• East Asian mathematical journal
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• v.39 no.5
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• pp.537-547
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• 2023

In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

• ETRI Journal
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• v.32 no.1
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• pp.145-147
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• 2010

In this letter, we present a new approximation for the twodimensional (2-D) Gaussian Q-function. The result is represented by only the one-dimensional (1-D) Gaussian Q-function. Unlike the previous 1-D Gaussian-type approximation, the presented approximation can be applied to compute the 2-D Gaussian Q-function with large correlations.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.495-504
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• 2015

The Gaussian geostatistical model has been widely used for modeling spatial data. However, this model suffers from a severe difficulty in computation because inference requires to invert a large covariance matrix in evaluating log-likelihood. In addressing this computational challenge, three strategies have been employed: likelihood approximation, lower dimensional space approximation, and Markov random field approximation. In this paper, we reviewed statistical approaches attacking the computational challenge. As an illustration, we also applied integrated nested Laplace approximation (INLA) technology, one of Markov approximation approach, to real data to provide an example of its use in practice dealing with large spatial data.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.267-276
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• 2012

Bagai et al. (1989) proposed a distribution-free test for stochastic ordering in the competing risk model, and recently Murakami (2009) utilized a standard saddlepoint approximation to provide tail probabilities for the Bagai statistic under finite sample sizes. In the present paper, we consider the Gaussian-polynomial approximation proposed in Ha and Provost (2007) and compare it to the saddlepoint approximation in terms of approximating the percentiles of the Bagai statistic. We make numerical comparisons of these approximations for moderate sample sizes as was done in Murakami (2009). From the numerical results, it was observed that the Gaussianpolynomial approximation provides comparable or greater accuracy in the tail probabilities than the saddlepoint approximation. Unlike saddlepoint approximation, the Gaussian-polynomial approximation provides a simple explicit representation of the approximated density function. We also discuss the details of computations.

• Honam Mathematical Journal
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• v.34 no.3
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• pp.341-349
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• 2012

In this paper, we discuss a constructive approximation by Gaussian neural networks. We show that it is possible to construct Gaussian neural networks with integer weights that approximate arbitrarily well for functions in $C_c(\mathbb{R}^s)$. We demonstrate numerical experiments to support our theoretical results.

• Proceedings of the IEEK Conference
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• 2008.06a
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• pp.297-298
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• 2008

A new equalization method for perpendicular magnetic recording channels is proposed. The proposed equalizer incorporates the Gaussian sum approximation into a Kalman filtering framework to mitigate inter-symbol interference in perpendicular magnetic recording systems. The proposed equalizer consists of a bank of linear equalizers using the Kalman filtering algorithm and its output is obtained by combining the outputs of linear equalizers through the Gaussian sum approximation.

• Journal of Radiation Protection and Research
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• v.15 no.2
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• pp.51-56
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• 1990

The dispersing model of radioactive plume in the atmosphere was assumed to form finite ellipseshaped volumes rather than a single plume and gamma absorbed doses from the plume were computed using the proposed model. The results obtained were compared with those computed by the Gaussian plume and the circular approximation models. The results computed by the proposed ellipse-shaped approximation model were close to those by the Gaussian plume model. and more accurate than those by the circular approximation model. The computing time for the proposed approximation model was one fortieth of that for the Gaussian plume model.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.10C
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• pp.936-941
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• 2003

Density evolution was developed as a method for computing the capacity of low-density parity-check(LDPC) codes under the sum-product algorithm [1]. Based on the assumption that the passed messages on the belief propagation model can be approximated well by Gaussian random variables, a modified and simplified version of density evolution technique was introduced in [2]. Recently, the min-sum algorithm was applied to the density evolution of LDPC codes as an alternative decoding algorithm in [3]. Next question is how the min-sum algorithm is combined with a Gaussian approximation. In this paper, the capacity of various rate LDPC codes is obtained using the min-sum algorithm combined with the Gaussian approximation, which gives a simplest way of LDPC code analysis. Unlike the sum-product algorithm, the symmetry condition [4] is not maintained in the min-sum algorithm. Therefore, the variance as well as the mean of Gaussian distribution are recursively computed in this analysis. It is also shown that the min-sum threshold under a gaussian approximation is well matched to the simulation results.

• Nonlinear Functional Analysis and Applications
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• v.28 no.2
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• pp.365-382
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• 2023

In this paper we prove the existence and uniqueness of solution of stochastic fractional neutral differential equations with Gaussian noise or Lévy noise by using the Picard-Lindelöf successive approximation scheme. Further stability results of nonlinear stochastic fractional dynamical system with Gaussian and Lévy noises are established. Examples are provided to illustrate the theoretical results.

• Journal of Advanced Navigation Technology
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• v.9 no.1
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• pp.56-60
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• 2005

To calculate the probability of bit error of UWB communication systems, the exact expression of multiple access interference is essential. So far, in many researches, MAI has been modeled by the Gaussian Approximation, which leads to the huge errors. And there are some tries to obtain the exact model fot the MAI but they have some problems such as long calculation time. We introduce the simple expression to calculate the probability of error of an UWB-TH system with BPSK. The multiple access interference is explained by the characteristic function method combined with the Gaussian approximation. It allows us to easily and fast calculate the bit error rate of an UWB-TH system.