• Title/Summary/Keyword: Random Process

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On a functional central limit theorem for the multivariate linear process generated by positively dependent random vectors

  • KIM TAE-SUNG;BAEK JONG IL
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.119-121
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    • 2000
  • A functional central limit theorem is obtained for a stationary multivariate linear process of the form $X_t=\sum\limits_{u=0}^\infty{A}_{u}Z_{t-u}$, where {$Z_t$} is a sequence of strictly stationary m-dimensional linearly positive quadrant dependent random vectors with $E Z_t = 0$ and $E{\parallel}Z_t{\parallel}^2 <{\infty}$ and {$A_u$} is a sequence of coefficient matrices with $\sum\limits_{u=0}^\infty{\parallel}A_u{\parallel}<{\infty}$ and $\sum\limits_{u=0}^\infty{A}_u{\neq}0_{m{\times}m}$. AMS 2000 subject classifications : 60F17, 60G10.

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A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS

  • Kim, Tae-Sung;Ko, Mi-Hwa;Chung, Sung-Mo
    • Communications of the Korean Mathematical Society
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    • v.17 no.1
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    • pp.95-102
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    • 2002
  • A central limit theorem is obtained for a stationary multivariate linear process of the form (equation omitted), where { $Z_{t}$} is a sequence of strictly stationary m-dimensional associated random vectors with E $Z_{t}$ = O and E∥ $Z_{t}$$^2$ < $\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (equation omitted) and (equation omitted).ted)..ted).).

A Functional Central Limit Theorem for the Multivariate Linear Process Generated by Negatively Associated Random Vectors

  • Kim, Tae-Sung;Seo, Hye-Young
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.615-623
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    • 2001
  • A functional central limit theorem is obtained for a stationary multivariate linear process of the form (no abstract. see full-text) where{ $Z_{t}$} is a sequence of strictly stationary m-dimensional negatively associated random vectors with E $Z_{t}$=O and E∥ $Z_{t}$$^2$<$\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (no abstract. see full-text) and (no abstract. see full-text).text).).

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Random vibration of multispan Timoshenko frames due to a moving load

  • Wang, Rong-Tyai;Lin, Jin-Sheng
    • Structural Engineering and Mechanics
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    • v.6 no.6
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    • pp.673-691
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    • 1998
  • In this paper, an analytic method to examine the random vibration of multispan Timoshenko frames due to a concentrated load traversing at a constant velocity is presented. A load's magnitude is a stationary process in time with a constant mean value and a variance. Two types of variances of this load are considered: white noise process and cosine process. The effects of both velocity and statistical characteristics of load and span number of the frame on both the mean value and variance of deflection and moment of the structure are investigated. Results obtained from a multispan Timoshenko frame are compared with those of a multispan Bernoulli-Euler frame.

Design of a Fuzzy Controller Using Genetic Algorithm Employing Simulated Annealing and Random Process (Simulated Annealing과 랜덤 프로세서가 적용된 유전 알고리즘을 이용한 퍼지 제어기의 설계)

  • 한창욱;박정일
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.140-140
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    • 2000
  • Traditional genetic algorithms, though robust, are generally not the most successful optimization algorithm on any particular domain. Hybridizing a genetic algorithm with other algorithms can produce better performance than both the genetic algorithm and the other algorithms. In this paper, we use random process and simulated annealing instead of mutation operator in order to get well tuned fuzzy rules. The key of this approach is to adjust both the width and the center of membership functions so that the tuned rule-based fuzzy controller can generate the desired performance. The effectiveness of the proposed algorithm is verified by computer simulation.

