• Title/Summary/Keyword: Convergence in probability

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CONVERGENCE RATES FOR SEQUENCES OF CONDITIONALLY INDEPENDENT AND CONDITIONALLY IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Yuan, De-Mei
    • Journal of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1275-1292
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    • 2016
  • The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, ${\infty}$) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

Power Allocation for Opportunistic Full-Duplex based Relay Selection in Cooperative Systems

  • Zhong, Bin;Zhang, Dandan;Zhang, Zhongshan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.10
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    • pp.3908-3920
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    • 2015
  • In this paper, performance analysis of full-duplex (FD) relay selection under decode-and-forward (DF) relaying mode is carried out by taking into account several critical factors, including the distributions of the received signal-to-noise ratio (SNR) and the outage probability of wireless links. The tradeoff between the FD and half-duplex (HD) modes for relay selection techniques is also analyzed, where the former suffers from the impact of residual self-interference, but the latter requires more channel resources than the former (i.e., two orthogonal channels are required). Furthermore, the impact of optimal power allocation (OPA) on the proposed relay-selection scheme is analyzed. Particularly, the exact closed-form expressions for outage probability of the proposed scheme over Rayleigh fading channels are derived, followed by validating the proposed analysis using simulation. Numerical results show that the proposed FD based scheme outperforms the HD based scheme by more than 4 dB in terms of coding gain, provided that the residual self-interference level in the FD mode can be substantially suppressed to the level that is below the noise power.

Bit Error Probability Analysis of PW/CDMA System in AWGN Noise Environments (펄스폭변조 다중채널 DS/CDMA 시스템의 AWGN 환경하에서의 비트오율 성능 분석)

  • 김명진;오종갑;김성필
    • Proceedings of the Korea Institute of Convergence Signal Processing
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    • 2001.06a
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    • pp.9-12
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    • 2001
  • In DS/CDMA system the number of output signal levels increases as multi-channel signals are summed, hence the power amplifier with high linearity is required. PW/CDMA is a transmission technique that performs pulse width modulation on the multilevel signal synthesized from multiple channel data. In PW/CDMA system the signal level is maintained to be binary, hence the modulation and demodulation circuits become simple. In this paper we derive the probability of bit error of the PW/CDMA system in AWGN environment. The results are compared with DS/CDMA system and are verified through the computer simulations.

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Malware Detector Classification Based on the SPRT in IoT

  • Jun-Won Ho
    • International journal of advanced smart convergence
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    • v.12 no.1
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    • pp.59-63
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    • 2023
  • We create a malware detector classification method with using the Sequential Probability Ratio Test (SPRT) in IoT. More specifically, we adapt the SPRT to classify malware detectors into two categories of basic and advanced in line with malware detection capability. We perform evaluation of our scheme through simulation. Our simulation results show that the number of advanced detectors is changed in line with threshold for fraction of advanced malware information, which is used to judge advanced detectors in the SPRT.

SPRT-based Collaboration Construction for Malware Detection in IoT

  • Jun-Won Ho
    • International journal of advanced smart convergence
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    • v.12 no.1
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    • pp.64-69
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    • 2023
  • We devise a collaboration construction method based on the SPRT (Sequential Probability Ratio Test) for malware detection in IoT. In our method, high-end IoT nodes having capable of detecting malware and generating malware signatures harness the SPRT to give a reward of malware signatures to low-end IoT nodes providing useful data for malware detection in IoT. We evaluate our proposed method through simulation. Our simulation results indicate that the number of malware signatures provided for collaboration is varied in accordance with the threshold for fraction of useful data.

