• 제목/요약/키워드: Independent and identically distributed

검색결과 136건 처리시간 0.022초

A NOTE ON THE CHARACTERIZATIONS OF THE GUMBEL DISTRIBUTION BASED ON LOWER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
    • /
    • 제30권3호
    • /
    • pp.285-289
    • /
    • 2017
  • Let $\{X_n,\;n{\geq}1\}$ be a sequence of independent and identically distributed random variables with cdf F(x) which is absolutely continuous with pdf f(x) and F(x) < 1 for all x in ($-{\infty},\;{\infty}$). In this paper, we obtain the characterizations of the Gumbel distribution by lower record values.

레일리 페이딩 채널에서 차등 변조기법을 이용한 선택적 복호 후 재전송 중계 네트워크의 성능 분석 (Performance Analysis for Selection Decode-and-Forward Relay Networks with Differential Modulation over Rayleigh Fading Channels)

  • 공형윤;보 뉘엔 �o 바오
    • 한국통신학회논문지
    • /
    • 제35권1A호
    • /
    • pp.1-9
    • /
    • 2010
  • 본 논문을 통해 i.n.d 레일리 패이딩 체널에서 서로 다른 변조/복조 기법을 사용하는 중계기들로 구성된 선택적 복호 후 재전송 네트워크의 성능평가를 보여준다. 본 논문은 i.i.d와 i.n.d 레일리 패이딩 채널 모두에서 선택적 복호 후 전송 프로토콜이 최대 다이버시티를 얻을 수 있다는 것을 보여준다. 또한 SC(selection combining)기법을 사용하는 시스템과 MRC(maximal ratio combining)기법을 사용하는 시스템의 성능을 비교하여 결합기술의 효과를 연구하였다. 높은 SNR에서 시뮬레이션 결과와 수식적 분석 결과가 정확하게 일치하는 것을 보여준다.

ON THE WEAK LIMIT THEOREMS FOR GEOMETRIC SUMMATIONS OF INDEPENDENT RANDOM VARIABLES TOGETHER WITH CONVERGENCE RATES TO ASYMMETRIC LAPLACE DISTRIBUTIONS

  • Hung, Tran Loc
    • 대한수학회보
    • /
    • 제58권6호
    • /
    • pp.1419-1443
    • /
    • 2021
  • The asymmetric Laplace distribution arises as a limiting distribution of geometric summations of independent and identically distributed random variables with finite second moments. The main purpose of this paper is to study the weak limit theorems for geometric summations of independent (not necessarily identically distributed) random variables together with convergence rates to asymmetric Laplace distributions. Using Trotter-operator method, the orders of approximations of the distributions of geometric summations by the asymmetric Laplace distributions are established in term of the "large-𝒪" and "small-o" approximation estimates. The obtained results are extensions of some known ones.

SOME RESULTS ON ASYMPTOTIC BEHAVIORS OF RANDOM SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Hung, Tran Loc;Thanh, Tran Thien
    • 대한수학회논문집
    • /
    • 제25권1호
    • /
    • pp.119-128
    • /
    • 2010
  • Let ${X_n,\;n\geq1}$ be a sequence of independent identically distributed (i.i.d.) random variables (r.vs.), defined on a probability space ($\Omega$,A,P), and let ${N_n,\;n\geq1}$ be a sequence of positive integer-valued r.vs., defined on the same probability space ($\Omega$,A,P). Furthermore, we assume that the r.vs. $N_n$, $n\geq1$ are independent of all r.vs. $X_n$, $n\geq1$. In present paper we are interested in asymptotic behaviors of the random sum $S_{N_n}=X_1+X_2+\cdots+X_{N_n}$, $S_0=0$, where the r.vs. $N_n$, $n\geq1$ obey some defined probability laws. Since the appearance of the Robbins's results in 1948 ([8]), the random sums $S_{N_n}$ have been investigated in the theory probability and stochastic processes for quite some time (see [1], [4], [2], [3], [5]). Recently, the random sum approach is used in some applied problems of stochastic processes, stochastic modeling, random walk, queue theory, theory of network or theory of estimation (see [10], [12]). The main aim of this paper is to establish some results related to the asymptotic behaviors of the random sum $S_{N_n}$, in cases when the $N_n$, $n\geq1$ are assumed to follow concrete probability laws as Poisson, Bernoulli, binomial or geometry.

