• Title/Summary/Keyword: random

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Evaluation of randomness of binary random sequence

  • Harada, Hiroshi;Kashiwagi, Hiroshi;Takada, Tadashi
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.979-983
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    • 1989
  • This paper proposes a new concept, called merit factor Fr, for evaluating the randomness of binary random sequences. The merit factor Fr is obtained from the expected values of the autocorrelation function of the binary random sequence. Using this merit factor Fr, randomness of the binary random sequences generated by the random sampling method is evaluated.

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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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Optimal Inspection Period for the System Subject to Random Shocks

  • Kim, Sung-Soon;Choi, Seung-Kyoung;Lee, Eui-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.725-733
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    • 2005
  • A system subject to random shocks is considered. The shocks arrive according to a Poisson process and the amount of each shock is exponentially distributed. In this paper, a periodic inspection policy for the system is compared with a random inspection policy. After assigning several maintenance costs to the system, we calculate and compare the long-run average costs per unit time under two policies.

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CLASSIFICATION OF QUASIGROUPS BY RANDOM WALK ON TORUS

  • MARKOVSKI SMILE;GLIGOROSKI DANILO;MARKOVSKI JASEN
    • Journal of applied mathematics & informatics
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    • v.19 no.1_2
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    • pp.57-75
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    • 2005
  • Quasigroups are algebraic structures closely related to Latin squares which have many different applications. There are several classifications of quasigroups based on their algebraic properties. In this paper we propose another classification based on the properties of strings obtained by specific quasigroup transformations. More precisely, in our research we identified some quasigroup transformations which can be applied to arbitrary strings to produce pseudo random sequences. We performed tests for randomness of the obtained pseudo-random sequences by random walks on torus. The randomness tests provided an empirical classification of quasigroups.

SOME NOTES ON STRONG LAW OF LARGE NUMBERS FOR BANACH SPACE VALUED FUZZY RANDOM VARIABLES

  • Kim, Joo-Mok;Kim, Yun Kyong
    • Korean Journal of Mathematics
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    • v.21 no.4
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    • pp.383-399
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    • 2013
  • In this paper, we establish two types of strong law of large numbers for fuzzy random variables taking values on the space of normal and upper-semicontinuous fuzzy sets with compact support in a separable Banach space. The first result is SLLN for strong-compactly uniformly integrable fuzzy random variables, and the other is the case of that the averages of its expectations converges.

ON AN ARRAY OF WEAKLY DEPENDENT RANDOM VECTORS

  • Jeon, Tae-Il
    • Communications of the Korean Mathematical Society
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    • v.16 no.1
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    • pp.125-135
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    • 2001
  • In this article we investigate the dependence between components of the random vector which is given as an asymptotic limit of an array of random vectors with interlaced mixing conditions. We discuss the cross covariance of the limiting vector process and give a stronger condition to have a central limit theorem for an array of random vectors with mixing conditions.

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ALMOST SURE AND COMPLETE CONSISTENCY OF THE ESTIMATOR IN NONPARAMETRIC REGRESSION MODEL FOR NEGATIVELY ORTHANT DEPENDENT RANDOM VARIABLES

  • Ding, Liwang
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.1
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    • pp.51-68
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    • 2020
  • In this paper, the author considers the nonparametric regression model with negatively orthant dependent random variables. The wavelet procedures are developed to estimate the regression function. For the wavelet estimator of unknown function g(·), the almost sure consistency is derived and the complete consistency is established under the mild conditions. Our results generalize and improve some known ones for independent random variables and dependent random variables.

AXIOMATIC CHARACTERIZATIONS OF SIGNED INTERVAL-VALUED CHOQUET INTEGRALS

  • Jang, Lee-Chae
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.489-503
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    • 2007
  • In this paper, we define signed interval-valued Choquet integrals which have numerous applications in mathematical economics, informatiom theory, expected utility theory, and risk analysis on interval-valued random variables, for examples: interval-valued random payments and interval-valued random profiles, etc. And we discuss axiomatic characterizations of them. Furthermore, we fine some condition that comonotonic additivity of symmetric Choquet integrals on interval-valued random payments is satisfied and give two examples related the main theorem.

SIZE DISTRIBUTION OF ONE CONNECTED COMPONENT OF ELLIPTIC RANDOM FIELD

  • Alodat, M.T.
    • Journal of the Korean Statistical Society
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    • v.36 no.4
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    • pp.479-488
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    • 2007
  • The elliptic random field is an extension to the Gaussian random field. We proved a theorem which characterizes the elliptic random field. We proposed a heuristic approach to derive an approximation to the distribution of the size of one connected component of its excursion set above a high threshold. We used this approximation to approximate the distribution of the largest cluster size. We used simulation to compare the approximation with the exact distribution.