• 한국해양공학회지
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• 제25권2호
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• pp.120-126
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• 2011

The fatigue damages in structural details of offshore plants can be accumulated due to various environmental loadings such as swell, wave, wind and current. It is known that load histories acting on mooring and riser systems show stationary and ergodic bimodal wide-banded process. This paper provides refined approach to obtain time signals representing stress range histories from wide-banded bimodal spectrum which consists of ideally narrow-banded and fully separated two spectrums. Variations of the probabilistic characteristics for time signals according to frequency and sampling time increments are compared with the reference data to be the probabilistic characteristics such as zero-crossing period, peak period, and irregularity factor obtained from an assumed ideal spectrum. It is proved that the sampling time increment more affects on the probabilistic characteristics than frequency increment. The fatigue damages according to the frequency and sampling time increments are also compared with the ones with minimum increment condition which are thought to be exact fatigue damage. It is concluded that the maximum sampling time increment to obtain reliable time signals should be determined that ratio of applied maximum sampling time increment and minimum period is less than approximately 0.08.

• Communications for Statistical Applications and Methods
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• 제21권4호
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• pp.327-334
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• 2014

Various modified GARCH(1, 1) models have been found adequate in many applications. We are interested in their continuous time versions and limiting properties. We first define a stochastic integral that includes useful continuous time versions of modified GARCH(1, 1) processes and give sufficient conditions under which the process is exponentially ergodic and ${\beta}$-mixing. The central limit theorem for the process is also obtained.

• 대한수학회논문집
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• 제15권1호
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• pp.123-131
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• 2000

Let {X(t) : t $\geq$B 0} be a Symmetric $\alpha$ Stable and H-Self-similar process with stationary increments. We examine a.s. Holder unboundedness of S$\alpha$S H-sssi Chentsov processes and H-sssi Chentsov fields for order ${\gamma}$>H. Finally, we prove a.s. Holder continuity of S$\alpha$S H-sssi processes with ergodic seating transformations for the case of H>1/$\alpha$.

• 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.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.983-990
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• 2006

In this paper, we study an asymmetric power fractionally integrated GARCH model and find a region on which the process is stationary ergodic and has long memory property.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.499-501
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• 1994

Let ${X_n}$ be conditionally i.i.d. given $g \subset \sigma(X_n, n \geq 1)$. We will prove that $g$ is degenerate if and only if ${X_n, n \geq 1}$ are i.i.d. random variable(r.v.s). As a corollary the Hewitt-Savage zero-one law is obtained using the fact that interchageable process is conditionally i.i.d. given the $\sigma$-algebra of permutable events.

• 대한수학회논문집
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• 제10권2호
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• pp.409-417
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• 1995

We consider the $R^k$-valued $(k \geq 1)$ process ${X_n}$ generated by $X_n + 1 = f(X_n)+e_{n+1}$, where $f(x) = (h(x),x^{(1)},x^{(1)},\cdots,x{(k-1)})'$. We assume that h is a real-valued measuable function on $R^k$ and that $e_n = (e'_n,0,\cdot,0)'$ where ${e'_n}$ are independent and identically distributed random variables. We obtained a practical criteria guaranteeing a given process to be geometrically ergodic. Sufficient condition for transience is also given.

• 대한수학회논문집
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• 제32권4호
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• pp.1067-1076
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• 2017

This paper considers the asymptotic behaviors of the processes generated by the classical ergodic tent map that is defined on the unit interval. We develop a sequential empirical process and get the uniform version of law of iterated logarithm for the tent map by using the bracketing entropy method.

• 한국통신학회논문지
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• 제34권3C호
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• pp.243-250
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• 2009

본 논문에서는 협대혁 시 역전 통신 시스템의 이론적 ergordic 채널 용량의 수식을 closed-form으로 구한다. 시 역전 통신 방식은 송신단에서 보낸 신호를 시 역전 어레이들이 받아 이를 시간 축에서 역전시켜 데이터와 함께 보내는 통신 방식이다. 본 논문에서는 송신단은 하나의 안테나로 구성되어 있고 시 역전 어레이는 여러 안테나로 구성되어 있고 안테나사이의 간격이 넓어 수신 신호는 독립적이라 가정한다. 또 채널의 변동이 충분히 느려 시역전과정 동안 채널의 변화는 없다고 가정한다. 그리고 채널 페이딩 특성을 Rayleigh와 Ricean이라 가정한다. 수치 해석을 통해 시 역전 통신 방식과 기존의 통신 방식을 비교해서 시 역전 통신의 장, 단점을 논한다.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.267-280
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• 2007

In this paper, we consider the robust estimation for diffusion processes when the sample is observed discretely. As a robust estimator, we consider the minimizing density power divergence estimator (MDPDE) proposed by Basu et al. (1998). It is shown that the MDPDE for diffusion process is weakly consistent. A simulation study demonstrates the robustness of the MDPDE.