An Exact Closed-Form Expression for Bit Error Rate of Decode-and-Forward Relaying Using Selection Combining over Rayleigh Fading Channels

  • Bao, Vo Nguyen Quoe;Kong, Hyung-Yun
    • Journal of Communications and Networks
    • /
    • 제11권5호
    • /
    • pp.480-488
    • /
    • 2009
  • Cooperative transmission is an effective solution to improve the performance of wireless communications over fading channels without the need for physical co-located antenna arrays. In this paper, selection combining is used at the destination instead of maximal ratio combing to optimize the structure of destination and to reduce power consumption in selective decode-and-forward relaying networks. For an arbitrary number of relays, an exact and closed-form expression of the bit error rate (BER) is derived for M-PAM, M-QAM, and M-PSK, respectively, in both independent identically distributed and independent but not identically distributed Rayleigh fading channels. A variety of simulations are performed and show that they match exactly with analytic ones. In addition, our results show that the optimum number of relays depend not only on channel conditions (operating SNRs) but also on modulation schemes which to be used.

Relative Frequency of Order Statistics in Independent and Identically Distributed Random Vectors

  • Park, So-Ryoung;Kwon, Hyoung-Moon;Kim, Sun-Yong;Song, Iick-Ho
    • Communications for Statistical Applications and Methods
    • /
    • 제13권2호
    • /
    • pp.243-254
    • /
    • 2006
  • The relative frequency of order statistics is investigated for independent and identically distributed (i.i.d.) random variables. Specifically, it is shown that the probability $Pr\{X_{[s]}=x\}$ is no less than the probability $Pr\{X_{[r]}=x\}$ at any point $x{\geqq}x_0$ when r$X_{[r]}$ denotes the r-th order statistic of an i.i.d. discrete random vector and $x_0$ depends on the population probability distribution. A similar result for i.i.d. continuous random vectors is also presented.

An extension of the hong-park version of the chow-robbins theorem on sums of nonintegrable random variables

  • Adler, Andre;Rosalsky, Andrew
    • 대한수학회지
    • /
    • 제32권2호
    • /
    • pp.363-370
    • /
    • 1995
  • A famous result of Chow and Robbins [8] asserts that if ${X_n, n \geq 1}$ are independent and identically distributed (i.i.d.) random variables with $E$\mid$X_1$\mid$ = \infty$, then for each sequence of constants ${M_n, n \geq 1}$ either $$ (1) lim inf_{n\to\infty} $\mid$\frac{M_n}{\sum_{j=1}^{n}X_j}$\mid$ = 0 almost certainly (a.c.) $$ or $$ (2) lim sup_{n\to\infty}$\mid$\frac{M_n}{\sum_{j=1}^{n}X_j}$\mid$ = \infty a.c. $$ and thus $P{lim_{n\to\infty} \sum_{j=1}^{n}X_j/M_n = 1} = 0$. Note that both (1) and (2) may indeed prevail.

  • PDF

GENERALIZED CONVOLUTION OF UNIFORM DISTRIBUTIONS

  • Kang, Jong-Seong;Kim, Sung-Lai;Kim, Yang-Hee;Jang, Yu-Seon
    • Journal of applied mathematics & informatics
    • /
    • 제28권5_6호
    • /
    • pp.1573-1581
    • /
    • 2010
  • we investigate the n-fold convolution of the uniform distributions. First, we are concerned with the explicit distribution function of the partial sum ${\zeta}_n$ when the random variables are independent and has identically uniform distribution, next, we determine the n-fold convolution distribution of ${\zeta}_n$ when the identically distributed condition is not satisfied.

ON CHARACTERIZATIONS OF THE WEIBULL DISTRIBUTION BY THE INDEPENDENT PROPERTY OF RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • 충청수학회지
    • /
    • 제23권2호
    • /
    • pp.245-250
    • /
    • 2010
  • We present characterizations of the Weibull distribution by the independent property of record values that F(x) has a Weibull distribution if and only if $\frac{X_{U(m)}}{X_{U(n)}}$ and $X_{U(n)}$ or $\frac{X_{U(n)}}{X_{U(n)}{\pm}X_{U(m)}}$ and $X_{U(n)}$ are independent for $1{\leq}m.