tenga columnas (o filas, según la tasa del código) ortogonales. Así, se consigue que el código siga siendo flexible con respecto a las variaciones en el número de usuarios, pero su estructura permite reducir la interferencia generada por cada relay, como se puede notar comparando su eficiencia espectral con la eficiencia espectral obtenida por el código i.i.d. Cabe destacar que el análisis asintótico de estos códigos (llamados isométricos) se basa en herramientas matemáticas más sofisticadas que las anteriores y, por lo tanto, es necesario un estudio más profundo para poder entender cómo se comporta en términos de outage. / In the last decade, cooperation among multiple terminals has been seen as one of the more promising strategies to improve transmission speed in wireless communications networks. Basically, the idea is to mimic an antenna array and apply distributed versions of well-known space-diversity techniques. In this context, the simplest cooperative scheme is the relay channel: all the terminals (relays) that overhear a point-to-point communication between a source and a destination may decide to aid the source by forwarding (relaying) its message.In a mobile system, it is common to assume that the relays do not have any information about the channel between them and the destination. Under this hypothesis, the best solution to exploit the diversity offered by multiple transmitting antennas is to use space-time coding (STC). However, classical STC's are designed for systems with a fixed and usually low number of antennas. Thus, they are not suitable for relaying in most mobile communications systems where the number of terminals is potentially large and may vary as users join or leave the network. For each new configuration, a new code has to be chosen and notified to the relays, introducing a set-up overhead of signaling traffic.In this dissertation we will propose and analyze a randomized distributed linear-dispersion space-time block code (LD-STBC): each relay is assigned a specific matrix which linearly transforms (left-multiplies) the column vector of source symbols. Each matrix is independently generated and does not depend on the total number of transmitters, which can thus change without interrupting data transmission for a new code--relay assignment.The more intuitive way to build independent linear-dispersion matrices is to fill them with independent and identically distributed (i.i.d.) random variables. Therefore, we will first consider these i.i.d. codes and characterize the resulting spectral efficiency. In order to analyze the performance achieved by the system, we consider a large-system analysis based on random matrix theory. We will show that the random spectral efficiency (function of the random linear-dispersion matrices) converges almost surely to a deterministic quantity when the dimensions of the code grow indefinitely while keeping constant the coding rate. Since convergence is very fast, the random spectral efficiency will be approximated by the deterministic limit in the subsequent analysis. By comparison with the direct link, sufficient conditions are derived for the superiority of relaying.Next, we will analyze the outage probability of the system, that is the probability that the spectral efficiency falls below a given target rate due to channel fading. The main purpose of diversity techniques is to introduce alternative paths from the source to the destination, so that data transmission does not fail when the direct link undergoes deep fading. We will show that the diversity behavior of LD-STBC relaying mainly depends on both the coding rate and the relaying strategy (amplify and forward or decode and forward). It is then important to choose the coding rate that maximizes the diversity order without wasting too many resources.To conclude the dissertation, we will consider a different code based on independent isometric Haar-distributed random linear-dispersion matrices. Thenew code maintains the flexibility of the previous one with respect to variations in the number of relays. However, the more complex structure of the codes allows a noticeable reduction of the interference generated by the relays. Unfortunately, isometric codes also require more sophisticated mathematical tools for their asymptotic analysis. For this reason, we simply introduce the problem by showing that it is possible to have some spectral-efficiency gain with respect to i.i.d. codes. The outage-probability analysis requires a more thorough understanding and will be the subject of future work.

Les Mathématiques non-commutatives sont un domaine en plein essor. L'idée de base consiste à remarquer qu'au lieu de décrire un espace donné comme étant un ensemble de points, on peut de manière équivalente le décrire par l'algèbre des fonctions définies sur cet espace. Cette algèbre est commutative. On remplace alors cette algèbre par une algèbre qui n'est plus forcément commutative et que l'on cherche à interpréter comme une algèbre de fonctions sur un « espace non-commutatif ». Les groupes quantiques sont un exemple de généralisation non-commutative de la notion de groupe. Il s'agit d'une C*-algèbre munie d'une comultiplication à valeur dans le produit tensoriel de l'algèbre avec elle-même. Les groupes quantiques ont été bien étudiés. Les groupes duaux sont similaires aux groupes quantiques, mais la comultiplication est cette fois-ci à valeur dans le produit libre, et non plus dans le produit tensoriel. Bien qu'ils aient été introduits dans les années 80, ils n'ont pas encore été vraiment étudiés. Le but de cette thèse est d'explorer les propriétés des groupes duaux, en se concentrant sur l'un d'entre eux – le groupe dual unitaire – et ce en utilisant les méthodes des probabilités non-commutatives (ou probabilités quantiques) / Noncommutative Mathematics are a very active domain. The idea underlying it is that instead of describing a space as a set of points, it is equivalent to describe it with the algebra of functions defined on said space. This algebra is commutative. Now we replace this algebra with an algebra that is not necessarily commutative any more and we want to interpret it as the algebra of functions defined on a « noncommutative space ». Quantum groups are an example of such a noncommutative generalization of the notion of group. They are C*-algebras equipped with a comultiplication that takes its values in the tensor product of the algebra with itself. Quantum groups are well-known and well studied. Nevertheless we can also define dual groups, which are similar to quantum groups, but the comultiplication takes now its values in the free product of the algebra with itself, instead of the tensor product. Though dual groups have been introduced in the 80s, they have not been much studied so far. The goal of this thesis is to study their properties, especially in the case of one particular dual group called the unitary dual group, by using methods from noncommutative probability (or quantum probability).

