• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.353-359
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• 1993

In this note we consider other type of tightness than that of Birkel (1988) and prove an invariance principle for nonstationary associated processes by an application of the central limit theorem of Cox and Grimmett (1984), thus avoiding the argument of uniform integrability. This result is an extension to the nonstationary case of an invariance priciple of Newman and Wright (1981) as well as an improvement of the central limit theorem of Cox and Grimmett (1984).

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.281-292
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• 1995

In this paper the concept of strong mixing is extended to random fields, and an invariance principle is obtained for stationary strong mixing random fields.

• Journal of the Korean Statistical Society
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• 제21권2호
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• pp.127-137
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• 1992

In this paper we investigate scaling limits for associated random measures satisfying some moment conditions. No stationarity is required. Our results imply an improvement of a central limit theorem of Cox and Grimmett to associated random measure and an extension to the nonstationary case of scaling limits of Burton and Waymire. Also we prove an invariance principle for associated random measures which is an extension of the Birkel's invariance principle for associated process.

• Journal of the Korean Statistical Society
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• 제24권1호
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• pp.249-256
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• 1995

In this note we prove an invariance principle for strictly stationary linear positive quadrant dependent sequences, satifying some assumption on the covariance structure, $0 < \sum Cov(X_1,X_j) < \infty$. This result is an extension of Burton, Dabrowski and Dehlings' invariance principle for weakly associated sequences to LPQD sequences as well as an improvement of Newman's central limit theorem for LPQD sequences.

• 대한수학회보
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• 제50권5호
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• pp.1539-1554
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• 2013

In this paper, we extend Donsker's invariance principle to the case of random partial sums processes based on a double sequence of row-wise i.i.d. random variables.

• 대한수학회지
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• 제32권2호
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• pp.321-328
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• 1995

Ibragimov(1975) showed the central limit theorem and the invariance principle for $\rho$-mixing random variables satisfying $\sigma^2(n) = nh(n) \longrightarrow \infty$ and $E$\mid$\zeta_0$\mid$^{2+\delta} < \infty$ for some $\delta > 0$ where $\sigma^2(n)$ denotes the variance of the partial sum $S_n$ and h(n) is a slowly varying function.

• 한국수학교육학회지시리즈E:수학교육논문집
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• 제20권4호
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• pp.603-619
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• 2006

One of the most important aims in mathematics education is to enhance students' problem-solving abilities. To achieve this aim, in real school classrooms, many educators have examined and developed effective teaching methods, learning strategies, and practical problem-solving techniques. Among those trials, it is noticeable that Engel, Zeits, Shapiro and other not a few mathematicians emphasized 'Invariance Principle' as a mean of solving problems. This study is to consider the basic concept of 'Invariance Principle', analyze 'Invariance' concept in secondary Mathematics contents on the basis of framework of 'Invariance Principle' shown by Shapiro and discuss some instructional issues to occur in the process of it.

• 대한수학회지
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• 제33권4호
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• pp.909-928
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• 1996

In this paper, an empirical law of the iterated logarithm is investigated in the context of a stationary and ergodic martingale differences whose values taking in a measurable space.

• 대한수학회보
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• 제34권2호
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• pp.295-303
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• 1997

Let ${X_k : k = 1, 2, \cdots}$ be a sequence of independent, identically distributed integer-valued random variables with common distribution function F.

• Communications for Statistical Applications and Methods
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• 제2권1호
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• pp.194-200
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• 1995

The baker's transformation is an ergodic transformation defined on the half open unit square. This paper considers the limiting begavior of the partial sum process of a martingale sequence constructed from the baker's transformation in the context of an invariance principle of a uniform central limit theorm.