• Title/Summary/Keyword: moment inequality

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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.

BOUNDS ON PROBABILITY FOR THE OCCURRENCE OF EXACTLY r, t OUT OF m, n EVENTS

  • Lee, Min-Young
    • Communications of the Korean Mathematical Society
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    • v.12 no.2
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    • pp.393-401
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    • 1997
  • Let $A_1,A_2,\cdots,A_m$ and $B_1,B_2,\cdots,B_n$ be two sequences of events on a given probability space. Let $X_m$ and $Y_n$, respectively, be the number of those $A_i$ and $B_j$, which occur we establish new upper and lower bounds on the probability $P(X=r, Y=t)$ which improve upper bounds and classical lower bounds in terms of the bivariate binomial moment $S_{r,t},S_{r+1,t},S_{r,t+1}$ and $S_{r+1,t+1}$.

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ON THE PRECISE ASYMPTOTICS IN COMPLETE MOMENT CONVERGENCE OF NA SEQUENCES

  • Han, Kwang-Hee
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.977-986
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    • 2010
  • Let $X_1$, $X_2$, $\cdots$ be identically distributed negatively associated random variables with $EX_1\;=\;0$ and $E|X_1|^3$ < $\infty$. In this paper we prove $lim_{{\epsilon\downarrow}0}\;\frac{1}{-\log\;\epsilon}\sum\limits_{n=1}^\infty\frac{1}{n^2}ES_n^2I\{|S_n|\;{\geq}\;{\sigma\epsilon}n\}\;=\;2$ and $lim_{\epsilon\downarrow0}\;\epsilon^{2-p}\sum\limits_{n=1}^\infty\frac{1}{n^p}$ $E|S_n|^pI\{|S_n|\;{\geq}\;{\sigma\epsilon}n\}\;=\;\frac{2}{2-p}$ for 0 < p < 2, where $S_n\;=\;\sum\limits_{i=1}^{n}X_i$ and 0 < $\sigma^2\;=\;EX_1^2\;+\;\sum\limits_{i=2}^{\infty}Cov(X_1,\;X_i)$ < $\infty$. We consider some results of i.i.d. random variables obtained by Liu and Lin(2006) under negative association assumption.

Design of Buoyancy and Moment Controllers of a Underwater Glider Based on a T-S Fuzzy Model (T-S 퍼지 모델 기반 수중글라이더의 부력 및 모멘트 제어기 설계)

  • Lee, Gyeoung Hak;Kim, Do Wan
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.12
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    • pp.2037-2045
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    • 2016
  • This paper presents a fuzzy-model-based design approach to the buoyancy and moment controls of a class of nonlinear underwater glider. Through the linearization and the sector nonlinearity methodologies, the underwater glider dynamics is represented by a Takagi-Sugeno (T-S) fuzzy model. Sufficient conditions are derived to guarantee the asymptotic stability of the closed-loop system in the format of linear matrix inequality (LMI). Simulation results demonstrate the effectiveness of the proposed buoyancy and moment controllers for the underwater glider.

Moment inequalities of $NBU_{mgf}$ with testing hypotheses application

  • Mahmoud, M.A.W.;Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • v.13 no.2
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    • pp.57-69
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    • 2012
  • Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

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Energy Optimization of a Biped Robot for Walking a Staircase Using Genetic Algorithms

  • Jeon, Kweon-Soo;Park, Jong-Hyeon
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.215-219
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    • 2003
  • In this paper, we generate a trajectory minimized the energy gait of a biped robot for walking a staircase using genetic algorithms and apply to the computed torque controller for the stable dynamic biped locomotion. In the saggital plane, a 6 degree of freedom biped robot that model consists of seven links is used. In order to minimize the total energy efficiency, the Real-Coded Genetic Algorithm (RCGA) is used. Operators of genetic algorithms are composed of a reproduction, crossover and mutation. In order to approximate the walking gait, the each joint angle is defined as a 4-th order polynomial of which coefficients are chromosomes. Constraints are divided into equality and inequality. Firstly, equality constraints consist of position conditions at the end of stride period and each joint angle and angular velocity condition for periodic walking. On the other hand, inequality constraints include the knee joint conditions, the zero moment point conditions for the x-direction and the tip conditions of swing leg during the period of a stride for walking a staircase.

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THE SEQUENTIAL UNIFORM LAW OF LARGE NUMBERS

  • Bae, Jong-Sig;Kim, Sung-Yeun
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.3
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    • pp.479-486
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    • 2006
  • Let $Z_n(s,\;f)=n^{-1}\;{\sum}^{ns}_{i=1}(f(X_i)-Pf)$ be the sequential empirical process based on the independent and identically distributed random variables. We prove that convergence problems of $sup_{(s,\;f)}|Z_n(s,\;f)|$ to zero boil down to those of $sup_f|Z_n(1,\;f)|$. We employ Ottaviani's inequality and the complete convergence to establish, under bracketing entropy with the second moment, the almost sure convergence of $sup_{(s,\;f)}|Z_n(s,\;f)|$ to zero.

ON GENERALIZED EXTENDED BETA AND HYPERGEOMETRIC FUNCTIONS

  • Shoukat Ali;Naresh Kumar Regar;Subrat Parida
    • Honam Mathematical Journal
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    • v.46 no.2
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    • pp.313-334
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    • 2024
  • In the current study, our aim is to define new generalized extended beta and hypergeometric types of functions. Next, we methodically determine several integral representations, Mellin transforms, summation formulas, and recurrence relations. Moreover, we provide log-convexity, Turán type inequality for the generalized extended beta function and differentiation formulas, transformation formulas, differential and difference relations for the generalized extended hypergeometric type functions. Also, we additionally suggest a generating function. Further, we provide the generalized extended beta distribution by making use of the generalized extended beta function as an application to statistics and obtaining variance, coefficient of variation, moment generating function, characteristic function, cumulative distribution function, and cumulative distribution function's complement.

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 ${\sigma}^2$.