In this thesis we investigate how to improve the performance of MU-MIMO wireless system in terms of achieving Shannon capacity limit and efficient use of precious resource of radio spectrum in wireless communication. First a new suboptimal volume-based scheduling algorithm is presented, which can be applied in MU-MIMO downlink system to transmit signals concurrently to multiple users under the assumption of perfect channel information at transmitter and receiver. The volume-based scheduling algorithm utilises Block Diagonalisation precoding and Householder reduction procedure of QR factorisation. In comparison with capacity-based suboptimal scheduling algorithm, the volume-based algorithm has much reduced computational complexity with only a fraction of sum-rate capacity penalty from the upper bound of system capacity limit. In comparison with semi-orthogonal user selection suboptimal scheduling algorithm, the volume-based scheduling algorithm can be implemented with less computational complexity. Furthermore, the sum-rate capacity achieved via volume-based scheduling algorithm is higher than that achieved by SUS scheduling algorithm in the MIMO case. Then, a two-step scheduling algorithm is proposed, which can be used in the MU-MIMO system and under the assumption that channel state information is known to the receiver, but it is not known to the transmitter and the system under the feedback resource constraint. Assume that low bits codebook and high bits codebook are stored at the transmitter and receiver. The users are selected by using the low bits codebook; subsequently the BD precoding vectors for selected users are designed by employing high bits codebook. The first step of the algorithm can alleviate the load on feedback uplink channel in the MU-MIMO wireless system while the second step can aid precoding design to improve system sum-rate capacity. Next, a MU-MIMO cognitive radio (CR) wireless system has been studied. In such system, a primary wireless network and secondary wireless network coexist and the transmitters and receivers are equipped with multiple antennas. Spectrum sensing methods by which a portion of spectrum can be utilised by a secondary user when the spectrum is detected not in use by a primary user were investigated. A Free Probability Theory (FPT) spectrum sensing method that is a blind spectrum sensing method is proposed. By utilizing the asymptotic behaviour of random matrix based on FPT, the covariance matrix of transmitted signals can be estimated through a large number of observations of the received signals. The method performs better than traditional energy spectrum sensing method. We also consider cooperative spectrum sensing by using the FPT method in MU-MIMO CR system. Cooperative spectrum sensing can improve the performance of signal detection. Furthermore, with the selective cooperative spectrum sensing approach, high probability of detection can be achieved when the system is under false alarm constraint. Finally, spectrum sensing method based on the bispectrum of high-order statistics (HOS) and receive diversity in SIMO CR system is proposed. Multiple antennas on the receiver can improve received SNR value and therefore enhance spectrum sensing performance in terms of increase of system-level probability of detection. Discussions on cooperative spectrum sensing by using the spectrum sensing method based on HOS and receive diversity are presented.

