• 제목/요약/키워드: Second Order Property

검색결과 242건 처리시간 0.027초

On the second order property of elliptical multivariate regular variation

  • Moosup Kim
    • Communications for Statistical Applications and Methods
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    • 제31권4호
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    • pp.459-466
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    • 2024
  • Multivariate regular variation is a popular framework of multivariate extreme value analysis. However, a suitable parametric model needs to be introduced for efficient estimation of its spectral measure. In such a view, elliptical distributions have been employed for deriving such models. On the other hand, the second order behavior of multivariate regular variation has to be specified for investigating the property of the estimator. This paper derives such a behavior by imposing a widely adopted second order regular variation condition on the representation of elliptical distributions. As result, the second order variation for the convergence to spectral measure is characterized by a signed measure with a regular varying index. Moreover, it leads to the asymptotic bias of the estimator. For demonstration, multivariate t-distribution is considered.

OSCILLATORY PROPERTY OF SOLUTIONS FOR A CLASS OF SECOND ORDER NONLINEAR DIFFERENTIAL EQUATIONS WITH PERTURBATION

  • Zhang, Quanxin;Qiu, Fang;Gao, Li
    • Journal of applied mathematics & informatics
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    • 제28권3_4호
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    • pp.883-892
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    • 2010
  • This paper is concerned with oscillation property of solutions of a class of second order nonlinear differential equations with perturbation. Four new theorems of oscillation property are established. These results develop and generalize the known results. Among these theorems, two theorems in the front develop the results by Yan J(Proc Amer Math Soc, 1986, 98: 276-282), and the last two theorems in this paper are completely new for the second order linear differential equations.

축소 모델을 이용한 위상여유와 등 제동 특성을 만족하는 PID 제어기 설계 (Design of PID Controller to Ensure Specified Phase margin and Iso-damping property Using Reduction Model)

  • 조준호;황형수
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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    • pp.113-118
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    • 2007
  • In this paper, a new method is proposed for robust proportional- integral - derivative (PID) control that is to ensure specified phase margin and iso - damping property using reduction model. This method is based on the second order plus dead time(SOPDT) reduction model of the high order model. Reduction model used to ensure iso-damping property in the feature frequency. Simulation results gives proof of effectiveness of proposed method.

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A MEASURE OF ROBUST ROTATABILITY FOR SECOND ORDER RESPONSE SURFACE DESIGNS

  • Das, Rabindra Nath;Park, Sung-Hyun
    • Journal of the Korean Statistical Society
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    • 제36권4호
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    • pp.557-578
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    • 2007
  • In Response Surface Methodology (RSM), rotatability is a natural and highly desirable property. For second order general correlated regression model, the concept of robust rotatability was introduced by Das (1997). In this paper a new measure of robust rotatability for second order response surface designs with correlated errors is developed and illustrated with an example. A comparison is made between the newly developed measure with the previously suggested measure by Das (1999).

SLOPE ROTATABLE DESIGNS FOR SECOND ORDER RESPONSE SURFACE MODELS WITH BLOCK EFFECTS

  • Park, Sung-Hyun;Park, Bong-Gyun;Park, Hee-Jin
    • Journal of the Korean Statistical Society
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    • 제36권1호
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    • pp.157-173
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    • 2007
  • In this article it is considered that how the slope-rotatability property of a second order design for response surface model is affected by block effects and how the design points are assigned into the blocks so that the blocked design may have the property of slope-rotatability. If an unblocked design is blocked properly, it could be a slope-rotatable design with block effects and this property is named as block slope-rotatability. We approach this problem from the moment matrix of the blocked design, which plays an important role to get the variances of the estimates, and suggest conditions of block slope-rotatability.

Some Properties of Sequential Point Estimation of the Mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.657-663
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    • 2005
  • Under the minimum risk point estimation formulation of Robbins(1959), we consider the sequential point estimation problem for normal population $N({\theta},\;{\theta})$ with unknown parameter ${\theta}$. In the case of completely unknown ${\theta}$, Stein's(1945) two-stage procedure is known to enjoy the consistency property, but it is not even first-order efficient. In the case when ${\theta}>{\theta}_L\;where\;{\theta}_L(>0)$ is known, the revised two-stage procedure is shown to enjoy all the usual second-order properties.

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2차 Nonstationary 신호 분리: 자연기울기 학습 (Second-order nonstationary source separation; Natural gradient learning)

  • 최희열;최승진
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2002년도 봄 학술발표논문집 Vol.29 No.1 (B)
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    • pp.289-291
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    • 2002
  • Host of source separation methods focus on stationary sources so higher-order statistics is necessary In this paler we consider a problem of source separation when sources are second-order nonstationary stochastic processes . We employ the natural gradient method and develop learning algorithms for both 1inear feedback and feedforward neural networks. Thus our algorithms possess equivariant property Local stabi1iffy analysis shows that separating solutions are always locally stable stationary points of the proposed algorithms, regardless of probability distributions of

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SOME LIMIT PROPERTIES OF RANDOM TRANSITION PROBABILITY FOR SECOND-ORDER NONHOMOGENEOUS MARKOV CHAINS ON GENERALIZED GAMBLING SYSTEM INDEXED BY A DOUBLE ROOTED TREE

  • Wang, Kangkang;Zong, Decai
    • Journal of applied mathematics & informatics
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    • 제30권3_4호
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    • pp.541-553
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    • 2012
  • In this paper, we study some limit properties of the harmonic mean of random transition probability for a second-order nonhomogeneous Markov chain on the generalized gambling system indexed by a tree by constructing a nonnegative martingale. As corollary, we obtain the property of the harmonic mean and the arithmetic mean of random transition probability for a second-order nonhomogeneous Markov chain indexed by a double root tree.

패턴인식을 위한 일반화된 이차신경망 구현 (An Implementation of Generalized Second-Order Neural Networks for Pattern Recognition)

  • 이봉규;양요한
    • 대한전기학회논문지:시스템및제어부문D
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    • 제51권10호
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    • pp.446-452
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    • 2002
  • For most of pattern recognition applications, it is required to correctly recognize patterns even if they have translation variations. In this paper, to achieve the goal of translation invariant pattern recognition, we propose a new generalized translation invariant second-order neural network using a constraint on the weights. The weight constraint is implemented using generalized translation invariant features which are accumulated sums of pixel combinations. Simulation results will be given to demonstrate that the proposed second-order neural network has the generalized translation invariant property.

Poling된 실리카 유리의 2차 비선형 광특성에 대한 전산모사 해석 (Computer Simulation Analysis on 2nd Order Optical Nonlinearity in Poled Silica Glass)

  • 이승규;유웅현;신동욱;정용재
    • 한국광학회:학술대회논문집
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    • 한국광학회 2001년도 제12회 정기총회 및 01년도 동계학술발표회
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    • pp.230-231
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    • 2001
  • Silica glass is a core material for optical fiber in optical telecommunications, but its centrosymmetry eliminates the second order nonlinearity. But it is experimentally well known that the space charge polarization induces the Second Harmonic Generation (SHG) when a strong DC voltage is applied to silica glass for a long period time with metal blocking electrodes. In this research, a theoretical calculation of the nonlinear optical property caused by the space charge polarization is performed, and a model of a numerical analysis to predict the small change in nonlinear optical property as functions of time and space is provided.

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