• 제목/요약/키워드: identically distributed

검색결과 193건 처리시간 0.027초

COMPLETE CONVERGENCE FOR ARRAY OF ROWWISE DEPENDENT RANDOM VARIABLES

  • Baek, Jong-Il;Park, Sung-Tae
    • Journal of applied mathematics & informatics
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    • 제27권3_4호
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    • pp.829-842
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    • 2009
  • Let {$X_{ni}|1\;{\le}\;i\;{\le}\;n$, $n\;{\ge}\;1$} be an array of rowwise negatively associated random variables and let $\alpha$ > 1/2, 0 < p < 2 ${\alpha}p\;{\ge}\;1$. In this paper we discuss $n^{{\alpha}p-2}h(n)$ max $_{1\;{\le}\;k{\le}n}\;|\;{\sum}^k_{i=1}\;X_{ni}|/n^{\alpha}\;{\to}\;0$ completely as $n\;{\to}\;{\infty}$ under not necessarily identically distributed with a suitable conditions and h(x) > 0 is a slowly varying function as $x\;{\to}\;{\infty}$. In addition, we obtained that $n^{{\alpha}p-2}h(n)$ max $_{1\;{\le}\;k{\le}n}\;|\;{\sum}^k_{i=1}\;X_{ni}|/n^{\alpha}\;{\to}\;0$ completely as $n\;{\to}\;{\infty}$ if and only if $E|X_{11}|^ph(|X_{11}|^{1/\alpha})\;<\;{\infty}$ and $EX_{11}\;=\;0$ under identically distributed case and some corollaries are obtained.

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Secrecy Performances of Multicast Underlay Cognitive Protocols with Partial Relay Selection and without Eavesdropper's Information

  • Duy, Tran Trung;Son, Pham Ngoc
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제9권11호
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    • pp.4623-4643
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    • 2015
  • This paper considers physical-layer security protocols in multicast cognitive radio (CR) networks. In particular, we propose dual-hop cooperative decode-and-forward (DF) and randomize-and-forward (RF) schemes using partial relay selection method to enhance secrecy performance for secondary networks. In the DF protocol, the secondary relay would use same codebook with the secondary source to forward the source's signals to the secondary destination. Hence, the secondary eavesdropper can employ either maximal-ratio combining (MRC) or selection combining (SC) to combine signals received from the source and the selected relay. In RF protocol, different codebooks are used by the source and the relay to forward the source message secretly. For each scheme, we derive exact and asymptotic closed-form expressions of secrecy outage probability (SOP), non-zero secrecy capacity probability (NzSCP) in both independent and identically distributed (i.i.d.) and independent but non-identically distributed (i.n.i.d.) networks. Moreover, we also give a unified formula in an integral form for average secrecy capacity (ASC). Finally, our derivations are then validated by Monte-Carlo simulations.

A Dynamic Programming Approach for Emergency Vehicle Dispatching Problems

  • Choi, Jae Young;Kim, Heung-Kyu
    • 한국컴퓨터정보학회논문지
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    • 제21권9호
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    • pp.91-100
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    • 2016
  • In this research, emergency vehicle dispatching problems faced with in the wake of massive natural disasters are considered. Here, the emergency vehicle dispatching problems can be regarded as a single machine stochastic scheduling problems, where the processing times are independently and identically distributed random variables, are considered. The objective of minimizing the expected number of tardy jobs, with distinct job due dates that are independently and arbitrarily distributed random variables, is dealt with. For these problems, optimal static-list policies can be found by solving corresponding assignment problems. However, for the special cases where due dates are exponentially distributed random variables, using a proposed dynamic programming approach is found to be relatively faster than solving the corresponding assignment problems. This so-called Pivot Dynamic Programming approach exploits necessary optimality conditions derived for ordering the jobs partially.

A Lattice Distribution

  • Chung, Han-Young
    • Journal of the Korean Statistical Society
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    • 제10권
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    • pp.97-104
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    • 1981
  • It is shown that a lattice distribution defined on a set of n lattice points $L(n,\delta) = {\delta,\delta+1,...,\delta+n-1}$ is a distribution induced from the distribution of convolution of independently and identically distributed (i.i.d.) uniform [0,1] random variables. Also the m-th moment of the lattice distribution is obtained in a quite different approach from Park and Chung (1978). It is verified that the distribution of the sum of n i.i.d. uniform [0,1] random variables is completely determined by the lattice distribution on $L(n,\delta)$ and the uniform distribution on [0,1]. The factorial mement generating function, factorial moments, and moments are also obtained.

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Rationale of the Maximum Entropy Probability Density

  • Park, B. S.
    • Journal of the Korean Statistical Society
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    • 제13권2호
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    • pp.87-106
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    • 1984
  • It ${X_t}$ is a sequence of independent identically distributed normal random variables, then the conditional probability density of $X_1, X_2, \cdots, X_n$ given the first p+1 sample autocovariances converges to the maximum entropy probability density satisfying the corresponding covariance constraints as the length of the sample sequence tends to infinity. This establishes that the maximum entropy probability density and the associated Gaussian autoregressive process arise naturally as the answers of conditional limit problems.

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A UNIFORM STRONG LAW OF LARGE NUMBERS FOR PARTIAL SUM PROCESSES OF FUZZY RANDOM SETS

  • Kwon, Joong-Sung;Shim, Hong-Tae
    • Journal of applied mathematics & informatics
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    • 제30권3_4호
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    • pp.647-653
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    • 2012
  • In this paper, we consider fuzzy random sets as (measurable) mappings from a probability space into the set of fuzzy sets and prove a uniform strong law of large numbers for sequences of independent and identically distributed fuzzy random sets. Our results generalize those of Bass and Pyke(1984)and Jang and Kwon(1998).

A CHARACTERIZATION OF THE POWER FUNCTION DISTRIBUTION BY INDEPENDENT PROPERTY OF LOWER RECORD VALUES

  • Lim, Eun-Hyuk;Lee, Min-Young
    • 충청수학회지
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    • 제26권2호
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    • pp.269-273
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    • 2013
  • We prove a characterization of the power function distribution by lower record values. We prove that $F(x)=(\frac{x}{a})^{\alpha}$ for all $x$, 0 < $x$ < $a$, ${\alpha}$ > 0 and $a$ > 0 if and only if $\frac{X_{L(n)}}{X_{L(m)}}$ and $X_{L(m)}$ are independent for $1{\leq}m$ < $n$.

SOME PROPERTIES OF ONE-SIDED STOPPING TIMES

  • Kim, Sung-Kyun
    • 충청수학회지
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    • 제8권1호
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    • pp.11-17
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    • 1995
  • Let ${\tau}_a$ be the first time that a perturbed random walk with extended real-valued independent and identically distributed (i.i.d.) random variables crosses a constant boundary $a{\geq}0$. For the stopping times ${\tau}_a$ we investigate some basic properties and obtain its limiting distribution as $a{\rightarrow}{\infty}$ and an upper bound of the expected stopping times E(${\tau}_a$).

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ON CHARACTERIZATIONS OF CONTINUOUS DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제25권3호
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    • pp.501-505
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    • 2012
  • In this paper, general classes of continuous distributions are characterized by considering the conditional expectations of functions of upper record statistics. The specific distribution considered as a particular case of the general class of distribution are Exponential, Exponential Power(EP), Inverse Weibull, Beta Gumbel, Modified Weibull(MW), Weibull, Pareto, Power, Singh-Maddala, Gumbel, Rayleigh, Gompertz, Extream value 1, Beta of the first kind, Beta of the second kind and Lomax.