• 제목/요약/키워드: convergence in probability

검색결과 536건 처리시간 0.023초

CONVERGENCE RATES FOR SEQUENCES OF CONDITIONALLY INDEPENDENT AND CONDITIONALLY IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Yuan, De-Mei
    • 대한수학회지
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    • 제53권6호
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    • pp.1275-1292
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    • 2016
  • The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, ${\infty}$) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

Power Allocation for Opportunistic Full-Duplex based Relay Selection in Cooperative Systems

  • Zhong, Bin;Zhang, Dandan;Zhang, Zhongshan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제9권10호
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    • pp.3908-3920
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    • 2015
  • In this paper, performance analysis of full-duplex (FD) relay selection under decode-and-forward (DF) relaying mode is carried out by taking into account several critical factors, including the distributions of the received signal-to-noise ratio (SNR) and the outage probability of wireless links. The tradeoff between the FD and half-duplex (HD) modes for relay selection techniques is also analyzed, where the former suffers from the impact of residual self-interference, but the latter requires more channel resources than the former (i.e., two orthogonal channels are required). Furthermore, the impact of optimal power allocation (OPA) on the proposed relay-selection scheme is analyzed. Particularly, the exact closed-form expressions for outage probability of the proposed scheme over Rayleigh fading channels are derived, followed by validating the proposed analysis using simulation. Numerical results show that the proposed FD based scheme outperforms the HD based scheme by more than 4 dB in terms of coding gain, provided that the residual self-interference level in the FD mode can be substantially suppressed to the level that is below the noise power.

펄스폭변조 다중채널 DS/CDMA 시스템의 AWGN 환경하에서의 비트오율 성능 분석 (Bit Error Probability Analysis of PW/CDMA System in AWGN Noise Environments)

  • 김명진;오종갑;김성필
    • 융합신호처리학회 학술대회논문집
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    • 한국신호처리시스템학회 2001년도 하계 학술대회 논문집(KISPS SUMMER CONFERENCE 2001
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    • pp.9-12
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    • 2001
  • DS/CDMA 시스템에서는 여러 채널의 신호를 더하여 전송하는 경우 신호의 레벨 수가 증가하여 높은 선형성의 전력증폭기의 사용이 요구된다. 펄스폭변조(Pulse Width: PW)/CDMA 시스템은 여러 채널의 데이터가 더해져서 만들어진 멀티레벨 신호를 펄스폭 변조를 하여 전송하는 방식으로, 신호의 레벨이 binary 형태로 유지되어 전력증폭기의 변복조 회로가 단순해지는 장점이 있다. 본 논문에서는 AWGN 잡음환경 하에서 PW/CDMA 시스템의 비트오율 특성을 해석적으로 유도하여 DS/CDMA 시스템과 비교하였으며, 유도한 결과를 시뮬레이션을 통하여 확인하였다.

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Malware Detector Classification Based on the SPRT in IoT

  • Jun-Won Ho
    • International journal of advanced smart convergence
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    • 제12권1호
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    • pp.59-63
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    • 2023
  • We create a malware detector classification method with using the Sequential Probability Ratio Test (SPRT) in IoT. More specifically, we adapt the SPRT to classify malware detectors into two categories of basic and advanced in line with malware detection capability. We perform evaluation of our scheme through simulation. Our simulation results show that the number of advanced detectors is changed in line with threshold for fraction of advanced malware information, which is used to judge advanced detectors in the SPRT.

SPRT-based Collaboration Construction for Malware Detection in IoT

  • Jun-Won Ho
    • International journal of advanced smart convergence
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    • 제12권1호
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    • pp.64-69
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    • 2023
  • We devise a collaboration construction method based on the SPRT (Sequential Probability Ratio Test) for malware detection in IoT. In our method, high-end IoT nodes having capable of detecting malware and generating malware signatures harness the SPRT to give a reward of malware signatures to low-end IoT nodes providing useful data for malware detection in IoT. We evaluate our proposed method through simulation. Our simulation results indicate that the number of malware signatures provided for collaboration is varied in accordance with the threshold for fraction of useful data.