Study of efficient resource utilization on the wireless mobile networks (이동 통신망 무선자원의 효율적 이용에 관한 연구)

  • Lee, Jong-Hee;Jang, Seong-Sik
    • Journal of the Korean Society of Industry Convergence
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    • v.6 no.4
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    • pp.401-404
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    • 2003
  • In most resource reservation strategies, which give higher priorities to handoff calls over new calls, new calls are often blocked even though there is plenty of available reserved resource. This causes inefficient resource utilization, especially when there are not so many handoff attempts. In this paper, we propose a new reservationstrategy called soft reservation in which new calls can be allocated to the reserved resource while maintaining the QoS of handoff acceptable. Using an M/M/c/c queuing model, we can see that the proposed strategy provides better performance than the conventional reservation strategy in terms of blocking probability of new call and dropping probability of handoff calls.

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The Convergence Characteristics of The Time- Averaged Distortion in Vector Quantization: Part I. Theory Based on The Law of Large Numbers (벡터 양자화에서 시간 평균 왜곡치의 수렴 특성 I. 대수 법칙에 근거한 이론)

  • 김동식
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.7
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    • pp.107-115
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    • 1996
  • The average distortio of the vector quantizer is calcualted using a probability function F of the input source for a given codebook. But, since the input source is unknown in geneal, using the sample vectors that is realized from a random vector having probability function F, a time-average opeation is employed so as to obtain an approximation of the average distortion. In this case the size of the smple set should be large so that the sample vectors represent true F reliably. The theoretical inspection about the approximation, however, is not perfomed rigorously. Thus one might use the time-average distortion without any verification of the approximation. In this paper, the convergence characteristics of the time-average distortions are theoretically investigated when the size of sample vectors or the size of codebook gets large. It has been revealed that if codebook size is large enough, then small sample set is enough to obtain the average distortion by approximatio of the calculated tiem-averaged distortion. Experimental results on synthetic data, which are supporting the analysis, are also provided and discussed.

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Analysis of Route Stability in Mobile Ad Hoc Networks (모바일 애드 혹 네트워크 환경에서 경로 신뢰성 분석)

  • Lee, Do-Hyeon
    • Convergence Security Journal
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    • v.11 no.5
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    • pp.13-19
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    • 2011
  • Mobile nodes in MANETs have the nature of unrestricted mobility so that they will join and leave the network frequently. Therefore, it important consideration to determine the optimal distance progress between relaying nodes along the route in order to maintain the established route for an arbitrary length of time (i.e., route duration). In this paper, we derived the link maintenance probability by considering the initial distance between two relaying nodes and node mobility. Based on the link maintenance probability, we further analyzed the route stability by considering the impact of distance progress between relaying nodes along the route.

On the Probability Inequalities under Linearly Negatively Quadrant Dependent Condition

  • Baek, Jong Il;Choi, In Bong;Lee, Seung Woo
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.545-552
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    • 2003
  • Let X$_1$, X$_2$, … be real valued random variables under linearly negatively quadrant dependent (LNQD). In this paper, we discuss the probability inequality of ennett(1962) and Hoeffding(1963) under some suitable random variables. These results are to extend Theorem A and B to LNQD random variables. Furthermore, let ζdenote the pth quantile of the marginal distribution function of the $X_i$'s which is estimated by a smooth estima te $ζ_{pn}$, on the basis of X$_1$, X$_2$, …$X_n$. We establish a convergence of $ζ_{pn}$, under Hoeffding-type probability inequality of LNQD.

Convergence rate of a test statistics observed by the longitudinal data with long memory

  • Kim, Yoon Tae;Park, Hyun Suk
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.481-492
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    • 2017
  • This paper investigates a convergence rate of a test statistics given by two scale sampling method based on $A\ddot{i}t$-Sahalia and Jacod (Annals of Statistics, 37, 184-222, 2009). This statistics tests for longitudinal data having the existence of long memory dependence driven by fractional Brownian motion with Hurst parameter $H{\in}(1/2,\;1)$. We obtain an upper bound in the Kolmogorov distance for normal approximation of this test statistic. As a main tool for our works, the recent results in Nourdin and Peccati (Probability Theory and Related Fields, 145, 75-118, 2009; Annals of Probability, 37, 2231-2261, 2009) will be used. These results are obtained by employing techniques based on the combination between Malliavin calculus and Stein's method for normal approximation.