On the Distribution of the Stationary Point of Significance Level for Empirical Distribution Function

We consider empirical distribution functions of nonstationary time-series, depending on set length. The local self- consistent significance level is introduced. The class of time- series, for which the distribution function of significance level is stationary, is considered. For example, the signal-to-interference ratio for random walking subscribers in D2D model of wireless connection belongs to this class of random processes. We introduce also the so-called Chernoff equivalence of the self-consistent significance level and derive the formula of averaging levels for various sets. © 2018 IEEE.

Authors
Kislitsyn A.A.1 , Orlov Yu.N. 2 , Moltchanov D.A. 3, 4 , Samuylov A.K. 3, 4 , Chukarin A.V. 3 , Gaidamaka Yu.V. 5
Conference proceedings
10th International Congress on Ultra Modern Telecommunications and Control Systems and Workshops, ICUMT 2018. Moscow, Russia, November 05-09, 2018.
Publisher
IEEE
Language
English
Status
Published
DOI
10.1109/ICUMT.2018.8631234
Number
8631234
Volume
2018-November
Year
2019
Organizations
  • 1 Department of Kinetic Equations, Keldysh Institute of Applied Mathematics of RAS, Moscow, Russian Federation
  • 2 Department of Kinetic Equations, Keldysh Institute of Applied Mathematics of RAS, Department of Applied Probability and Informatics, Peoples Friendship University of Russia, RUDN University, Moscow, Russian Federation
  • 3 Applied Probability and Informatics Department, Peoples Friendship University of Russia, RUDN University, Moscow, Russian Federation
  • 4 Laboratory of Electronics and Communications Engineering, Tampere University of Technology, Tampere, Finland
  • 5 Applied Probability and Informatics Department, Institute of Informatics Problems of Federal Research Center 'Computer Science and Control', Peoples Friendship University of Russia, RUDN University, Moscow, Russian Federation
Keywords
Chernoff equivalence; D2D communications; Non-stationary distribution function; Significance level; Stationary point
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