• 제목/요약/키워드: convergence in probability

검색결과 535건 처리시간 0.037초

Convergence in Probability for Weighted Sums of Fuzzy Random Variables

  • Joo, Sang-Yeol;Hyun, Young-Nam
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.275-283
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    • 2005
  • In this paper, we give a sufficient condition for convergence in probability of weighted sums of convex-compactly uniformly integrable fuzzy random variables. As a result, we obtain weak law of large numbers for weighted sums of convexly tight fuzzy random variables.

HMM을 기반으로 한 사전 확률의 문제점을 해결하기 위해 베이시안 기법 어휘 인식 모델에의 사후 확률을 융합한 잡음 제거 (Noise Removal using a Convergence of the posteriori probability of the Bayesian techniques vocabulary recognition model to solve the problems of the prior probability based on HMM)

  • 오상엽
    • 디지털융복합연구
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    • 제13권8호
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    • pp.295-300
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    • 2015
  • 사전 확률분포를 모델링하는 HMM을 사용하는 어휘 인식에서 인식 어휘의 모델들의 대한 인식 확률이 이산적인 분포를 나타내며 인식을 위한 계산량이 적은 장점이 있지만 인식률을 계산했을 때 상대적으로 낮은 단점이 있다. 이를 개선하기 위하여 베이시안 기법 어휘 인식 모델을 융합한 잡음 제거 인식률 향상을 제안한다. 본 논문은 베이시안 기법 어휘 인식을 위한 모델 구성을 베이시안 기법의 최적화한 인식 모델을 구성하였다. HMM을 기반으로 한 사전 확률 방법과 베이시안 기법인 사후확률을 융합하여 잡음을 제거하고 인식률을 향상시켰다. 본 논문에서 제안한 방법을 적용한 결과 어휘 인식률에서 98.1%의 인식률을 나타내었다.

ON LIMIT BEHAVIOURS FOR FELLER'S UNFAIR-FAIR-GAME AND ITS RELATED MODEL

  • An, Jun
    • 대한수학회지
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    • 제59권6호
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    • pp.1185-1201
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    • 2022
  • Feller introduced an unfair-fair-game in his famous book [3]. In this game, at each trial, player will win 2k yuan with probability pk = 1/2kk(k + 1), k ∈ ℕ, and zero yuan with probability p0 = 1 - Σk=1 pk. Because the expected gain is 1, player must pay one yuan as the entrance fee for each trial. Although this game seemed "fair", Feller [2] proved that when the total trial number n is large enough, player will loss n yuan with its probability approximate 1. So it's an "unfair" game. In this paper, we study in depth its convergence in probability, almost sure convergence and convergence in distribution. Furthermore, we try to take 2k = m to reduce the values of random variables and their corresponding probabilities at the same time, thus a new probability model is introduced, which is called as the related model of Feller's unfair-fair-game. We find out that this new model follows a long-tailed distribution. We obtain its weak law of large numbers, strong law of large numbers and central limit theorem. These results show that their probability limit behaviours of these two models are quite different.

ON THE CONVERGENCE OF SERIES FOR ROWWISE SUMS OF NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • Huang, Haiwu;Zhang, Qingxia
    • 대한수학회보
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    • 제57권3호
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    • pp.607-622
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    • 2020
  • In the paper, some probability convergence properties of series for rowwise sums of negatively superadditive dependent (NSD) random variables are discussed. We establish some sharp results on these convergence for NSD random variables under some general settings, which generalize and improve the corresponding ones of some known literatures.

A Note on the Asymptotic Property of S2 in Linear Regression Model with Correlated Errors

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.233-237
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    • 2003
  • An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

A Study on Performance Analysis for Error Probability in SWSK Systems

  • Jeong, Tae-Il;Moon, Kwang-Seok;Kim, Jong-Nam
    • Journal of information and communication convergence engineering
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    • 제9권5호
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    • pp.556-561
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    • 2011
  • This paper presents a new method for shift keying using the combination of scaling function and wavelet named scaling wavelet shift keying (SWSK). An algorithm for SWSK modulation is carried out where the scaling function and the wavelet are encoded to 1 and 0 in accordance with the binary input, respectively. Signal energy, correlation coefficient and error probability of SWSK are derived from error probability of frequency shift keying(FSK). The performance is analyzed in terms of error probability and it is simulated in accordance with the kind of the wavelet. Based on the results, we can conclude that the proposed scheme is superior to the performance of the conventional schemes.

확률집합의 구간치 용적 범함수에 관한 연구 (A note on interval-valued functionals of random sets.)

  • 장이채;김태균
    • 한국지능시스템학회:학술대회논문집
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    • 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
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    • pp.131-132
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    • 2008
  • In this paper, we consider interval probability as a unifying concept for uncertainty and Choquet integrals with resect to a capacity functional. By using interval probability, we will define an interval-valued capacity functional and Choquet integrals with respect to an interval-valued capacity functional. Furthermore, we investigate Choquet Choquet weak convergence of interval-valued capacity functionals of random sets.

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OBP(On-Board Processing)위성의 채널 다중 접속 방식에 대한 성능 연구 (Performance on Channel Multiple Access for the OBP Satellite)

  • 이정렬;김덕년
    • 융합신호처리학회 학술대회논문집
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    • 한국신호처리시스템학회 2000년도 추계종합학술대회논문집
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    • pp.5-8
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    • 2000
  • 본 논문에서는 요구할당 다중접속 방식의 새로운 방법을 제안한다. 스팟빔 스위칭 능력과 신호처리 능력을 가진 위성체의 특정 관찰하는 하향링크 출력포트에 초점을 두어 시스템의 처리량(Throughput)과 블록킹 확률(Blocking Probability) 을 요구트래픽과 채널의 서비스종료 확률에 따라 분석하였다.

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Matrix Pencil Method 기반의 부엽차단기 성능분석 연구 (A Study on the Performance Analysis of Sidelobe Blanker using Matrix Pencil Method)

  • 여민영;이강인;양훈기;박규철;정용식
    • 전기학회논문지
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    • 제66권8호
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    • pp.1242-1249
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    • 2017
  • In this paper, we propose a new algorithm for the performance analysis of the sidelobe blanker (SLB) in radar system, which is based on the matrix pencil method (MPM). In general, the SLB in radar is composed of the main antenna, the auxiliary antenna, and the processing unit. The auxiliary antenna with wide beamwidth receives interference signals such as jamming or clutter signals. The main antenna with high gain receives the target signal in the main beam and the interference signals in the sidelobe. In this paper the Swerling model is used as the target echo signal by considering a probabilistic radar cross section (RCS) of the target. To estimate the SLB performance it needs to calculate the probability of target detection and the probability of blanking the interference by using the signals received from the main and auxiliary antennas. The detection probability and the blanking probability include multiple summations of infinite series with infinite integrations, of which convergence rate is very slow. Increase of summation range to improve the calculation accuracy may lead to an overflow error in computer simulations. In this paper, to resolve the above problems, we used the MPM to calculate a summation of infinite series and improved the calculation accuracy and the convergence rate.