• 제목/요약/키워드: quasi-stationarity

검색결과 4건 처리시간 0.02초

THRESHOLD MODELING FOR BIFURCATING AUTOREGRESSION AND LARGE SAMPLE ESTIMATION

  • Hwang, S.Y.;Lee, Sung-Duck
    • Journal of the Korean Statistical Society
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    • 제35권4호
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    • pp.409-417
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    • 2006
  • This article is concerned with threshold modeling of the bifurcating autoregressive model (BAR) originally suggested by Cowan and Staudte (1986) for tree structured data of cell lineage study where each individual $(X_t)$ gives rise to two off-spring $(X_{2t},\;X_{2t+1})$ in the next generation. The triplet $(X_t,\;X_{2t},\;X_{2t+1})$ refers to mother-daughter relationship. In this paper we propose a threshold model incorporating the difference of 'fertility' of the mother for the first and second off-springs, and thereby extending BAR to threshold-BAR (TBAR, for short). We derive a sufficient condition of stationarity for the suggested TBAR model. Also various inferential methods such as least squares (LS), maximum likelihood (ML) and quasi-likelihood (QL) methods are discussed and relevant limiting distributions are obtained.

Independent Component Analysis Based MIMO Transceiver With Improved Performance In Time Varying Wireless Channels

  • Uddin, Zahoor;Ahmad, Ayaz;Iqbal, Muhammad;Shah, Nadir
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제9권7호
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    • pp.2435-2453
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    • 2015
  • Independent component analysis (ICA) is a signal processing technique used for un-mixing of the mixed recorded signals. In wireless communication, ICA is mainly used in multiple input multiple output (MIMO) systems. Most of the existing work regarding the ICA applications in MIMO systems assumed static or quasi static wireless channels. Performance of the ICA algorithms degrades in case of time varying wireless channels and is further degraded if the data block lengths are reduced to get the quasi stationarity. In this paper, we propose an ICA based MIMO transceiver that performs well in time varying wireless channels, even for smaller data blocks. Simulation is performed over quadrature amplitude modulated (QAM) signals. Results show that the proposed transceiver system outperforms the existing MIMO system utilizing the FastICA and the OBAICA algorithms in both the transceiver systems for time varying wireless channels. Performance improvement is observed for different data blocks lengths and signal to noise ratios (SNRs).

CDMA이동통신환경에서의 음성인식을 위한 왜곡음성신호 거부방법 (Distorted Speech Rejection For Automatic Speech Recognition under CDMA Wireless Communication)

  • 김남수;장준혁
    • 한국음향학회지
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    • 제23권8호
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    • pp.597-601
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    • 2004
  • 본 논문에서는 CDMA이동통신 환경에서의 음성인식을 위한 왜곡음성신호의 전처리-지부방법을 소개한다. 먼저, CDMA이동통신 채널에서의 왜곡된 음성신호를 분석하고 분석된 매커니즘을 바탕으로 채널에 의해 왜곡된 음성신호를 음성의 준주기성을 바탕으로 하여 거부하는 알고리즘을 제안한다. 실험을 통해 제안된 전처리-거부방법이 적은 계산량을 가지고 음성인식에 적용되어 효과적으로 CDMA에 환경에서 채널왜곡된 음성신호를 거부-할 수 있음을 알 수 있었다.

Exact Asymptotics in a Multi-class M/G/1 Queue

  • 이지연
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
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    • pp.43-47
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    • 2006
  • Consider a multitype queue where queued customers arc served in their order of arrival at a rate which depends on the customer type. Here we calculate the sharp asymptotics of the probability the total number of customers in the queue reaches a high level before emptying. The natural state space to describe this queue is a tree whose branches increase in length as the number of customers in the queue grows. Consequently it is difficult to prove a large deviation principle. Moreover, since service rates depend on the customer type the stationary distribution is not of product form so there is no simple expression for the stationary distribution. Instead, we use a change of measure technique which increases the arrival rate of customers and decreases the departure rate thus making large deviations common.

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