• Journal of applied mathematics & informatics
• /
• 제23권1_2호
• /
• pp.57-71
• /
• 2007

This paper considers how to detect structure change in persistence from I(1) to I(0) with innovations in the domain of attraction of a K-stable law. We derive the asymptotic distribution of test statistic and find that the asymptotic distribution of test statistics depends on the stable index K, which is often typically unknown and difficult to estimate. Therefore the subsampling method is proposed to detect changes without estimating K. We establish the asymptotic validity of this method and assess its performance in finite samples by means of simulation study.

• 품질경영학회지
• /
• 제30권4호
• /
• pp.44-57
• /
• 2002

In this paper we study two vector-valued process capability indices $C_{p}$＝($C_{px}$, $C_{py}$ ) and $C_{pk}$＝( $C_{pkx}$, $C_{pky}$) considering process capability indices $C_{p}$ and $C_{pk}$. First, we derive two asymptotic distributions of plug-in estimators (equation omitted) and (equation omitted) under. some proper. conditions. Second, we examine the performance of asymptotic confidence regions of our process capability indices $C_{p}$＝( $C_{px}$ , $C_{py}$ ) and $C_{pk}$＝( $C_{pkx}$, $C_{pky}$) under BN($\mu$$_{x}$, $\mu$$_{y}$, $\sigma$$^2$$_{x}$, $\sigma$$^2$$_{y}$,$\rho$)$\rho$)EX>)EX>)EX>)

• Journal of Communications and Networks
• /
• 제1권3호
• /
• pp.182-188
• /
• 1999

The optimal joint maximum-likelihood sequence estima-for using an array of antennas is derived for synchronous direct sequence-code division multiple access (DS-CDMA) system. Each user employs a rate 1/n convolutional code for channel coding for the additive white Gaussian noise (AWGN) channel. The array re-ceiver structure is composed of beamformers in the users' direc-tions followed by a bank of matched filters. The decoder is imple-mented using a Viterbi algorithm whose states depend on the num-ber of users and the constraint length of the convolutional code. The asymptotic array multiuser coding gain(AAMCG)is defined to encompass the asymptotic multiuser coding gain and the spatial information on users' locations in the system. We derive the upper and lower bounds of the AAMCG. As an example, the upper and lower bounds of AAMCG are obtained for the two user case where each user employes the maximum free distance convolutional code with rate 1/2. The enar-far resistance property is also investigated considering the number of antenna elements and user separations in the space.

• Journal of the Korean Statistical Society
• /
• 제33권3호
• /
• pp.313-321
• /
• 2004

We consider the problem of testing cell probabilities in sparse multinomial data. Aerts et al. (2000) presented T=${{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2$ as a test statistic with the local least square polynomial estimator ${{p}_{i}}^{*}$, and derived its asymptotic distribution. The local least square estimator may produce negative estimates for cell probabilities. The local maximum likelihood polynomial estimator ${{\hat{p}}_{i}}$, however, guarantees positive estimates for cell probabilities and has the same asymptotic performance as the local least square estimator (Baek and Park, 2003). When there are cell probabilities with relatively much different sizes, the same contribution of the difference between the estimator and the hypothetical probability at each cell in their test statistic would not be proper to measure the total goodness-of-fit. We consider a Pearson type of goodness-of-fit test statistic, $T_1={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ instead, and show it follows an asymptotic normal distribution. Also we investigate the asymptotic normality of $T_2={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ where the minimum expected cell frequency is very small.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제16권9호
• /
• pp.3152-3171
• /
• 2022

This work investigates the physical layer secrecy of a multi-antenna hybrid satellite-terrestrial relay networks (HSTRN) with jamming, in which a satellite aims to make communication with a destination user by means of a relay, along with spatially random eavesdroppers. In order to weaken the signals of eavesdroppers, the conventional relay can also generate intentional interference, besides forwarding the received signal. Shadowed-Rician fading is adopted in satellite link, while Rayleigh fading is adopted in terrestrial link, eavesdropper link and jamming link. The analytical and asymptotic formulas for the system secrecy outage probability (SOP) are characterized. Practical insights on the diversity order of the network are revealed according to the asymptotic behavior of SOP at high signal-to-noise ratio (SNR) regime. Then, analysis of the system throughput is examined to assess the secrecy performance. In the end, numerical simulation results are presented to validate the theoretical analysis and point out: (1) The secrecy performance of the considered network is affected by the channel fading scenario, the system configuration; (2) Decrease of the relay coverage airspace can provide better SOP performance; (3) Jamming from the relay can improve secrecy performance without additional network resources.