이동 통신망 무선자원의 효율적 이용에 관한 연구 (Study of efficient resource utilization on the wireless mobile networks)

  • 이종희;장성식
    • 한국산업융합학회 논문집
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    • 제6권4호
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    • pp.401-404
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    • 2003
  • In most resource reservation strategies, which give higher priorities to handoff calls over new calls, new calls are often blocked even though there is plenty of available reserved resource. This causes inefficient resource utilization, especially when there are not so many handoff attempts. In this paper, we propose a new reservationstrategy called soft reservation in which new calls can be allocated to the reserved resource while maintaining the QoS of handoff acceptable. Using an M/M/c/c queuing model, we can see that the proposed strategy provides better performance than the conventional reservation strategy in terms of blocking probability of new call and dropping probability of handoff calls.

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벡터 양자화에서 시간 평균 왜곡치의 수렴 특성 I. 대수 법칙에 근거한 이론 (The Convergence Characteristics of The Time- Averaged Distortion in Vector Quantization: Part I. Theory Based on The Law of Large Numbers)

  • 김동식
    • 전자공학회논문지B
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    • 제33B권7호
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    • pp.107-115
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    • 1996
  • The average distortio of the vector quantizer is calcualted using a probability function F of the input source for a given codebook. But, since the input source is unknown in geneal, using the sample vectors that is realized from a random vector having probability function F, a time-average opeation is employed so as to obtain an approximation of the average distortion. In this case the size of the smple set should be large so that the sample vectors represent true F reliably. The theoretical inspection about the approximation, however, is not perfomed rigorously. Thus one might use the time-average distortion without any verification of the approximation. In this paper, the convergence characteristics of the time-average distortions are theoretically investigated when the size of sample vectors or the size of codebook gets large. It has been revealed that if codebook size is large enough, then small sample set is enough to obtain the average distortion by approximatio of the calculated tiem-averaged distortion. Experimental results on synthetic data, which are supporting the analysis, are also provided and discussed.

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모바일 애드 혹 네트워크 환경에서 경로 신뢰성 분석 (Analysis of Route Stability in Mobile Ad Hoc Networks)

  • 이도현
    • 융합보안논문지
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    • 제11권5호
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    • pp.13-19
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    • 2011
  • 모바일 애드 혹 네트워크를 형성하는 노드들은 불규칙한 이동성을 갖기 때문에 소스 노드와 목적지 노드 간의 초기 경로 설정 시 임의의 시간동안 경로 유지가 가능한 최적의 중계 노드들을 선택하는 것이 중요하다. 이의 분석을 위해, 본 논문에서는 중계 노드들 간의 초기 거리 및 이동 속도를 고려한 링크 유지 확률을 유도하고 임의의 시간 동안 두 중 계노드 간 링크 유지가 가능한 최적의 거리를 제시하며, 이를 기반으로 임의의 두 노드 간에 설정되는 경로의 신뢰성을 분석한다.

On the Probability Inequalities under Linearly Negatively Quadrant Dependent Condition

  • Baek, Jong Il;Choi, In Bong;Lee, Seung Woo
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.545-552
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    • 2003
  • Let X$_1$, X$_2$, … be real valued random variables under linearly negatively quadrant dependent (LNQD). In this paper, we discuss the probability inequality of ennett(1962) and Hoeffding(1963) under some suitable random variables. These results are to extend Theorem A and B to LNQD random variables. Furthermore, let ζdenote the pth quantile of the marginal distribution function of the $X_i$'s which is estimated by a smooth estima te $ζ_{pn}$, on the basis of X$_1$, X$_2$, …$X_n$. We establish a convergence of $ζ_{pn}$, under Hoeffding-type probability inequality of LNQD.

Convergence rate of a test statistics observed by the longitudinal data with long memory

  • Kim, Yoon Tae;Park, Hyun Suk
    • Communications for Statistical Applications and Methods
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    • 제24권5호
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    • pp.481-492
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    • 2017
  • This paper investigates a convergence rate of a test statistics given by two scale sampling method based on $A\ddot{i}t$-Sahalia and Jacod (Annals of Statistics, 37, 184-222, 2009). This statistics tests for longitudinal data having the existence of long memory dependence driven by fractional Brownian motion with Hurst parameter $H{\in}(1/2,\;1)$. We obtain an upper bound in the Kolmogorov distance for normal approximation of this test statistic. As a main tool for our works, the recent results in Nourdin and Peccati (Probability Theory and Related Fields, 145, 75-118, 2009; Annals of Probability, 37, 2231-2261, 2009) will be used. These results are obtained by employing techniques based on the combination between Malliavin calculus and Stein's method for normal approximation.