• 제목/요약/키워드: partial sum process

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A tightness theorem for product partial sum processes indexed by sets

  • Hong, Dug-Hun;Kwon, Joong-Sung
    • 대한수학회지
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    • 제32권1호
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    • pp.141-149
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    • 1995
  • Let N denote the set of positive integers. Fix $d_1, d_2 \in N with d = d_1 + d_2$. Let X and Y be real random variables and let ${X_i : i \in N^d_1} and {Y_j : j \in N^d_2}$ be independent families of independent identically distributed random variables with $L(X) = L(X_i) and L(Y) = L(Y_j)$, where $L(\cdot)$ denote the law of $\cdot$.

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A UNIFORM STRONG LAW OF LARGE NUMBERS FOR PARTIAL SUM PROCESSES OF FUZZY RANDOM SETS

  • Kwon, Joong-Sung;Shim, Hong-Tae
    • Journal of applied mathematics & informatics
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    • 제30권3_4호
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    • pp.647-653
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    • 2012
  • In this paper, we consider fuzzy random sets as (measurable) mappings from a probability space into the set of fuzzy sets and prove a uniform strong law of large numbers for sequences of independent and identically distributed fuzzy random sets. Our results generalize those of Bass and Pyke(1984)and Jang and Kwon(1998).

A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUM OF LNQD RANDOM VARIABLES AND ITS APPLICATION

  • KIM, HYUN-CHULL;KIM, TAE-SUNG
    • 대한수학회논문집
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    • 제20권3호
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    • pp.531-538
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    • 2005
  • In this paper we derive the central limit theorem for ${\sum}_{i=1}^n\;a_{ni}\xi_i$, where ${a_{ni},\;1\;{\leq}\;i\;{\leq}\;n}$ is a triangular array of nonnegative numbers such that $sup_n{\sum}_{i=1}^n\;a_{ni}^2\;<\;{\infty},\;max_{1{\leq}i{\leq}n}a_{ni}{\rightarrow}0\;as\;n\;{\rightarrow}\;{\infty}\;and\;\xi'_i\;s$ are a linearly negative quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process $X_n\;=\;\sum_{j=-\infty}^\infty\;a_k+_j{\xi}_j$.

A COMPLETE CONVERGENCE FOR LINEAR PROCESS UNDER ρ-MIXING ASSUMPTION

  • Kim, Hyun-Chull;Ryu, Dae-Hee
    • 충청수학회지
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    • 제23권1호
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    • pp.127-136
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    • 2010
  • For the maximum partial sum of linear process generated by a doubly infinite sequence of identically distributed $\rho$-mixing random variables with mean zeros, a complete convergence is obtained under suitable conditions.

A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUMS OF LPQD RANDOM VARIABLES AND ITS APPLICATION

  • Ko, Mi-Hwa;Kim, Hyun-Chull;Kim, Tae-Sung
    • 대한수학회지
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    • 제43권3호
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    • pp.529-538
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    • 2006
  • In this paper we derive the central limit theorem for ${\sum}^n_{i=l}\;a_{ni}{\xi}_{i},\;where\;\{a_{ni},\;1\;{\le}\;i\;{\le}n\}$ is a triangular array of non-negative numbers such that $sup_n{\sum}^n_{i=l}\;a^2_{ni}\;<\;{\infty},\;max_{1{\le}i{\le}n\;a_{ni}{\to}\;0\;as\;n{\to}{\infty}\;and\;{\xi}'_{i}s$ are a linearly positive quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process of the form $X_n\;=\;{\sum}^{\infty}_{j=-{\infty}}a_{k+j}{\xi}_{j}$.

방사전자파를 이용한 고분자애자의 오손량 분류기법 (Classification Technique of Kaolin Contaminants Degree for Polymer Insulator using Electromagnetic Wave)

  • 박재준
    • 한국전기전자재료학회논문지
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    • 제19권2호
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    • pp.162-168
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    • 2006
  • Recently, diagnosis techniques have been investigated to detect a Partial Discharge associated with a dielectric material defect in a high voltage electrical apparatus, However, the properties of detection technique of Partial Discharge aren't completely understood because the physical process of Partial Discharge. Therefore, this paper analyzes the process on surface discharge of polymer insulator using wavelet transform. Wavelet transform provides a direct quantitative measure of spectral content in the time~frequency domain. As it is important to develop a non-contact method for detecting the kaolin contamination degree, this research analyzes the electromagnetic waves emitted from Partial Discharge using wavelet transform. This result experimentally shows the process of Partial Discharge as a two-dimensional distribution in the time-frequency domain. Feature extraction parameter namely, maximum and average of wavelet coefficients values, wavelet coefficients value at the point of $95\%$ in a histogram and number of maximum wavelet coefficient have used electromagnetic wave signals as input signals in the preprocessing process of neural networks in order to identify kaolin contamination rates. As result, root sum square error was produced by the test with a learning of neural networks obtained 0.00828.

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

  • Jongsig Bae
    • Communications for Statistical Applications and Methods
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    • 제2권1호
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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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ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES

  • Sung, Soo-Hak
    • 대한수학회보
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    • 제46권4호
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    • pp.617-626
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    • 2009
  • Let {$Y_i$,-$\infty$ < i < $\infty$} be a doubly infinite sequence of i.i.d. random variables with E|$Y_1$| < $\infty$, {$a_{ni}$,-$\infty$ < i < $\infty$ n $\geq$ 1} an array of real numbers. Under some conditions on {$a_{ni}$}, we obtain necessary and sufficient conditions for $\sum\;_{n=1}^{\infty}\frac{1}{n}P(|\sum\;_{i=-\infty}^{\infty}a_{ni}(Y_i-EY_i)|$>$n{\epsilon})$<{\infty}$. We examine whether the result of Spitzer [11] holds for the moving average process, and give a partial solution.

다중회귀모형에서 전진선택과 후진제거의 기하학적 표현 (Geometrical description based on forward selection & backward elimination methods for regression models)

  • 홍종선;김명진
    • Journal of the Korean Data and Information Science Society
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    • 제21권5호
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    • pp.901-908
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    • 2010
  • 다중회귀모형에서 변수선택법 중에서 전진선택과 후진제거의 과정을 기하학적으로 표현하는 그래픽적 방법을 제안한다. 반지름이 1인 반원의 제1사분면에는 전진선택 과정을, 제2사분면에는 후진제거 과정을 표현한다. 각 단계에서 회귀제곱합을 벡터로 표현하고, 추가제곱합 또는 부분결정계수를 벡터 사이의 각도로 나타내며 벡터의 끝을 연결할 때 통계적으로 유의하면 점선으로 표현하여 부분가설검정의 통계적 분석결과를 인지할 수 있도록 작성한다. 이 방법을 이용하면 전진선택과 후진제거 방법에 의한 최종모형을 비교 분석하고 전체적으로 모형의 적합도를 파악할 수 있다.

Nonstationary Time Series and Missing Data

  • Shin, Dong-Wan;Lee, Oe-Sook
    • 응용통계연구
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    • 제23권1호
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    • pp.73-79
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    • 2010
  • Missing values for unit root processes are imputed by the most recent observations. Treating the imputed observations as if they are complete ones, semiparametric unit root tests are extended to missing value situations. Also, an invariance principle for the partial sum process of the imputed observations is established under some mild conditions, which shows that the extended tests have the same limiting null distributions as those based on complete observations. The proposed tests are illustrated by analyzing an unequally spaced real data set.