Ce travail étend nos connaissances des entropies libres et des équations différentielles stochastiques (EDS) libres dans trois directions. Dans un premier temps, nous montrons que l'algèbre de von Neumann engendrée par au moins deux autoadjoints ayant une information de Fisher finie n'a pas la propriété $Gamma$ de Murray et von Neumann. C'est un analogue d'un résultat de Voiculescu pour l'entropie microcanonique libre. Dans un second temps, nous étudions des EDS libres à coefficients opérateurs non-bornés (autrement dit des sortes d' EDP stochastiques libres ). Nous montrons la stationnarité des solutions dans des cas particuliers. Nous en déduisons un calcul de la dimension entropique libre microcanonique dans le cas d'une information de Fisher lipschitzienne. Dans un troisième et dernier temps, nous introduisons une méthode générale de résolutions d'EDS libres stationnaires, s'appuyant sur un analogue non-commutatif d'un espace de chemins. En définissant des états traciaux sur cet analogue, nous construisons des dilatations markoviennes de nombreux semigroupes complètement markoviens sur une algèbre de von Neumann finie, en particulier de tous les semigroupes symétriques. Pour des semigroupes particuliers, par exemple dès que le générateur s'écrit sous une forme divergence pour une dérivation à valeur dans la correspondance grossière, ces dilatations résolvent des EDS libres. Entre autres applications, nous en déduisons une inégalité de Talagrand pour l'entropie non-microcanonique libre (relative à une sous-algèbre et une application complètement positive). Nous utilisons aussi ces déformations dans le cadre des techniques de déformations/rigidité de Popa / This works extends our knowledge of free entropies, free Fisher information and free stochastic differential equations in three directions. First, we prove that if a $W^{*}$-probability space generated by more than 2 self-adjoints with finite non-microstates free Fisher information doesn't have property $Gamma$ of Murray and von Neumann (especially is not amenable). This is an analogue of a well-known result of Voiculescu for microstates free entropy. We also prove factoriality under finite non-microstates entropy. Second, we study a general free stochastic differential equation with unbounded coefficients (``stochastic PDE"), and prove stationarity of solutions in well-chosen cases. This leads to a computation of microstates free entropy dimension in case of Lipschitz conjugate variable. Finally, we introduce a non-commutative path space approach to solve general stationary free Stochastic differential equations. By defining tracial states on a non-commutative analogue of a path space, we construct Markov dilations for a class of conservative completely Markov semigroups on finite von Neumann algebras. This class includes all symmetric semigroups. For well chosen semigroups (for instance with generator any divergence form operator associated to a derivation valued in the coarse correspondence) those dilations give rise to stationary solutions of certain free SDEs. Among applications, we prove a non-commutative Talagrand inequality for non-microstate free entropy (relative to a subalgebra $B$ and a completely positive map $eta:Bto B$). We also use those new deformations in conjunction with Popa's deformation/rigidity techniques, to get absence of Cartan subalgebra results

Dans cette thèse, on étudie l'application de la méthode des moments pour les télécommunications. On analyse cette méthode et on montre son importance pour l'étude des matrices aléatoires. On utilise le cadre de probabilités libres pour analyser cette méthode. La notion de produit de convolution/déconvolution libre peut être utilisée pour prédire le spectre asymptotique de matrices aléatoires qui sont asymptotiquement libres. On montre que la méthode de moments est un outil puissant même pour calculer les moments/moments asymptotiques de matrices qui n'ont pas la propriété de liberté asymptotique. En particulier, on considère des matrices aléatoires gaussiennes de taille finie et des matrices de Vandermonde al ?eatoires. On développe en série entiére la distribution des valeurs propres de differents modèles, par exemple les distributions de Wishart non-centrale et aussi les distributions de Wishart avec des entrées corrélées de moyenne nulle. Le cadre d'inference pour les matrices des dimensions finies est suffisamment souple pour permettre des combinaisons de matrices aléatoires. Les résultats que nous présentons sont implémentés en code Matlab en générant des sous-ensembles, des permutations et des relations d'équivalence. On applique ce cadre à l'étude des réseaux cognitifs et des réseaux à forte mobilité. On analyse les moments de matrices de Vandermonde aléatoires avec des entrées sur le cercle unitaire. On utilise ces moments et les détecteurs à expansion polynomiale pour décrire des détecteurs à faible complexité du signal transmis par des utilisateurs mobiles à une station de base (ou avec deux stations de base) représentée par des réseaux linéaires uniformes. / In this thesis, we focus on the analysis of the moments method, showing its importance in the application of random matrices to wireless communication. This study is conducted in the free probability framework. The concept of free convolution/deconvolution can be used to predict the spectrum of sums or products of random matrices which are asymptotically free. In this framework, we show that the moments method is very appealing and powerful in order to derive the moments/asymptotic moments for cases when the property of asymptotic freeness does not hold. In particular, we focus on Gaussian random matrices with finite dimensions and structured matrices as Vandermonde matrices. We derive the explicit series expansion of the eigenvalue distribution of various models, as noncentral Wishart distributions, as well as correlated zero mean Wishart distributions. We describe an inference framework so flexible that it is possible to apply it for repeated combinations of random ma- trices. The results that we present are implemented generating subsets, permutations, and equivalence relations. We developped a Matlab routine code in order to perform convolution or deconvolution numerically in terms of a set of input moments. We apply this inference framework to the study of cognitive networks, as well as to the study of wireless networks with high mobility. We analyze the asymptotic moments of random Vandermonde matrices with entries on the unit circle. We use them and polynomial expansion detectors in order to design a low complexity linear MMSE decoder to recover the signal transmitted by mobile users to a base station or two base stations, represented by uniform linear arrays.