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A Technique to Circumvent V-shaped Deconvolution Error for Time-dependent SRAM Margin Analyses

  • Somha, Worawit;Yamauchi, Hiroyuki;Yuyu, Ma
    • IEIE Transactions on Smart Processing and Computing
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    • v.2 no.4
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    • pp.216-225
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    • 2013
  • This paper discusses the issues regarding an abnormal V-shaped error confronting algebraic-based deconvolution process. Deconvolution was applied to an analysis of the effects of the Random Telegraph Noise (RTN) and Random Dopant Fluctuation (RDF) on the overall SRAM margin variations. This paper proposes a technique to suppress the problematic phenomena in the algebraic-based RDF/RTN deconvolution process. The proposed technique can reduce its relative errors by $10^{10}$ to $10^{16}$ fold, which is a sufficient reduction for avoiding the abnormal ringing errors in the RTN deconvolution process. The proposed algebraic-based analyses allowed the following: (1) detection of the truncating point of the TD-MV distributions by the screening test, and (2) predicting the MV-shift-amount by the assisted circuit schemes needed to avoid the out of specs after shipment.

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ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR THE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE

  • Ko, Mi-Hwa;Kim, Tae-Sung
    • Communications of the Korean Mathematical Society
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    • v.23 no.1
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    • pp.133-140
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    • 2008
  • Let {${\xi}_k,\;k\;{\in}\;{\mathbb{Z}}$} be a strictly stationary associated sequence of H-valued random variables with $E{\xi}_k\;=\;0$ and $E{\parallel}{\xi}_k{\parallel}^2\;<\;{\infty}$ and {$a_k,\;k\;{\in}\;{\mathbb{Z}}$} a sequence of linear operators such that ${\sum}_{j=-{\infty}}^{\infty}\;{\parallel}a_j{\parallel}_{L(H)}\;<\;{\infty}$. For a linear process $X_k\;=\;{\sum}_{j=-{\infty}}^{\infty}\;a_j{\xi}_{k-j}$ we derive that {$X_k} fulfills the functional central limit theorem.

The Gauss, Rayleigh and Nakagami Probability Density Distribution Based on the Decreased Exponential Probability Distribution (감쇄지수함수 확률분포에 의한 가우스, 레일레이, 나카가미 확률 밀도 분포)

  • Kim, Jeong-Su;Lee, Moon-Ho
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.17 no.6
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    • pp.59-68
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    • 2017
  • Random process plays a major role in wireless communication system to analytically derive the probability distribution function of the various statistical distribution. In this paper, we derive the decreasing function of the exponential distribution under the given condition which is expressed as wireless channel condition. The probability distribution function of Gaussian, Laplacian, Rayleigh and Nakagami distribution are also derived. Extensive simulation results of these statistical distributions are provided to prove that random process has a significant role in the wireless communications. In addition, the Rayleigh and Rician channels show specific examples of visible distance communication and invisible distance channel environment. This paper is motivated by that we assume a block fading channel model, where the channel is constant during a transmission block and changes independently between consecutive transmission block, can achieve a better performance in high SNR regime with i.i.d channel. This algorithm for realizing these transforms can be applied to the Kronecker MIMO channel.

SIMULATIONS OF INK DIFFUSION ON PAPER USING VISIT COUNTS FROM RANDOM WALK SESSIONS

  • Kim, Hee-Chang;Kang, Myung-Joo
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.2
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    • pp.161-167
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    • 2009
  • An animated ink diffusion on paper is simulated through making a multiple sessions of random walks. The simulated random walk is built and validated against the diffusion model, then animated by varying the intensity thresholds of the accumulated visit counts on each pixels on an image. Two different random walk models are built one of which is a free random walk in that the walker has exactly same probability to move in any four or eight directions in each step. The other is a biased random walk that has a higher chance to go to a pixel that has more similar intensity value. The latter can be used to simulate an ink diffusion radiating through different texture of paper.

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THE RANDOM SIGNALS SATISFYING THE PROPERTIES OF THE GAUSSIAN WHITE NOISE

  • Moon, Byung-Soo;Beasley, Leroy B.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.9 no.1
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    • pp.9-16
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    • 2005
  • The random signals defined as sums of the single frequency sinusoidal signals with random amplitudes and random phases or equivalently sums of functions obtained by adding a Sine and a Cosine function with random amplitudes, are used in the double randomization method for the Monte Carlo solution of the turbulent systems. We show that these random signals can be used for studying the properties of the Johnson noise by proving that constant multiples of these signals with uniformly distributed frequencies in a fixed frequency band satisfy the properties of the Gaussian white noise.

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