• Title/Summary/Keyword: identically distributed

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ON MARCINKIEWICZ'S TYPE LAW FOR FUZZY RANDOM SETS

  • Kwon, Joong-Sung;Shim, Hong-Tae
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.55-60
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    • 2014
  • In this paper, we will obtain Marcinkiewicz's type limit laws for fuzzy random sets as follows : Let {$X_n{\mid}n{\geq}1$} be a sequence of independent identically distributed fuzzy random sets and $E{\parallel}X_i{\parallel}^r_{{\rho_p}}$ < ${\infty}$ with $1{\leq}r{\leq}2$. Then the following are equivalent: $S_n/n^{\frac{1}{r}}{\rightarrow}{\tilde{0}}$ a.s. in the metric ${\rho}_p$ if and only if $S_n/n^{\frac{1}{r}}{\rightarrow}{\tilde{0}}$ in probability in the metric ${\rho}_p$ if and only if $S_n/n^{\frac{1}{r}}{\rightarrow}{\tilde{0}}$ in $L_1$ if and only if $S_n/n^{\frac{1}{r}}{\rightarrow}{\tilde{0}}$ in $L_r$ where $S_n={\Sigma}^n_{i=1}\;X_i$.

PRECISE ASYMPTOTICS IN LOGLOG LAW FOR ρ-MIXING RANDOM VARIABLES

  • Ryu, Dae-Hee
    • Honam Mathematical Journal
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    • v.32 no.3
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    • pp.525-536
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    • 2010
  • Let $X_1,X_2,\cdots$ be identically distributed $\rho$-mixing random variables with mean zeros and positive finite variances. In this paper, we prove $$\array{\lim\\{\in}\downarrow0}{\in}^2 \sum\limits_{n=3}^\infty\frac{1}{nlogn}P({\mid}S_n\mid\geq\in\sqrt{nloglogn}=1$$, $$\array{\lim\\{\in}\downarrow0}{\in}^2 \sum\limits_{n=3}^\infty\frac{1}{nlogn}P(M_n\geq\in\sqrt{nloglogn}=2 \sum\limits_{k=0}^\infty\frac{(-1)^k}{(2k+1)^2}$$ where $S_n=X_1+\cdots+X_n,\;M_n=max_{1{\leq}k{\leq}n}{\mid}S_k{\mid}$ and $\sigma^2=EX_1^2+ 2\sum\limits{^{\infty}_{i=2}}E(X_1,X_i)=1$.

PRECISE ASYMPTOTICS IN COMPLETE MOMENT CONVERGENCE FOR DEPENDENT RANDOM VARIABLE

  • Han, Kwang-Hee
    • Honam Mathematical Journal
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    • v.31 no.3
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    • pp.369-380
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    • 2009
  • Let $X,X_1,X_2,\;{\cdots}$ be identically distributed and negatively associated random variables with mean zeros and positive, finite variances. We prove that, if $E{\mid}X_1{\mid}^r$ < ${\infty}$, for 1 < p < 2 and r > $1+{\frac{p}{2}}$, and $lim_{n{\rightarrow}{\infty}}n^{-1}ES^2_n={\sigma}^2$ < ${\infty}$, then $lim_{{\epsilon}{\downarrow}0}{\epsilon}^{{2(r-p}/(2-p)-1}{\sum}^{\infty}_{n=1}n^{{\frac{r}{p}}-2-{\frac{1}{p}}}E\{{{\mid}S_n{\mid}}-{\epsilon}n^{\frac{1}{p}}\}+={\frac{p(2-p)}{(r-p)(2r-p-2)}}E{\mid}Z{\mid}^{\frac{2(r-p)}{2-p}}$, where $S_n\;=\;X_1\;+\;X_2\;+\;{\cdots}\;+\;X_n$ and Z has a normal distribution with mean 0 and variance ${\sigma}^2$.

CHARACTERIZATIONS OF THE EXPONENTIAL DISTRIBUTION BY RECORD VALUES

  • Chang, Se-Kyung;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.19 no.4
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    • pp.375-381
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    • 2006
  • This paper presents characterizations based on the identical distribution and the finite moments of the exponential distribution by record values. We prove that $X{\in}EXP({\sigma})$, ${\sigma}$>0, if and only if $X_{U(n+k)}-X_{U(n)}$ and $X_{U(n)}-X_{U(n-k)}$ for n > 1 and $k{\geq}1$ are identically distributed. Also, we show that $X{\in}EXP({\sigma})$, ${\sigma}$>0, if and only if $E(X_{U(n+k)}-X_{U(n)})=E(X_{U(n)}-X_{U(n-k)})$ for n>1 and $k{\geq}1$.

