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Alfredo Gonzalez

Publications and source records attributed to Alfredo Gonzalez.

3 recordsLinked to original sources

Signal Processing Foundations of Reconfigurable Antennas in the Tri-Hybrid MIMO Architecture

To enable larger apertures in multipleinput multipleoutput MIMO systems the trihybrid MIMO architecture offers a promising lowcost and lowpower solution by introducing reconfigurable antennas as a third layer of precoding on top of conventional digital and analog processing In this paper we develop a unified signal processing framework for trihybrid MIMO that explicitly captures the electromagnetic EM characteristics of diverse reconfigurable antenna technologies We first propose a generic inputoutput model that incorporates the reconfigurable antenna layer into an effective channel representation revealing a fundamental coupling between the channel precoder and radiated power Building on this model we formulate a general optimization problem that jointly accounts for digital analog and antennadomain precoding under hardware and power constraints We then instantiate this framework across seven representative reconfigurable antenna architectures including parasitic arrays dynamic metasurface antennas fluidpixel antennas polarizationreconfigurable antennas stacked intelligent metasurfaces pinching antenna systems and nonradiating wires To systematically compare these heterogeneous architectures we introduce a new metric the reconfigurability efficiency factor REF which quantifies the performance gains achievable through antenna reconfiguration under realistic constraints Numerical results demonstrate the tradeoffs among aperture size power consumption hardware complexity and spectral efficiency Our results establish that EMlevel reconfiguration reshapes the signal processing design space highlighting the need for new architectures and algorithms that jointly optimize across digital analog and electromagnetic domains This work reveals that electromagnetic reconfiguration couples the channel and precoder

eess.SP

Model-Free Finance and Non-Lattice Integration

Starting solely with a set of possible prices for a traded asset $S$ (in infinite discrete time) expressed in units of a numeraire, we explain how to construct a Daniell type of integral representing prices of integrable functions depending on the asset. Such functions include the values of simple dynamic portfolios obtained by trading with $S$ and the numeraire. The space of elementary integrable functions, i.e. the said portfolio values, is not a vector lattice. It then follows that the integral is not classical, i.e. it is not associated to a measure. The essential ingredient in constructing the integral is a weak version of the no-arbitrage condition but here expressed in terms of properties of the trajectory space. We also discuss the continuity conditions imposed by Leinert (Archiv der Mathematik, 1982) and König (Mathematische Annalen, 1982) in the abstract theory of non-lattice integration from a financial point of view and establish some connections between these continuity conditions and the existence of martingale measures

q-fin.MF

Trajectory based models. Evaluation of minmax pricing bounds

The paper studies sub and super-replication price bounds for contingent claims defined on general trajectory based market models. No prior probabilistic or topological assumptions are placed on the trajectory space, trading is assumed to take place at a finite number of occasions but not bounded in number nor necessarily equally spaced in time. For a given option, there exists an interval bounding the set of possible fair prices; such interval exists under more general conditions than the usual no-arbitrage requirement. The paper develops a backward recursive method to evaluate the option bounds; the global minmax optimization, defining the price interval, is reduced to a local minmax optimization via dynamic programming. Trajectory sets are introduced for which existing non-probabilistic markets models are nested as a particular case. Several examples are presented, the effect of the presence of arbitrage on the price bounds is illustrated.

q-fin.MF