• Title/Summary/Keyword: linear random field

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A FUNCTIONAL CENTRAL LIMIT THEOREM FOR LINEAR RANDOM FIELD GENERATED BY NEGATIVELY ASSOCIATED RANDOM FIELD

  • Ryu, Dae-Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.3
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    • pp.507-517
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    • 2009
  • We prove a functional central limit theorem for a linear random field generated by negatively associated multi-dimensional random variables. Under finite second moment condition we extend the result in Kim, Ko and Choi[Kim,T.S, Ko,M.H and Choi, Y.K.,2008. The invariance principle for linear multi-parameter stochastic processes generated by associated fields. Statist. Probab. Lett. 78, 3298-3303] to the negatively associated case.

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A Weak Convergence of the Linear Random Field Generated by Associated Randomvariables ℤ2

  • Kim, Tae-Sung;Ko, Mi-Hwa;Kim, Hyun-Chull
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.959-967
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    • 2008
  • In this paper we show the weak convergence of the linear random(multistochastic process) field generated by identically distributed 2-parameter array of associated random variables. Our result extends the result in Newman and Wright (1982) to the linear 2-parameter processes as well as the result in Kim and Ko (2003) to the 2-parameter case.

Exact Decoding Probability of Random Linear Network Coding for Tree Networks

  • Li, Fang;Xie, Min
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.2
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    • pp.714-727
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    • 2015
  • The hierarchical structure in networks is widely applied in many practical scenarios especially in some emergency cases. In this paper, we focus on a tree network with and without packet loss where one source sends data to n destinations, through m relay nodes employing random linear network coding (RLNC) over a Galois field in parallel transmission systems. We derive closed-form probability expressions of successful decoding at a destination node and at all destination nodes in this multicast scenario. For the convenience of computing, we also propose an upper bound for the failure probability. We then investigate the impact of the major parameters, i.e., the size of finite fields, the number of internal nodes, the number of sink nodes and the channel failure probability, on the decoding performance with simulation results. In addition, numerical results show that, under a fixed exact decoding probability, the required field size can be minimized. When failure decoding probabilities are given, the operation is simple and its complexity is low in a small finite field.

Practical Implementation and Performance Evaluation of Random Linear Network Coding (랜덤 선형 네트워크 코딩의 실용적 설계 및 성능 분석)

  • Lee, Gyujin;Shin, Yeonchul;Koo, Jonghoe;Choi, Sunghyun
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.40 no.9
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    • pp.1786-1792
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    • 2015
  • Random linear network coding (RLNC) is widely employed to enhance the reliability of wireless multicast. In RLNC encoding/decoding, Galois Filed (GF) arithmetic is typically used since all the operations can be performed with symbols of finite bits. Considering the architecture of commercial computers, the complexity of arithmetic operations is constant regardless of the dimension of GF m, if m is smaller than 32 and pre-calculated tables are used for multiplication/division. Based on this, we show that the complexity of RLNC inversely proportional to m. Considering additional overheads, i.e., the increase of header length and memory usage, we determine the practical value of m. We implement RLNC in a commercial computer and evaluate the codec throughput with respect to the type of the tables for multiplication/division and the number of original packets to encode with each other.

Structural Aspects in the Theory of Random Walk

  • Heyer, H.
    • Journal of the Korean Statistical Society
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    • v.11 no.2
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    • pp.118-130
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    • 1982
  • Random walks as specia Markov stochastic processes have received particular attention in recent years. Not only the applicability of the theory already developed but also its extension within the frame work of probability measures on algebraic-topological structures such as semigroups, groups and linear spaces became a new challenge for research work in the field. At the same time new insights into classical problems were obtained which in various cases lead to a more efficient presentation of the subject. Consequently the teaching of random walks at all levels should profit from the recent development.

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Analysis for Scalar Mixing Characteristics using Linear Eddy Model (Linear Eddy Model을 이용한 스칼라의 혼합특성 해석)

  • Kim, Hoo-Joong;Kim, Yong-Mo;Ahn, Kook-Young
    • 한국연소학회:학술대회논문집
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    • 2004.06a
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    • pp.133-137
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    • 2004
  • The present study is focused on the small scale turbulent mixing processes in the scalar field. In order to deal with molecular mixing in turbulent flow, the linear eddy model is addressed. In each realization, the molecular mixing term is implemented deterministically, and turbulent stirring is represented by a sequence of instantaneous, statistically independent rearrangement event called by triplet map. The LEM approach is applied with relatively simple conditions. The characteristics of scalar mixing and PDF profiles are addressed in detail.

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ALMOST SURE MARCINKIEWICZ TYPE RESULT FOR THE ASYMPTOTICALLY NEGATIVELY DEPENDENT RANDOM FIELDS

  • Kim, Hyun-Chull
    • Honam Mathematical Journal
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    • v.31 no.4
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    • pp.505-513
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    • 2009
  • Let {$X_k;k{\in}N^d$} be centered and identically distributed random field which is asymptotically negative dependent in a certain case. In this note we prove that for $p{\alpha}$ > 1 and ${\alpha}$ > ${\frac{1}{2}}$ $E{\mid}X_1{\mid}^p(log^+{\mid}X_1{\mid}^{d-1})$ < ${\infty}$ if and only if ${\sum}_n{\mid}n{\mid}^{p{\alpha}-2}P$($max_{1{\leq}k{\leq}n{\mid}S_k{\mid}}$ > ${\epsilon}{\mid}n{\mid}$) < ${\infty}$ for all ${\epsilon}$ > 0, where log$^+$x = max{1,log x}.

A Historical Study on the Representations of Diffusion Phenomena in Mathematical Models for Population Changes of Biological Species (생물 종의 개체 수 변화를 기술하는 수학적 모델의 확산현상 표현에 대한 역사적 고찰)

  • Shim, Seong-A
    • Journal for History of Mathematics
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    • v.29 no.6
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    • pp.353-363
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    • 2016
  • In mathematical population ecology which is an academic field that studies how populations of biological species change as times flows at specific locations in their habitats, PDE models have been studied in many aspects and found to have different properties from the classical ODE models. And different approaches to PDE type models in mathematical biology are still being tried currently. This article investigate various forms to express diffusion effects and review the history of PDE models involving diffusion terms in mathematical ecology. Semi-linear systems representing the spatial movements of each individual as random simple diffusion and quasi-linear systems describing more complex diffusions reflecting interspecific interactions are studied. Also it introduce a few of important problems to be solved in this field.

Direct integration method for stochastic finite element analysis of nonlinear dynamic response

  • Zhang, S.W.;Ellingwood, B.;Corotis, R.;Zhang, Jun
    • Structural Engineering and Mechanics
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    • v.3 no.3
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    • pp.273-287
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    • 1995
  • Stochastic response of systems to random excitation can be estimated by direct integration methods in the time domain such as the stochastic central difference method (SCDM). In this paper, the SCDM is applied to compute the variance and covariance in response of linear and nonlinear structures subjected to random excitation. The accuracy of the SCDM is assessed using two-DOF systems with both deterministic and random material properties excited by white noise. For the former case, closed-form solutions can be obtained. Numerical results also are presented for a simply supported geometrically nonlinear beam. The stiffness of this beam is modeled as a random field, and the beam is idealized by the stochastic finite element method. A perturbation technique is applied to formulate the equations of motion of the system, and the dynamic structural response statistics are obtained in a time domain analysis. The effect of variations in structural parameters and the numerical stability of the SCDM also are examined.