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CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.2
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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 $i=1,{\cdots},n$.

A Continuous Review(s, S) Inventory Model in which Depletion is Due to Demand and Loss of Units

  • Choi, Jin-Yeong;Kim, Man-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.11 no.1
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    • pp.33-39
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    • 1985
  • A stochastic model for an inventory system in which depletion of stock takes place due to random demand as well as random loss of items is studied under the assumption that the intervals between successive unit demands, as well as those between successive unit losses are independently and identically distributed random variables having negative exponential distribution with respective parameters. We have derived the steady state probability distribution of the stock level assuming instantaneous delivery of order under (s, S) inventory policy. Also we have derived total expected cost expression and the necessary conditions to be satisfied for an optimal solution.

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ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ*-MIXING SEQUENCES

  • Ko, Mi-Hwa;Kim, Tae-Sung;Ryu, Dae-Hee
    • Communications of the Korean Mathematical Society
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    • v.23 no.4
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    • pp.597-606
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    • 2008
  • Let {$Y_{ij}-{\infty}\;<\;i\;<\;{\infty}$} be a doubly infinite sequence of identically distributed and ${\rho}^*$-mixing random variables with zero means and finite variances and {$a_{ij}-{\infty}\;<\;i\;<\;{\infty}$} an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of {${\sum}^n_{k=1}\;{\sum}^{\infty}_{i=-{\infty}}\;a_{i+k}Y_i/n^{1/p}$; $n\;{\geq}\;1$} under some suitable conditions. We extend Theorem 1.1 of Li and Zhang [Y. X. Li and L. X. Zhang, Complete moment convergence of moving average processes under dependence assumptions, Statist. Probab. Lett. 70 (2004), 191.197.] to the ${\rho}^*$-mixing case.

Identification of nonlinear distortion for a high-density magnetic recording channel using an I.I.D. signal (I.I.D. 신호를 이용한 고밀도 자기 기록 채널의 비선형 왜곡 추정)

  • 전원기;조용수
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.3
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    • pp.133-141
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    • 1996
  • As the recording density of digital magnetic recording channels increased, the nonlinear distortion caused by inadequate rise-times, demagnetizing field, and overwrite effect during the recording process becomes significant, resulting in limitation on the recording rate. In this paper, a new method for identifying the nonlinear distortion in hihg-density magnetic recording channel using and i.i.d. (independent, identically distributed) inut is described. The proposed method does not require the operatin of large-size matrix inversion which are necessary for the conventional method, and it enables us to estimate nonlinear parameters transition shifts, which can be used to compensate the nonlinear distortion, is demonstrated by computer simulations.

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Generalized Outage Probability of STTD System in Rayleigh Fading Channel (레일레이 페이딩 채널에서 STTD 시스템의 일반화된 오수신확률)

  • 남우춘;한영열
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.12 no.6
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    • pp.1025-1031
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    • 2001
  • In this paper, we derive the outage probability of cellular mobile system with STTB(Space Time Transmitter Diversity) scheme where the received radio signals and interferers experience Rayleigh fading and AWGN. The new probability density function of L independent identically distributed interferers is derived using Laplace transforms. We express the probability of outage as a function of the average-signal to average-interference power ratio and the signal to noise ratio. In addition, the frequency reuse distance which is one of the key parameters in the design of cellular systems is analyzed.

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An Analysis of Combining Methods in Cooperative Spectrum Sensing over Rayleigh Fading Channel

  • Truc, Tran Thanh;Kong, Hyung-Yun
    • Journal of electromagnetic engineering and science
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    • v.10 no.3
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    • pp.190-198
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    • 2010
  • This paper evaluates the performance of two methods of spectrum sensing: the linear combining method and the selection combining method which is based on maximum SNR of sensing channel. We proposed a rule for global detection for the purpose of combating hidden terminal problems in spectrum sensing. Our analysis considers a situation when sensing channels experience the non-identically, independently distributed(n.i.d) Rayleigh fading. The average probabilities of global detection in these methods are derived and compared. In the scope of this paper, the reporting channels are assumed to be the AWGN channel with invariant and identical gain during the system's operation.