• 제목/요약/키워드: Convergence in probability

검색결과 535건 처리시간 0.024초

On Weak Convergence of Some Rescaled Transition Probabilities of a Higher Order Stationary Markov Chain

  • Yun, Seok-Hoon
    • Journal of the Korean Statistical Society
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    • 제25권3호
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    • pp.313-336
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    • 1996
  • In this paper we consider weak convergence of some rescaled transi-tion probabilities of a real-valued, k-th order (k $\geq$ 1) stationary Markov chain. Under the assumption that the joint distribution of K + 1 consecutive variables belongs to the domain of attraction of a multivariate extreme value distribution, the paper gives a sufficient condition for the weak convergence and characterizes the limiting distribution via the multivariate extreme value distribution.

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레일리 페이딩 채널에서의 OADF 릴레이 시스템에 대한 새로운 성능분석 기법에 관한 연구 (Study of New Approach of Performance Analysis for OADF Relay Systems over Rayleigh Fading channels)

  • 고균병;서정태
    • 융합신호처리학회논문지
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    • 제12권3호
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    • pp.188-193
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    • 2011
  • 본 논문에서는 OADF(Opportunistic Adaptive Decode-and-Forward) 릴레이 시스템에 대한 새로운 성능분석 기법을 레일리 페이딩 채널에 대하여 제안하였다. 제안된 분석 기법에서는 릴레이들의 복호 오류 사건(error-event)을 기반으로 수신된 순시 신호대 잡음비(Signal-to-Noise Ratio: SNR)를 표현한다. 또한 SNR의 확률 밀도 함수(Probability Density Function: PDF)를 기존의 분석 기법보다 일반적인 (PDF 표현에서 합 기호의 개수 및 그 영역이 구체화된)형태로 제시한다. 그리고 이를 이용하여 정확한 평균 오류율((Average Error Rate), 누락 확률(Outage Probability) 및 평균 채널용량(Average Channel Capacity)을 일반적인 형태로 유도한다. 제안된 성능분석 기법의 정확성은 모의실험을 통하여 검증한다. OADF 기법을 다른 기법들과 비교하여 평균 오류 확률, 누락 확률 및 채널 용량 측면에서 성능 향상 정도가 우수함을 확인하였다.

RANSAC에 기초한 화면내 평면 영역 샘플링에 의한 스테레오 화상의 대응 매칭 (Correspondence Matching of Stereo Images by Sampling of Planar Region in the Scene Based on RANSAC)

  • 정남채
    • 융합신호처리학회논문지
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    • 제12권4호
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    • pp.242-249
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    • 2011
  • 화면 내의 평면영역에서 투영변환행렬 대응 매칭법을 제안한다. 본 연구는 RANSAC에 있지만, RANSAC에서 랜덤 샘플링에 균일분포를 이용하는 것아 아니고, 화상의 특징점 위치나 템플리트 매칭의 차이로부터 구한 다중의 비균일 분포를 이용한다. 기존의 매칭법은 정대응이 거의 만족해야 할 조건을 이용하여 올바르다고 추정되는 대응을 샘플링하고, 그 대응을 1대 1로 매칭시켜 RANSAC을 행하였지만, 제안 방법에서는 화상으로부터 구한 다중의 확률 분포에서 단계적으로 샘플링함으로써 확률이 높은 정대응을 다중의 대응 후보 중에서 효율적으로 샘플링할 수 있다. 그 결과 최종적으로 수많은 정대응을 구할 수 있으며, 시뮬레이션과 실제 화상의 실험에 의하여 제안 방법의 유효성을 검증한다.

Education Improvement Plan Related to Data Analysis & Processing in the ICT Field for the Era of Hyperconnectivity & Superintelligence

  • LEE, Seung-Woo;LEE, Sangwon
    • International Journal of Advanced Culture Technology
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    • 제9권4호
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    • pp.102-109
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    • 2021
  • Since the 4th Industrial Revolution is implemented based on superintelligence, new insights must be provided through convergence studies with other fields to find optimal solutions to create new ideas. In this paper, we intende to present improvement measures for probability and statistical education, which is an athlete's subject on data analysis and processing in the ICT(Information & Communication Technologies) field in the era of superintelligence of the 4th industrial revolution. This paper aims to strengthen competitiveness through early development and commercialization of new technologies by presenting probabilities and statistical curriculums that require linkage in the ICT field. Second, it is necessary to present an educational system diagram linking probabilities and statistics in the ICT field to prepare a mid- to long-term response strategy for ICT education in response to innovative changes. Third, through a survey, we intend to present an effective educational operation plan linking probability and statistics to ICT major subjects by analyzing the perception of probability, statistical importance, and utilization of majors in this field.

