• 대한수학회보
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• 제54권1호
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• pp.343-358
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• 2017

Let {$X_i$} be a sequence of stationary ${\alpha}-mixing$ random variables with probability density function f(x). The recursive kernel estimators of f(x) are defined by $$\hat{f}_n(x)={\frac{1}{n\sqrt{b_n}}{\sum_{j=1}^{n}}b_j{^{-\frac{1}{2}}K(\frac{x-X_j}{b_j})\;and\;{\tilde{f}}_n(x)={\frac{1}{n}}{\sum_{j=1}^{n}}{\frac{1}{b_j}}K(\frac{x-X_j}{b_j})$$, where 0 < $b_n{\rightarrow}0$ is bandwith and K is some kernel function. Under appropriate conditions, we establish the Berry-Esseen bounds for these estimators of f(x), which show the convergence rates of asymptotic normality of the estimators.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1987년도 전기.전자공학 학술대회 논문집(II)
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• pp.854-858
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• 1987

This paper considers impulsive noise which produce burst error in high speed(approx.160Kbps) data transmission like ISDN(Integrated Servise Digital Network) using PSTN(Public Switching Telephone Network). To begin with, we obtains the transfer function of subscriber line to calculate the variation of bandwidth when the gain of receiver is fixed and channel capacity of non-gaussian channel in upper-and lower bound, and evaluates the transmission capability. In this paper compares channel capacity bounds which obtains when probability density function of impulsive noise is Laplacian distribution function with impulsive noise generated by waveform synthesier.

• Structural Engineering and Mechanics
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• 제75권4호
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• pp.519-527
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• 2020

Dynamic analysis of a vehicle-track coupling system is important to structural design, damage detection and condition assessment of the structural system. Deterministic analysis of the vehicle-track coupling system has been extensively studied in the past, however, the structural parameters of the coupling system have uncertainties in engineering practices. It is essential to treat the parameters of the vehicle-track coupling system with consideration of uncertainties. In this paper, a method for predicting the bounds of the vehicle-track coupling system responses with uncertain parameters is presented. The uncertain system parameters are modeled as fuzzy variables instead of conventional random variables with known probability distributions. Then, the dynamic response functions of the coupling system are transformed into a component function based on the high dimensional representation approximation. The Lagrange interpolation method is used to approximate the component function. Finally, the bounds of the system's dynamic responses can be predicted by using Monte Carlo method for the interpolation polynomials of the Lagrange interpolation function. A numerical example is introduced to illustrate the ability of the proposed method to predict the bounds of the system's dynamic responses, and the results are compared with the direct Monte Carlo method. The results show that the proposed method is effective and efficient to predict the bounds of the system's dynamic responses with fuzzy variables.

• Computational Structural Engineering : An International Journal
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• 제1권2호
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• pp.81-87
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• 2001

A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

• 대한수학회지
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• 제42권6호
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• pp.1265-1278
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• 2005

In this paper, we establish limit theorems containing both the moduli of continuity and the large incremental results for finite dimensional Gaussian processes with N parameters, via estimating upper bounds of large deviation probabilities on suprema of the Gaussian processes.

• 대한수학회논문집
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• 제12권3호
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• pp.743-754
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• 1997

We introduce a class of finite and infinite moving average (MA) sequences of multivariate random vectors exponential marginals. The theory of dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain some probability bounds for the multivariate processes.

• 대한수학회지
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• 제33권2호
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• pp.319-332
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• 1996

Many authors have studied multiple stochastic integrals in pursuit of the existence of product processes in terms of multiple integrals. But there has not been much research into the structure of the product processes themselves. In this direction, a study which gives emphasis on sample path continuity and boundedness properties was initiated in Pyke[9]. For details of problem set-ups and necessary notations, see [9]. Recently the weak limits of U-processes are shown to be chaos processes, which is product of the same Brownian measures, see [2] and [7].

• 호남수학학술지
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• 제34권2호
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• pp.219-230
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• 2012

In the paper, a symbolic construction is considered to define generalized Cantor-like sets. Lower and upper bounds for the correlation dimension of the sets with a regular condition are obtained with respect to a probability Borel measure. Especially, for some special cases of the sets, the exact formulas of the correlation dimension are established and we show that the correlation dimension and the Hausdorff dimension of some of them are the same. Finally, we find a condition which guarantees the positive correlation dimension of the generalized Cantor-like sets.

• 대한수학회논문집
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• 제22권2호
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• pp.305-313
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• 2007

Let $A_1,\;A_2,\;\ldots,\;A_m$ and $B_1,\;B_2,\;\ldots,\;B_n$ be two sequences of events on the same probability space. Let $X=X_m(A)\;and\;Y=Y_n(B)$, respectively, denote the numbers of those $A_i's\;and\;B_j's$ which occur. We establish new bivariate Bonferroni-type inequalities using consecutive events and deduce a known result.

• East Asian mathematical journal
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• 제14권2호
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• pp.281-297
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• 1998

Here we establish limit theorems on one-side increments of two-parameter fractional $L\'{e}vy$ Brownian motion, via estimating upper bounds large deviation probability inequalities on the suprema of the fractional $L\'{e}vy$ Brownian motion.