• 한국신뢰성학회지:신뢰성응용연구
• /
• 제18권1호
• /
• pp.80-86
• /
• 2018

Purpose: This article provides a mathematical model for the accelerated degradation test when the performance degradation characteristic follows the lognormal distribution. Method: For developing test plans, the total number of test units and the test time are determined based on the minimization of the asymptotic variance of the q-th quantile of the lifetime distribution at the use condition. Results: The mathematical model for the accelerated degradation test is provided. Conclusion: Accelerated degradation test method is widely used to evaluate the product lifetime within a resonable amount of cost and time. In this article. a mathematical model for the accelerated degradation test method is newly developed for this purposes.

• 한국통신학회논문지
• /
• 제28권4C호
• /
• pp.374-378
• /
• 2003

이 논문에서는 신호의존성 잡음과 가산성 잡음이 함께 있을 때 확률 신호를 찾아내는 두 표본을 쓰는 국소 최적 순위 검파기의 점근 성능을 다룬다. 비모수 검파기인 국소 최적 순위 검파기는 국소 최적 검파기와 비교하여 볼 때, 시간상으로 상관이 있는 확률 신호에 대해서 거의 같은 점근 성능을 가진다. 두 표본을 쓰는 국소 최적 순위 검파기는 한 표본을 쓰는 국소 최적 순위 검파기와 같게 수행한다는 점은 주목할 만하다.

• Journal of Communications and Networks
• /
• 제18권1호
• /
• pp.19-26
• /
• 2016

In this paper, the performance of dual-hop multi-relay maximum ratio transmission (MRT) over Rayleigh flat fading channels is studied with both conventional (all relays participate the transmission) and opportunistic (best relay is selected to maximize the received signal-to-noise ratio (SNR)) relaying. Performance analysis starts with the derivation of the probability density function, cumulative distribution function and moment generating function of the SNR. Then, both approximate and asymptotic expressions of symbol error rate (SER) and outage probability are derived for arbitrary numbers of antennas and relays. With the help of asymptotic SER and outage probability, diversity and array gains are obtained. In addition, impact of imperfect channel estimations is investigated and optimum power allocation factors for source and relay are calculated. Our analytical findings are validated by numerical examples which indicate that multi-relay MRT can be a low complexity and reliable option in cooperative networks.

• 한국항공우주학회지
• /
• 제36권6호
• /
• pp.558-564
• /
• 2008

적응제어신호를 저역필터에 통과시켜 점근적 추종과 과도구간 성능을 동시에 보장하는 적응제어 기법과 비선형 시스템을 선형 시불변 형태로 변환하는 피드백 선형화 기법을 결합하여 적응제어 기법의 적용가능 범위를 확대하였다. Barbalat의 보조정리를 이용하여 추종오차가 0으로 수렴함을 증명하고 과도구간의 추종오차도 원하는 크기로 감소시킬 수 있음을 보였다.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제12권9호
• /
• pp.4295-4316
• /
• 2018

In this paper, the performance of non-orthogonal multiple access (NOMA) dual-hop (DH) amplify-and-forward (AF) relaying networks is investigated, where Nakagami-m fading channel is considered. In order to cover more details, in our analysis, the transceiver hardware impairments at source, relay and destination nodes are comprehensively considered. To characterize the effects of hardware impairments brought in NOMA DH AF relaying networks, the analytical closed-form expressions for the exact outage probability and approximate ergodic sum rate are derived. In addition, the asymptotic analysis of the outage probability and ergodic sum rate at high signal-to-noise ratio (SNR) regime are carried out in order to further reveal the insights of the parameters for hardware impairments on the network performance. Simulation results indicate the performance of asymptotic ergodic sum rate are limited by levels of distortion noise.