• 대한수학회지
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• 제37권1호
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• pp.45-53
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• 2000

Existence of a unique invariant probability is considered for a class of Markov processes which may not be irreducible and a functional central limit theorem for a class of nonlinear irreducible uniformly ergodic processes is derived as well.

• 대한수학회보
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• 제38권3호
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• pp.495-504
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• 2001

In this paper we consider the (generalized) autoregressive model with conditional heteroscedasticity (ARCH/GARCH models). We willing give conditions under which strict stationarity, ergodicity and the functional central limit theorem hold for the corresponding models.

• Journal of the Korean Data and Information Science Society
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• 제7권2호
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• pp.289-294
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• 1996

This paper considers the limit of the ratio of two incomplete beta functions $I_{x}(p+s,q+r)\;to\;I_{x}(p,q)\;as\;p+q{\rightarrow}{\infty}$. The results show that the limits depend on r,s,x and the limit of p/(p+q).

• Communications for Statistical Applications and Methods
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• 제20권4호
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• pp.339-345
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• 2013

In this paper, we give a tractable sufficient condition for functional central limit theorem to hold in Markov switching ARMA (p, q) model.

• 대한수학회보
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• 제38권1호
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• pp.211-222
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• 2001

In this paper, we prove the existence and uniqueness of a $\delta(\Gamma)$-conformal density on the limit set of $\Gamma$ acting on visibility manifold H for a Fuchsian group $\Gamma$.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.350-357
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• 1995

In this note, we obtain the central limit theorem for linearly positive quadrant dependent random fields satisfying some assumptions on the covariances and the moment condition $supE\mid X_i\mid^3\;<{\infty}$ The proofs are similar to those of a central limit theorem for associated random field of Cox and Grimmett.

• Communications for Statistical Applications and Methods
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• 제20권3호
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• pp.193-197
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• 2013

Almost sure central limit theorems are established for a stationary bootstrap sample mean of strong mixing processes. Both weak and strong consistencies are obtained.

• East Asian mathematical journal
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• 제24권3호
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• pp.275-287
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• 2008

In this paper, using large deviation results for Gaussian processes, we establish some functional limit theorems for increments of a fractional Brownian motion in the usual sup-norm via estimating large deviation probabilities for increments of a fractional Brownian motion.

• 충청수학회지
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• 제26권1호
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• pp.45-52
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• 2013

We show that a nontrivial transitive set is $C^1$-stably limit shadowable if and only if the transitive set is hyperbolic.

• 대한수학회보
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• 제35권1호
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• pp.189-193
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• 1998

In this paper we construct a sequence of spaces which has Gromov-Hausdorff limit such that a geodesic in the limit space is not realized as a limit of geodesics in the spaces of the sequence. This contrasts with the result of Grove and Petersen in [1] where they proved otherwise for Alexandrov spaces with common curvature bounds.