• Title/Summary/Keyword: Random walks

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ERGODICITY AND RANDOM WALKS ON A COMPACT GROUP

  • CHOE, GEON HO
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제5권1호
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    • pp.25-33
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    • 2001
  • Let G be a finite group with a probability measure. We investigate the random walks on G in terms of ergodicity of the associated skew product transformation.

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A Renewal Theorem for Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun
    • Journal of the Korean Statistical Society
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    • 제25권1호
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    • pp.153-159
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    • 1996
  • Sums of independent random variables $S_n = X_1 + X_ + cdots + X_n$ are considered, where the X$_{n}$ are chosen according to a stationary process of distributions. Given the time t .geq. O, let N (t) be the number of indices n for which O < $S_n$ $\geq$ t. In this set up we prove that N (t)/t converges almost surely and in $L^1$ as t longrightarrow $\infty$, which generalizes classical renewal theorem.m.

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Parrondo effect in correlated random walks with general jumps (일반 점프크기를 가지는 상관 확률보행의 파론도 효과)

  • Lee, Jiyeon
    • Journal of the Korean Data and Information Science Society
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    • 제27권5호
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    • pp.1241-1251
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    • 2016
  • We consider a correlated discrete-time random walk in which the current jump size depends on the previous jump size and a noncorrelated discrete-time random walk where the jump size is determined independently. By using the strong law of large numbers of Markov chains we derive the formula for the asymptotic means of the random mixture and the periodic pattern of these two random walks and then we show that there exists Parrondo's paradox where each random walk has mean 0 but their random mixture and periodic pattern have negative or positive means. We describe the parameter sets at which Parrondo's paradox holds in each case.

Large Deviations for random walks with time stationary random distribution function

  • Hong, Dug-Hun
    • Journal of the Korean Mathematical Society
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    • 제32권2호
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    • pp.279-287
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    • 1995
  • Let $F$ be a set of distributions on R with the topology of weak convergence, and let $A$ be the $\sigma$-field generated by the open sets. We denote by $F_1^\infty$ the space consisting of all infinite sequence $(F_1, F_2, \cdots), F_n \in F and R_1^\infty$ the space consisting of all infinite sequences $(x_1, x_2, \cdots)$ of real numbers. Take the $\sigma$-field $F_1^\infty$ to be the smallest $\sigma$-field of subsets of $F_1^\infty$ containing all finite-dimensional rectangles and take $B_1^\infty$ to be the Borel $\sigma$-field $R_1^\infty$.

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Structural Aspects in the Theory of Random Walk

  • Heyer, H.
    • Journal of the Korean Statistical Society
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    • 제11권2호
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    • pp.118-130
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    • 1982
  • Random walks as specia Markov stochastic processes have received particular attention in recent years. Not only the applicability of the theory already developed but also its extension within the frame work of probability measures on algebraic-topological structures such as semigroups, groups and linear spaces became a new challenge for research work in the field. At the same time new insights into classical problems were obtained which in various cases lead to a more efficient presentation of the subject. Consequently the teaching of random walks at all levels should profit from the recent development.

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Hole Filling Method for Extrapolated View based on Random Walks Algorithm (Random Walks 알고리즘 기반 외삽 시점에 대한 홀 채움 기법)

  • Lee, Gyu-Cheol;Yoo, Jisang
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 한국방송∙미디어공학회 2017년도 추계학술대회
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    • pp.133-135
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    • 2017
  • 본 논문에서는 스테레오 영상을 이용하여 외삽 시점 영상 생성 시 발생하는 홀을 채우는 방법을 제안한다. 스테레오 영상에 3D 워핑을 이용하여 다수의 시점을 생성할 수 있다. 하지만 이 방법은 보이지 않는 시점에서의 영역을 완벽히 복원할 수 없기 때문에 필연적으로 홀이 발생한다. 홀을 채우기 위해 먼저 홀 영역의 경계를 Random Walks 알고리즘을 이용하여 전경과 배경으로 구분한다. 그리고 홀을 배경 성분에 해당하는 영역만을 이용하여 채우게 된다. 홀 채움 과정에서는 패치 내의 홀의 비율과 컬러와 깊이 영상의 텍스처에 대한 복잡도를 정의하고 패치 별로 우선순위를 계산하여 높은 순위의 패치로 홀을 채우게 된다. 실험 결과 제안하는 기법이 홀을 효과적으로 채우는 것을 확인하였다.

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Background Subtraction using Random Walks with Restart

  • Kim, Tae-Hoon;Lee, Kyoung-Mu;Lee, Sang-Uk
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 한국방송공학회 2009년도 IWAIT
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    • pp.63-66
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    • 2009
  • Automatic segmentation of foreground from background in video sequences has attracted lots of attention in computer vision. This paper proposes a novel framework for the background subtraction that the foreground is segmented from the background by directly subtracting a background image from each frame. Most previous works focus on the extraction of more reliable seeds with threshold, because the errors are occurred by noise, weak color difference and so on. Our method has good segmentations from the approximate seeds by using the Random Walks with Restart (RWR). Experimental results with live videos demonstrate the relevance and accuracy of our algorithm.

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On a Stopping Rule for the Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun;Oh, Kwang-Sik;Park, Hee-Joo
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.293-301
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    • 1995
  • Sums of independent random variables $S_n = X_1 + \cdots + X_n$ are considered, where the $X_n$ are chosen according to a stationary process of distributions. For $c > 0$, let $t_c$ be the smallest positive integer n such that $$\mid$S_n$\mid$ > cn^{\frac{1}{2}}$. In this set up we are concerned with finiteness of expectation of $t_c$ and we have some results of sign-invariant process as applications.

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