• 제목/요약/키워드: Random Sequence

검색결과 733건 처리시간 0.024초

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

  • Hung, Tran Loc;Thanh, Tran Thien
    • 대한수학회논문집
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    • 제25권1호
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    • pp.119-128
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    • 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.

ON H$\grave{a}$JEK-R$\grave{e}$NYI-TYPE INEQUALITY FOR CONDITIONALLY NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATIONS

  • Seo, Hye-Young;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • 제30권3_4호
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    • pp.623-633
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    • 2012
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n|n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_n|n{\geq}1$} is said to be conditionally negatively associated given $\mathcal{F}$ if for every pair of disjoint subsets A and B of {1, 2, ${\cdots}$, n}, $Cov^{\mathcal{F}}(f_1(X_i,i{\in}A),\;f_2(X_j,j{\in}B)){\leq}0$ a.s. whenever $f_1$ and $f_2$ are coordinatewise nondecreasing functions. We extend the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality from negative association to conditional negative association of random variables. In addition, some corollaries are given.

A functional central limit theorem for positively dependent random vectors

  • Kim, Tae-Sung;Baek, Jong-Il
    • 대한수학회논문집
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    • 제10권3호
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    • pp.707-714
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    • 1995
  • In this note, we extend the concepts of linearly positive quadrant dependence to the random vectors and prove a functional central limit theorem for positively quadrant dependent sequence of $R^d$-valued or separable Hilbert space valued random elements which satisfy a covariance summability condition. This result is an extension of a functional central limit theorem for weakly associated random vectors of Burton et al. to positive quadrant dependence case.

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The Concepts of Tightness for Fuzzy Set Valued Random Variables

  • Kim, Yun-Kyong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제9권2호
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    • pp.147-153
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    • 2009
  • In this paper, we introduce several concepts of tightness for a sequence of random variables taking values in the space of normal and upper-semicontinuous fuzzy sets with compact support in $R^p$ and give some characterizations of their concepts. Also, counter-examples for the relationships between the concepts of tightness are given.

THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESS GENERATED BY WEAKLY ASSOCIATED RANDOM VECTORS

  • Kim, Tae-Sung;Ko, Mi-Hwa
    • Journal of the Korean Statistical Society
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    • 제32권1호
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    • pp.11-20
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    • 2003
  • Let{Xt}be an m-dimensional linear process of the form (equation omitted), where{Zt}is a sequence of stationary m-dimensional weakly associated random vectors with EZt = O and E∥Zt∥$^2$$\infty$. We Prove central limit theorems for multivariate linear processes generated by weakly associated random vectors. Our results also imply a functional central limit theorem.

칼슘이온 감작이 포함된 Transgelin의 혈관 평활근 수축성 조절 (Transgelin is Required for Agonist-induced $Ca^{2+}$-Sensitization in Vascular Contractility: Evidence from an Antisense Approach)

  • 제현곤;제현동
    • 약학회지
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    • 제53권3호
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    • pp.156-160
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    • 2009
  • The present study was undertaken to determine whether transgelin participates in the regulation of vascular smooth muscle contraction and, if so, to investigate the mechanism. By PCR homology cloning, the cDNA sequence of ferret transgelin was determined and phosphorothioate antisense and random oligonucleotides were synthesized and introduced into strips of ferret aorta by a chemical loading procedure. Treatment of ferret aorta with transgelin antisense oligonucleotides resulted in a significant decrease in protein levels of transgelin to sham- or random sequence-loaded muscles, but no change in the protein levels of actin. Contraction in response to a phorbol ester was significantly decreased in antisense-treated muscles compared to sham- or random sequence-loaded controls. Neither basal intrinsic tone nor the contraction in response to phenylephrine was significantly affected by the antisense treatment. The data indicate that transgelin plays a significant role in the regulation of contraction and suggest that in a tonically active smooth muscle transgelin may function as a signalling protein to facilitate PKC or ERK-dependent signalling rather than thick filament regulation including $Ca^{2+}$ or calmodulin dependent regulation of myosin light chain kinase.

