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- David L. Donoho, Hossein Kakavand, James Mammen
- 2006 IEEE International Symposium on Informationâ€¦
- 2006

Consider a d times n matrix A, with d < n. The problem of solving for x in y = Ax is underdetermined, and has infinitely many solutions (if there are any). Given y, the minimum Kolmogorov complexityâ€¦ (More)

- Sam Kavusi, Hossein Kakavand, Abbas El Gamal
- IEEE Transactions on Circuits and Systems Iâ€¦
- 2006

The paper presents a quantization-theoretic framework for studying incremental sigma-delta (/spl Sigma//spl Delta/) data conversion systems. The framework makes it possible to efficiently compute theâ€¦ (More)

The paper investigates the suitability of Î£âˆ† modulation based FPA readout schemes for use in Vertically Interconnected Sensor Arrays requiring ultra high dynamic range and frame rate. It is shownâ€¦ (More)

A new stochastic approach to model Polymerase Chain Reaction (PCR) kinetic is presented, in which primer and template DNA sequences, enzyme concentration, temperature profile, PCR duration,â€¦ (More)

- Kay Giesecke, Hossein Kakavand, Mohammad Mousavi
- Operations Research
- 2011

Point processes with stochastic intensities are ubiquitous in many application areas, including finance, insurance, reliability and queuing. They can be simulated from a standard Poisson process byâ€¦ (More)

- Kay Giesecke, Hossein Kakavand, Mohammad Mousavi
- 2008 Winter Simulation Conference
- 2008

Point processes with stochastic intensities are ubiquitous in many application areas, including finance, insurance, reliability and queuing. They can be simulated from standard Poisson arrivals byâ€¦ (More)

- Hossein Kakavand
- ArXiv
- 2005

An upper bound to the information capacity of a wavelength-division multiplexed optical fiber communication system is derived in a model incorporating the nonlinear propagation effects of cross-phaseâ€¦ (More)

We establish upper and lower bounds on the distortion bit-cost function for incremental firstorder Î£âˆ† ADC with constant input signal U that is uniformly distributed on (0, 1) and additive whiteâ€¦ (More)

Consider a dÃ—n matrix A, with d < n. The problem of solving for x in y = Ax is underdetermined, and has infinitely many solutions (if there are any). In several applications it is of interest to findâ€¦ (More)

- Kay Giesecke, Hossein Kakavand, Mohammad Mousavi, H. Takada
- SIAM J. Financial Math.
- 2010

Correlated default risk plays a significant role in financial markets. Dynamic intensity-based models, in which a firm default is governed by a stochastic intensity process, are widely used to modelâ€¦ (More)

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