ON COMPLETE CONVERGENCE FOR EXTENDED INDEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

  • Deng, Xin;Wang, Xuejun
    • 대한수학회지
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    • 제57권3호
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    • pp.553-570
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    • 2020
  • In this paper, we establish complete convergence for sequences of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in this paper extend the corresponding ones of Baum and Katz [1] and Hu and Taylor [11] from classical probability space to sub-linear expectation space.

손상패턴의 확률밀도함수에 따른 구조물 손상추정 (Structural Damage Assessment Using the Probability Distribution Model of Damage Patterns)

  • 조효남;이성칠;오달수;최윤석
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2003년도 봄 학술발표회 논문집
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    • pp.357-365
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    • 2003
  • The major problems with the conventional neural network, especially Back Propagation Neural Network, arise from the necessity of many training data for neural network learning and ambiguity in the relation of neural network structure to the convergence of solution. In this paper, the PNN is used as a pattern classifier to detect the damage of structure to avoid those drawbacks of the conventional neural network. In the PNN-based pattern classification problems, the probability density function for patterns is usually assumed by Gaussian distribution. But, in this paper, several probability density functions are investigated in order to select the most approriate one for structural damage assessment.

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설계강우의 지속시간 및 시간분포에 따른 배수개선 농경지 침수 영향 분석 (Effects of Duration and Time Distribution of Probability Rainfall on Paddy Fields Inundation)

  • 전상민;김귀훈;이현지;강기호;유승환;최진용;강문성
    • 한국농공학회논문집
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    • 제64권2호
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    • pp.47-55
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    • 2022
  • The objective of this study was to analyze the effect of the duration and time distribution of probability rainfall on farmland inundation for the paddy fields in the drainage improvement project site. In this study, eight drainage improvement project sites were selected for inundation modeling. Hourly rainfall data were collected, and 20- and 30-year frequency probability rainfalls were estimated for 14 different durations. Probability rainfalls were distributed using Intensity-Duration-Frequency (IDF) and Huff time distribution methods. Design floods were calculated for 48 hr and critical duration, and IDF time distribution and Huff time distribution were used for 48 hr duration and critical duration, respectively. Inundation modeling was carried out for each study district using 48 hr and critical duration rainfalls. The result showed that six of the eight districts had a larger flood discharge using the method of applying critical duration and Huff distribution. The results of inundation depth analysis showed similar trends to those of design flood calculations. However, the inundation durations showed different tendencies from the inundation depth. The IDF time distribution is a distribution in which most of the rainfall is concentrated at the beginning of rainfall, and the theoretical background is unclear. It is considered desirable to apply critical duration and Huff time distribution to agricultural production infrastructure design standards in consideration of uniformity with other design standards such as flood calculation standard guidelines.

Cooperative Diversity in a Spectrum Sharing Environment

  • Ban, Tea-Won;Jung, Bang-Chul
    • Journal of information and communication convergence engineering
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    • 제9권5호
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    • pp.515-522
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    • 2011
  • In this paper, we investigate cooperative diversity in a spectrum sharing environment where secondary users utilize primary users' spectrum only if the interference power received at the primary users is maintained below a predetermined level. The outage probability of a selective decode-and-forward (DF) based cooperative diversity scheme in the secondary network is derived to analyze the effects of spectrum sharing on cooperative diversity. Our analytical and simulation results show that the outage probability is saturated at a certain level of transmit power of secondary users due to interference regulation, and, hence, cooperative diversity gains are lost. Through asymptotic analysis, we also identify the critical value of transmit SNR beyond which the outage probability is saturated.

Rate of Convergence of Empirical Distributions and Quantiles in Linear Processes with Applications to Trimmed Mean

  • Lee, Sangyeol
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.435-441
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    • 1999
  • A 'convergence in probability' rate of the empirical distributions and quantiles of linear processes is obtained. As an application of the limit theorems, a trimmed mean for the location of the linear process is considered. It is shown that the trimmed mean is asymptotically normal. A consistent estimator for the asymptotic variance of the trimmed mean is provided.

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