• Title/Summary/Keyword: invariance principle

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A Note on the Invariance Principle for Associated Sequences

  • Kim, Tae-Sung;Han, Kwang-Hee
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.353-359
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    • 1993
  • In this note we consider other type of tightness than that of Birkel (1988) and prove an invariance principle for nonstationary associated processes by an application of the central limit theorem of Cox and Grimmett (1984), thus avoiding the argument of uniform integrability. This result is an extension to the nonstationary case of an invariance priciple of Newman and Wright (1981) as well as an improvement of the central limit theorem of Cox and Grimmett (1984).

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Scaling Limits for Associated Random Measures

  • Kim, Tae-Sung;Hahn, Kwang-Hee
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.127-137
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    • 1992
  • In this paper we investigate scaling limits for associated random measures satisfying some moment conditions. No stationarity is required. Our results imply an improvement of a central limit theorem of Cox and Grimmett to associated random measure and an extension to the nonstationary case of scaling limits of Burton and Waymire. Also we prove an invariance principle for associated random measures which is an extension of the Birkel's invariance principle for associated process.

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A Note on Stationary Linearly Positive Quadrant Dependent Sequences

  • Kim, Tae-Sung
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.249-256
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    • 1995
  • In this note we prove an invariance principle for strictly stationary linear positive quadrant dependent sequences, satifying some assumption on the covariance structure, $0 < \sum Cov(X_1,X_j) < \infty$. This result is an extension of Burton, Dabrowski and Dehlings' invariance principle for weakly associated sequences to LPQD sequences as well as an improvement of Newman's central limit theorem for LPQD sequences.

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The invariance principle for $\rho$-mixing random fields

  • Kim, Tae-Sung;Seok, Eun-Yang
    • Journal of the Korean Mathematical Society
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    • v.32 no.2
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    • pp.321-328
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    • 1995
  • Ibragimov(1975) showed the central limit theorem and the invariance principle for $\rho$-mixing random variables satisfying $\sigma^2(n) = nh(n) \longrightarrow \infty$ and $E$\mid$\zeta_0$\mid$^{2+\delta} < \infty$ for some $\delta > 0$ where $\sigma^2(n)$ denotes the variance of the partial sum $S_n$ and h(n) is a slowly varying function.

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The Study on the analysis of Invariance Concept in Secondaty Mathematics Contents (불변성 개념에 관련된 중등학교 수학내용의 분석에 대한 연구)

  • Lee, Sang-Keun;Kim, Tae-Ho;Chung, Ki-Young;Lee, Chun-Goo
    • Communications of Mathematical Education
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    • v.20 no.4 s.28
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    • pp.603-619
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    • 2006
  • One of the most important aims in mathematics education is to enhance students' problem-solving abilities. To achieve this aim, in real school classrooms, many educators have examined and developed effective teaching methods, learning strategies, and practical problem-solving techniques. Among those trials, it is noticeable that Engel, Zeits, Shapiro and other not a few mathematicians emphasized 'Invariance Principle' as a mean of solving problems. This study is to consider the basic concept of 'Invariance Principle', analyze 'Invariance' concept in secondary Mathematics contents on the basis of framework of 'Invariance Principle' shown by Shapiro and discuss some instructional issues to occur in the process of it.

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An Invariance Principle of Uniform CLT for the Baker's Transformation

  • Jongsig Bae
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.194-200
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    • 1995
  • The baker's transformation is an ergodic transformation defined on the half open unit square. This paper considers the limiting begavior of the partial sum process of a martingale sequence constructed from the baker's transformation in the context of an invariance principle of a uniform central limit theorm.

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