준난수 몬테칼로 방법을 이용한 다중자산 옵션 가격의 추정 (Application of quasi-Monte Carlo methods in multi-asset option pricing)

  • 모은비;박종선
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.669-677
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    • 2013
  • 본 연구에서는 다중자산 옵션 가격의 추정에 있어 자산의 수, 상관계수, 자산의 값들과 표준편차의 여러 조합에 대한 시뮬레이션을 통하여 저불일치 수열에 따르는 준난수 몬테칼로 방법들을 비교하였다. 결과적으로 준난수와 모로 역변환을 이용하는 것이 기본적인 몬테칼로 방법보다 정확하였으며 자산의 수와 관계없이 준난수 방법들 중 혼합법들이 더욱 효과적임을 알 수 있었다.

Random Sequence Analysis of the Genomic DNA of Methanopyrus kandleri and Molecular Cloning of the Gene Encoding a Homologue of the Catalytic Subunit of Carbon Monoxide Dehydrogenase

  • Shin, Hyun-Seock;Ryu, Jae-Ryeon;Han, Ye-Sun;Choi, Yong-Jin;Yu, Yeon-Gyu
    • Journal of Microbiology and Biotechnology
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    • 제9권4호
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    • pp.404-413
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    • 1999
  • Methanopyrus kandleri is a hyperthermophilic methanogen that represents one of the most heat-resistant organisms: the maximum growth temperature of M. kandleri is $110^{\circ}C$. A random sequence analysis of the genomic DNA of M. kandleri has been performed to obtain genomic information. More than 200 unique sequence tags were obtained and compared with the sequences in the GenBank and PIR databases. About 30% of the analyzed tags showed strong sequence similarity to previously identified genes involved in various cellular processes such as biosynthesis, transport, methanogenesis, or metabolism. When statistics relating to the frequency of codons were examined, the sequenced open reading frames showed highly biased codon usage and a high content of charged amino acids. Among the identified genes, a homologue of the catalytic subunit of carbon monoxide dehydrogenase (CODH) that reduces $CO_2$ to CO was cloned and sequenced in order to examine its detailed gene structure. The cloned gene includes consensus promoters. The amino acid sequence of the cloned gene shows a strong homology with the CODH genes from methanogenic Archaea, especially in the presumed binding sites for Fe-S centers.

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q-ary M-sequences에 근거한 재킷 행렬 설계 (Construction of Jacket Matrices Based on q-ary M-sequences)

  • 발라카난;김정기;;이문호
    • 대한전자공학회논문지TC
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    • 제45권7호
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    • pp.17-21
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    • 2008
  • 이진 pseudo-random 시퀀스를 갖는 q-ary M-sequence는 많은 적용 분야에 사용할 수 있는 유리한 특성을 가지고 있다. 본 논문은 유한장 $F_q$의 덧셈 특성을 이용하여 q-ary M-sequence 원소의 시프트로 재킷 행렬의 새로운 계열을 설계하고 있다. 또한, 이진 PN-시퀀스로부터 기존의 하다마드 행렬을 얻는 방법을 일반화하였고, 제안한 방법으로 q-ary M-sequence에 근거한 재킷행렬을 보인다.

The Sequence Labeling Approach for Text Alignment of Plagiarism Detection

  • Kong, Leilei;Han, Zhongyuan;Qi, Haoliang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권9호
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    • pp.4814-4832
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    • 2019
  • Plagiarism detection is increasingly exploiting text alignment. Text alignment involves extracting the plagiarism passages in a pair of the suspicious document and its source document. The heuristics have achieved excellent performance in text alignment. However, the further improvements of the heuristic methods mainly depends more on the experiences of experts, which makes the heuristics lack of the abilities for continuous improvements. To address this problem, machine learning maybe a proper way. Considering the position relations and the context of text segments pairs, we formalize the text alignment task as a problem of sequence labeling, improving the current methods at the model level. Especially, this paper proposes to use the probabilistic graphical model to tag the observed sequence of pairs of text segments. Hence we present the sequence labeling approach for text alignment in plagiarism detection based on Conditional Random Fields. The proposed approach is evaluated on the PAN@CLEF 2012 artificial high obfuscation plagiarism corpus and the simulated paraphrase plagiarism corpus, and compared with the methods achieved the best performance in PAN@CLEF 2012, 2013 and 2014. Experimental results demonstrate that the proposed approach significantly outperforms the state of the art methods.