• Title/Summary/Keyword: random sequence

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A Weak Convergence for a Linear Process with Positive Dependent Sequences

  • Kim, Tae-Sung;Ryu, Dae-Hee;Lee, Il-Hyun
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.483-490
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    • 2002
  • A weak convergence is obtained for a linear process of the form (equation omitted) where {$\varepsilon$$_{t}$ } is a strictly stationary sequence of associated random variables with E$\varepsilon$$_{t}$ = 0 and E$\varepsilon$$^{^2}$$_{t}$ < $\infty$ and {a $_{j}$ } is a sequence of real numbers with (equation omitted). We also apply this idea to the case of linearly positive quadrant dependent sequence.

Adaptive Cryptographic Protocol for Fair Exchange of Secrets using Pseudo-Random-Sequence Generator (의사난수생성기를 이용한 공평한 비밀정보교환을 위한 적응형 암호화 프로토콜)

  • Kim, Soon-Gohn
    • Journal of Digital Contents Society
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    • v.8 no.4
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    • pp.631-637
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    • 2007
  • In this paper, I propose an adaptive cryptographic protocol which is basic protocol for fair exchange of secrets. For this, I investigate the verifiable oblivious transfer protocol based on discrete logarithm problem proposed by Lein Harn etc. And I propose a new adaptive cryptographic protocol that has the additional funtions on the existing method. This proposed method has the additional functions that enable to authenticate sender and to protect denial of what he/she has sent message to the other. To do this, I make use of bit commitment scheme using pseudo-random sequence generator.

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On the Hàjek-Rènyi-Type Inequality for Conditionally Associated Random Variables

  • Choi, Jeong-Yeol;Seo, Hye-Young;Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.799-808
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    • 2011
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n{\mid}n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_i{\mid}1{\leq}i{\leq}n$} is a conditional associated given $\mathcal{F}$ if for any coordinate-wise nondecreasing functions f and g defined on $R^n$, $Cov^{\mathcal{F}}$ (f($X_1$, ${\ldots}$, $X_n$), g($X_1$, ${\ldots}$, $X_n$)) ${\geq}$ 0 a.s. whenever the conditional covariance exists. We obtain the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality for conditional associated random variables. In addition, we establish the strong law of large numbers, the three series theorem, integrability of supremum, and a strong growth rate for $\mathcal{F}$-associated random variables.

Design of Random Binary Sequence Generator using the Chaotic Map (혼돈맵을 사용한 난수성 2진 순서발생기의 설계)

  • Park, Kwang-Hyeon;Baek, Seung-Jae
    • The Journal of the Korea Contents Association
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    • v.8 no.7
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    • pp.53-57
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    • 2008
  • The discretized saw-tooth map with the 16-bit finite precision which is one of the 1-dimensional chaotic maps is designed, and the circuit of chaotic binary sequence generator using the discretized saw-tooth map is presented also in this brief. The real implementation of designed chaotic map is accomplished by connecting the input and output lines exactly according to the simplified Boolean functions of output variables obtained from truth table which is discretized. The random binary output sequences generated by mLFSR generator were used for the inputs of descretized saw-tooth map, and, by the descretized map, chaotic binary sequence which has more long period of 16 times minimally is generated as a results.

CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.2
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    • pp.157-163
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    • 2014
  • Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.

On the weak law of large numbers for weighted sums of airwise negative quadrant dependent random variables

  • Kim, Tae-Sung;Beak, Jong-Il
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.261-268
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    • 2000
  • Let {Xn,n$\geq$1} be a sequence of pairwise negative quadrant dependent(NQD) random variables and let {an,n$\geq$1} and {bn,n$\geq$1} be sequencesof constants such that an$\neq$0 and 0$\infty$. In this note, for pairwise NQD random varibles, a general weak law of alrge numbers of the form(∑│aj│Xj-$\upsilon$n)/bnlongrightarrow0) is established, where {νn,n$\geq$1} is a suitable sequence. AMS 2000 subject classifications ; 60F05

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A NOTE ON SUMS OF RANDOM VECTORS WITH VALUES IN A BANACH SPACE

  • Hong, Dug-Hun;Kwon, Joong-Sung
    • Communications of the Korean Mathematical Society
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    • v.10 no.2
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    • pp.439-442
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    • 1995
  • Let ${X_n : n = 1,2,\cdots}$ be a sequence of pairwise independent identically distributed random vectors taking values in a separable Hilbert space H such that $E \Vert X_1 \Vert = \infty$. Let $S_n = X_1 + X_2 + \cdots + X_n$ and for any real $\alpha$ with $0 < \alpha < 1$ define a sequence ${\gamma_n(\alpha)}$ as $\gamma_n(\alpha) = inf {r : P(\Vert S_n \Vert \leq r) \geq \alpha}$. Then $$ lim_{n \to \infty} sup \Vert S_n \Vert/\gamma_n(\alpha) = \infty $$ holds. This is a generalization of Vvedenskaya[2].

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Random sequence synchronization failure detection algorithm for synchronous stream cipher system using RMVD (RMVD를 이용하는 동기식 스트림 암호 데이터 통신시 난수동기 이탈 검출 알고리듬)

  • 박종욱
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.10 no.3
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    • pp.29-36
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    • 2000
  • It is very import role to increase communication quality that fast detection of random sequence synchronization fail in synchronous stream cipher system using initial synchronization mode. Generally it sends additional information to detect random sequency synchronization fail. But we can't transmit additional informations to decide synchronization fail in a system using RMVD to correct channel error. In this paper we propose a method to detect synchronization fail in the receiver even though a system using RMVD has no margin to send additional information, For detecting random sequency synchronization fail we decipher receiver data analyze probability of transition rate for pre-determined period and decide synchronization fail using calculated transition rate probability. This proposed method is fast very reliable and robust in noisy channel and is easily implemented with hardware.