• Communications for Statistical Applications and Methods
• /
• v.20 no.3
• /
• pp.193-197
• /
• 2013

Almost sure central limit theorems are established for a stationary bootstrap sample mean of strong mixing processes. Both weak and strong consistencies are obtained.

• Honam Mathematical Journal
• /
• v.27 no.2
• /
• pp.301-315
• /
• 2005

Let $\{A_u,\;u=0,\;1,\;2,\;{\cdots}\}$ be a sequence of coefficient matrices such that ${\sum}_{u=0}^{\infty}{\parallel}A_u{\parallel}<{\infty}$ and ${\sum}_{u=0}^{\infty}\;A_u{\neq}O_{m{\times}m}$, where for any $m{\times}m(m{\geq}1)$, matrix $A=(a_{ij})$, ${\parallel}A{\parallel}={\sum}_{i=1}^m{\sum}_{j=1}^m{\mid}a_{ij}{\mid}$ and $O_{m{\times}m}$ denotes the $m{\times}m$ zero matrix. In this paper, a functional central limit theorem is derived for a stationary m-dimensional linear process ${\mathbb{X}}_t$ of the form ${\mathbb{X}_t}={\sum}_{u=0}^{\infty}A_u{\mathbb{Z}_{t-u}}$, where $\{\mathbb{Z}_t,\;t=0,\;{\pm}1,\;{\pm}2,\;{\cdots}\}$ is a stationary sequence of linearly positive quadrant dependent m-dimensional random vectors with $E({\mathbb{Z}_t})={{\mathbb{O}}$ and $E{\parallel}{\mathbb{Z}_t}{\parallel}^2<{\infty}$.

• Bulletin of the Korean Mathematical Society
• /
• v.47 no.6
• /
• pp.1139-1153
• /
• 2010

Let {$X_j,\;j\geq1$} be a strictly stationary $\phi$-mixing sequence of non-degenerate random variables with $EX_1$ = 0. In this paper, we establish a self-normalized weak invariance principle and a central limit theorem for the sequence {$X_j$} under the condition that L(x) := $EX_1^2I{|X_1|{\leq}x}$ is a slowly varying function at $\infty$, without any higher moment conditions.

• Journal of the Korean Mathematical Society
• /
• v.59 no.6
• /
• pp.1185-1201
• /
• 2022

Feller introduced an unfair-fair-game in his famous book [3]. In this game, at each trial, player will win 2^k yuan with probability p_k = 1/2^kk(k + 1), k ∈ ℕ, and zero yuan with probability p₀ = 1 - Σ^∞_k=1 p_k. Because the expected gain is 1, player must pay one yuan as the entrance fee for each trial. Although this game seemed "fair", Feller [2] proved that when the total trial number n is large enough, player will loss n yuan with its probability approximate 1. So it's an "unfair" game. In this paper, we study in depth its convergence in probability, almost sure convergence and convergence in distribution. Furthermore, we try to take 2^k = m to reduce the values of random variables and their corresponding probabilities at the same time, thus a new probability model is introduced, which is called as the related model of Feller's unfair-fair-game. We find out that this new model follows a long-tailed distribution. We obtain its weak law of large numbers, strong law of large numbers and central limit theorem. These results show that their probability limit behaviours of these two models are quite different.

• Journal of the Korean Mathematical Society
• /
• v.56 no.4
• /
• pp.935-946
• /
• 2019

Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history. We consider Hawkes processes with uniform immigrants which is a special case of the Hawkes processes with renewal immigrants. We study the limit theorems for Hawkes processes with uniform immigrants. In particular, we obtain a law of large number, a central limit theorem, and a large deviation principle.

• The Journal of the Institute of Internet, Broadcasting and Communication
• /
• v.17 no.1
• /
• pp.59-68
• /
• 2017

The flower and woman are beautiful but Euler's theorem and the symmetry are the best. Shannon applied his theorem to information and communication based on Euler's theorem. His theorem is the root of wireless communication and information theory and the principle of today smart phone. Their meeting point is $e^{-SNR}$ of MIMO(multiple input and multiple output) multiple antenna diversity. In this paper, Euler, who discovered the most beautiful formula($e^{{\pi}i}+1=0$) in the world, briefly guided Shannon's formula ($C=Blog_2(1+{\frac{S}{N}})$) to discover the origin of wireless communication and information communication, and these two masters prove a meeting at the Shannon limit, It reveals something what this secret. And we find that it is symmetry and element-wise inverse are the hidden secret in algebraic coding theory and triangular function.

• Journal of the Korean Statistical Society
• /
• v.13 no.2
• /
• pp.81-86
• /
• 1984

Under the i.i.d. hypothesis, authors (1982, 1984) proved some local limit theorems both for the continuous case and for the lattice case. In this paper, results are extended to the case where the random vectors are not identically distributed.

• Journal of the Korean Statistical Society
• /
• v.23 no.2
• /
• pp.251-269
• /
• 1994

In this paper we extend Kim and Pollard's cube root asymptotics to other rates of convergence, to establish an asymptotic theory for a multidimensional mode estimator based on uniform kernel with shrinking bandwidths. We obtain rates of convergence depending on shrinking rates of bandwidth and non-normal limit distributions. Optimal decreasing rates of bandwidth are discussed.

• Korean Journal of Mathematics
• /
• v.11 no.2
• /
• pp.155-160
• /
• 2003

In this paper we shall study the limit of the doubly stochastic matrices obtained from Boolean regular matrices.

• Journal of the Korean Mathematical Society
• /
• v.48 no.1
• /
• pp.147-158
• /
• 2011

In this paper, we consider a multi-dimensional diffusion process in a self-similar random environment and prove a limit theorem for the shape of the full trajectory of the diffusion by using the localization phenomenon.