• 제목/요약/키워드: Random sequence

검색결과 733건 처리시간 0.025초

A Weak Convergence for a Linear Process with Positive Dependent Sequences

  • Kim, Tae-Sung;Ryu, Dae-Hee;Lee, Il-Hyun
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.483-490
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    • 2002
  • A weak convergence is obtained for a linear process of the form (equation omitted) where {$\varepsilon$$_{t}$ } is a strictly stationary sequence of associated random variables with E$\varepsilon$$_{t}$ = 0 and E$\varepsilon$$^{^2}$$_{t}$ < $\infty$ and {a $_{j}$ } is a sequence of real numbers with (equation omitted). We also apply this idea to the case of linearly positive quadrant dependent sequence.

의사난수생성기를 이용한 공평한 비밀정보교환을 위한 적응형 암호화 프로토콜 (Adaptive Cryptographic Protocol for Fair Exchange of Secrets using Pseudo-Random-Sequence Generator)

  • 김순곤
    • 디지털콘텐츠학회 논문지
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    • 제8권4호
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    • pp.631-637
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    • 2007
  • 본 논문에서는 공평한 비밀정보교환을 위한 적응형 암호화 프로토콜을 제안한다. 이를 위해 Lein Harn등이 제안한 이산대수 문제에 기반한 검증가능 불확정전송 프로토콜을 분석하고 부가적인 기능을 가진 적응형 암호화 프로토콜을 제안한다. 기존의 방식에서 고려하지 않았던 송신자확인 및 송신사실 사후부인방지 등의 여러 기능이 부가되고 적응적 기능을 가지는 암호화 프로토콜을 제안한다. 이를 위해 의사난수생성기를 이용한 Bit Commitment 기법을 도입한 방법을 제안한다.

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On the Hàjek-Rènyi-Type Inequality for Conditionally Associated Random Variables

  • Choi, Jeong-Yeol;Seo, Hye-Young;Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • 제18권6호
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    • pp.799-808
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    • 2011
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n{\mid}n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_i{\mid}1{\leq}i{\leq}n$} is a conditional associated given $\mathcal{F}$ if for any coordinate-wise nondecreasing functions f and g defined on $R^n$, $Cov^{\mathcal{F}}$ (f($X_1$, ${\ldots}$, $X_n$), g($X_1$, ${\ldots}$, $X_n$)) ${\geq}$ 0 a.s. whenever the conditional covariance exists. We obtain the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality for conditional associated random variables. In addition, we establish the strong law of large numbers, the three series theorem, integrability of supremum, and a strong growth rate for $\mathcal{F}$-associated random variables.

혼돈맵을 사용한 난수성 2진 순서발생기의 설계 (Design of Random Binary Sequence Generator using the Chaotic Map)

  • 박광현;백승재
    • 한국콘텐츠학회논문지
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    • 제8권7호
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    • pp.53-57
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    • 2008
  • 본 논문에서는 1차원 혼돈맵들 중의 하나인 톱니맵을 16비트의 유한정밀도로 이산화시켜 설계하였고, 이 이산화된 톱니맵을 사용한 혼돈 2진 순서 발생기의 회로도도 제시하였다. 설계된 혼돈맵의 실제 구현은 이산화된 진리표로부터 얻어진 출력변수의 간략화된 부울함수에 따른 입력선과 출력선들의 정확한 연결에 의해 실현하였다. 최대길이를 발생시키는 선형궤환이동레지스터(mLFSR)에 의해 발생되는 난수성 2진 출력 순서들을 이산화된 톱니맵의 입력순서로 사용함으로써 결과적으로 최소 16배 더 긴 주기를 갖는 혼돈 2진 순서들을 발생시켰다.

CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제27권2호
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    • pp.157-163
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    • 2014
  • Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.

On the weak law of large numbers for weighted sums of airwise negative quadrant dependent random variables

  • Kim, Tae-Sung;Beak, Jong-Il
    • Journal of the Korean Statistical Society
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    • 제29권3호
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    • pp.261-268
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    • 2000
  • Let {Xn,n$\geq$1} be a sequence of pairwise negative quadrant dependent(NQD) random variables and let {an,n$\geq$1} and {bn,n$\geq$1} be sequencesof constants such that an$\neq$0 and 0$\infty$. In this note, for pairwise NQD random varibles, a general weak law of alrge numbers of the form(∑│aj│Xj-$\upsilon$n)/bnlongrightarrow0) is established, where {νn,n$\geq$1} is a suitable sequence. AMS 2000 subject classifications ; 60F05

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A NOTE ON SUMS OF RANDOM VECTORS WITH VALUES IN A BANACH SPACE

  • Hong, Dug-Hun;Kwon, Joong-Sung
    • 대한수학회논문집
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    • 제10권2호
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    • pp.439-442
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    • 1995
  • Let ${X_n : n = 1,2,\cdots}$ be a sequence of pairwise independent identically distributed random vectors taking values in a separable Hilbert space H such that $E \Vert X_1 \Vert = \infty$. Let $S_n = X_1 + X_2 + \cdots + X_n$ and for any real $\alpha$ with $0 < \alpha < 1$ define a sequence ${\gamma_n(\alpha)}$ as $\gamma_n(\alpha) = inf {r : P(\Vert S_n \Vert \leq r) \geq \alpha}$. Then $$ lim_{n \to \infty} sup \Vert S_n \Vert/\gamma_n(\alpha) = \infty $$ holds. This is a generalization of Vvedenskaya[2].

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RMVD를 이용하는 동기식 스트림 암호 데이터 통신시 난수동기 이탈 검출 알고리듬 (Random sequence synchronization failure detection algorithm for synchronous stream cipher system using RMVD)

  • 박종욱
    • 정보보호학회논문지
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    • 제10권3호
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    • pp.29-36
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    • 2000
  • It is very import role to increase communication quality that fast detection of random sequence synchronization fail in synchronous stream cipher system using initial synchronization mode. Generally it sends additional information to detect random sequency synchronization fail. But we can't transmit additional informations to decide synchronization fail in a system using RMVD to correct channel error. In this paper we propose a method to detect synchronization fail in the receiver even though a system using RMVD has no margin to send additional information, For detecting random sequency synchronization fail we decipher receiver data analyze probability of transition rate for pre-determined period and decide synchronization fail using calculated transition rate probability. This proposed method is fast very reliable and robust in noisy channel and is easily implemented with hardware.