• 제목/요약/키워드: Random measure.

검색결과 477건 처리시간 0.015초

Scaling Limits for Associated Random Measures

  • Kim, Tae-Sung;Hahn, Kwang-Hee
    • Journal of the Korean Statistical Society
    • /
    • 제21권2호
    • /
    • pp.127-137
    • /
    • 1992
  • In this paper we investigate scaling limits for associated random measures satisfying some moment conditions. No stationarity is required. Our results imply an improvement of a central limit theorem of Cox and Grimmett to associated random measure and an extension to the nonstationary case of scaling limits of Burton and Waymire. Also we prove an invariance principle for associated random measures which is an extension of the Birkel's invariance principle for associated process.

  • PDF

REGULAR VARIATION AND STABILITY OF RANDOM MEASURES

  • Quang, Nam Bui;Dang, Phuc Ho
    • 대한수학회지
    • /
    • 제54권3호
    • /
    • pp.1049-1061
    • /
    • 2017
  • The paper presents a characterization of stable random measures, giving a canonical form of their Laplace transform. Domain of attraction of stable random measures is concerned in a theorem showing that a random measure belongs to domain of attraction of any stable random measures if and only if it varies regularly at infinity.

ON THE LARGE DEVIATION PROPERTY OF RANDOM MEASURES ON THE d-DIMENSIONAL EUCLIDEAN SPACE

  • Hwang, Dae-Sik
    • 대한수학회논문집
    • /
    • 제17권1호
    • /
    • pp.71-80
    • /
    • 2002
  • We give a formulation of the large deviation property for rescalings of random measures on the d-dimensional Euclidean space R$^{d}$ . The approach is global in the sense that the objects are Radon measures on R$^{d}$ and the dual objects are the continuous functions with compact support. This is applied to the cluster random measures with Poisson centers, a large class of random measures that includes the Poisson processes.

랜덤포레스트의 크기 결정에 유용한 승리표차에 기반한 불일치 측도 (A measure of discrepancy based on margin of victory useful for the determination of random forest size)

  • 박철용
    • Journal of the Korean Data and Information Science Society
    • /
    • 제28권3호
    • /
    • pp.515-524
    • /
    • 2017
  • 이 연구에서는 분류를 위한 RF (random forest)의 크기 결정에 유용한 승리표차 MV (margin of victory)에 기반한 불일치 측도를 제안하고자 한다. 여기서 MV는 현재의 RF에서 1등과 2등을 차지하는 집단이 무한 RF에서 차지하는 승리표차이다. 구체적으로 -MV가 양수이면 현재와 무한 RF 사이에 1등과 2등인 집단에서 불일치가 생긴다는 점에 착안하여, max(-MV, 0)을 하나의 불일치 측도로 제안한다. 이 불일치 측도에 근거하여 RF의 크기 결정에 적절한 진단통계량을 제안하며, 또한 이 통계량의 이론적인 점근분포를 유도한다. 마지막으로 이 통계량을 최근에 제안된 진단통계량들과 소표본 하에서 성능을 비교하는 모의실험을 실행한다.

A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS(SDES) WITH JUMPS DERIVED BY PARTICLE REPRESENTATIONS

  • KWON YOUNGMEE;KANG HYE-JEONG
    • 대한수학회지
    • /
    • 제42권2호
    • /
    • pp.269-289
    • /
    • 2005
  • An infinite system of stochastic differential equations (SDE)driven by Brownian motions and compensated Poisson random measures for the locations and weights of a collection of particles is considered. This is an analogue of the work by Kurtz and Xiong where compensated Poisson random measures are replaced by white noise. The particles interact through their weighted measure V, which is shown to be a solution of a stochastic differential equation. Also a limit theorem for system of SDE is proved when the corresponding Poisson random measures in SDE converge to white noise.

LIMIT THEOREM FOR ASSOCIATED RANDOM MEASURES

  • Ru, Dae-Hee
    • Journal of applied mathematics & informatics
    • /
    • 제3권1호
    • /
    • pp.89-100
    • /
    • 1996
  • In this paper we investigate a limit theorem for a non-statioary d-parameter array of associated random variables applying the criterion of the tightness condition in Donsker, M[1951]. Our re-sults imply an extension to the nonstatioary case of Convergence of Probability Measure of billingsley. P[1986]. and analogous results for the d-dimensional associated random measure. These results are also applied to show a new limit theorem for Poisson cluster random mea-sures.

신경회로망을 이용한 변동하중 하에서의 균열열림점 자동측정 (Automatic Determination of Crack Opening Loading under Random Loading by the Use of Neural Network)

  • 강재윤;송지호;김정엽
    • 대한기계학회논문집A
    • /
    • 제24권9호
    • /
    • pp.2283-2291
    • /
    • 2000
  • The neural network method is applied to automatically measure the crack opening load under random loading. The crack opening results obtained are compared with the visual measured results. Fatigue crack growth under random loading is predicted using the crack opening data measured by the neural network method, and the prediction results are compared with experimental ones. It is found that the neural network method can be successfully applied to consistently measure the crack opening load under random loading and also gives some results different from the results by visual measurement.

A FUNCTIONAL CENTRAL LIMIT THEOREM FOR ASSOCIATED RANDOM FIELD

  • KIM, TAE-SUNG;KO, MI-HWA
    • 호남수학학술지
    • /
    • 제24권1호
    • /
    • pp.121-130
    • /
    • 2002
  • In this paper we prove a functional central limit theorem for a field $\{X_{\underline{j}}:{\underline{j}}{\in}Z_+^d\}$ of nonstationary associated random variables with $EX{\underline{j}}=0,\;E{\mid}X_{\underline{j}}{\mid}^{r+{\delta}}<{\infty}$ for some $r>2,\;{\delta}>0$and $u(n)=O(n^{-{\nu}})$ for some ${\nu}>0$, where $u(n):=sup_{{\underline{i}}{\in}Z_+^d{\underline{j}}:{\mid}{\underline{j}}-{\underline{i}}{\mid}{\geq}n}{\sum}cov(X_{\underline{i}},\;X_{\underline{j}}),\;{\mid}{\underline{x}}{\mid}=max({\mid}x_1{\mid},{\cdots},{\mid}x_d{\mid})\;for\;{\underline{x}}{\in}{\mathbb{R}}^d$. Our investigation implies and analogous result in the case associated random measure.

  • PDF