• 제목/요약/키워드: random sum

검색결과 252건 처리시간 0.025초

A WEAK LAW FOR WEIGHTED SUMS OF ARRAY OF ROW NA RANDOM VARIABLES

  • Baek, Jong-Il;Liang, Han-Ying;Choi, Jeong-Yeol
    • 대한수학회보
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    • 제40권2호
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    • pp.341-349
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    • 2003
  • Let {$x_{nk}\;$\mid$1\;\leq\;k\;\leq\;n,\;n\;\geq\;1$} be an array of random varianbles and $\{a_n$\mid$n\;\geq\;1\}\;and\;\{b_n$\mid$n\;\geq\;1} be a sequence of constants with $a_n\;>\;0,\;b_n\;>\;0,\;n\;\geq\;1. In this paper, for array of row negatively associated(NA) random variables, we establish a general weak law of large numbers (WLLA) of the form (${\sum_{\kappa=1}}^n\;a_{\kappa}X_{n\kappa}\;-\;\nu_{n\kappa})\;/b_n$ converges in probability to zero, as $n\;\rightarrow\;\infty$, where {$\nu_{n\kappa}$\mid$1\;\leq\;\kappa\;\leq\;n,\;n\;\geq\;1$} is a suitable array of constants.

A Pseudo-Random Beamforming Technique for Time-Synchronized Mobile Base Stations with GPS Signal

  • Son, Woong;Jung, Bang Chul
    • Journal of Positioning, Navigation, and Timing
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    • 제7권2호
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    • pp.53-59
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    • 2018
  • This paper proposes a pseudo-random beamforming technique for time-synchronized mobile base stations (BSs) for multi-cell downlink networks which have mobility. The base stations equipped with multi-antennas and mobile stations (MSs) are time-synchronized based on global positioning system (GPS) signals and generate a number of transmit beamforming matrix candidates according to the predetermined pseudo-random pattern. In addition, MSs generate receive beamforming vectors that correspond to the beam index number based on the minimum mean square error (MMSE) using transmit beamforming vectors that make up a number of transmit beamforming matrices and wireless channel matrices from BSs estimated via the reference signals (RS). Afterward, values of received signal-to-interference-plus-noise ratio (SINR) with regard to all transmit beamforming vectors are calculated, and the resulting values are then feedbacked to the BS of the same cells along with the beam index number. Each of the BSs calculates each of the sum-rates of the transmit beamforming matrix candidates based on the feedback information and then transmits the calculated results to the BS coordinator. After this, optimum transmit beamforming matrices, which can maximize a sum-rate of the entire cells, are selected at the BS coordinator and informed to the BSs. Finally, data signals are transmitted using them. The simulation results verified that a sum-rate of the entire cells was improved as the number of transmit beamforming matrix candidates increased. It was also found that if the received SINR values and beam index numbers are feedbacked opportunistically from each of the MSs to the BSs, not only nearly the same performance in sum-rate with that of applying existing feedback techniques could be achieved but also an amount of feedback was significantly reduced.

FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

  • Ko, Mi-Hwa
    • 대한수학회논문집
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    • 제21권4호
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    • pp.779-786
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    • 2006
  • Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.

바나하 공간에서의 완전 수렴성 (Complete Convergence in a Banach Space)

  • 성수학
    • 자연과학논문집
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    • 제9권1호
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    • pp.57-60
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    • 1997
  • {$X_{ni}$,1$\leq$i$\leq$,n$\geq$1}은 2p차 적률을 갖는 적당한 확률변수 X에 의해서 유계된 바나하 공간상의 값을 갖는 확률변수 열이다. 상수 열 {$a_{ni}$,1$\leq$i$\leq$,n$\geq$1}에 적당한 조건을 부여할 때 $sum_{i=1}^n a_{ni}X_{ni}$가 0에 확률적으로 수렴할 조건과 완전수렴할 조건은 서로 동치이다.

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On the Strong Law of Large Numbers for Arbitrary Random Variables

  • 남은우
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.49-54
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    • 2002
  • For arbitrary random variables {$X_{n},n{\geq}1$}, the order of growth of the series. $S_{n}\;=\;{\sum}_{j=1}^n\;X_{j}$ is studied in this paper. More specifically, when the series S_{n}$ diverges almost surely, the strong law of large numbers $S_{n}/g_{n}^{-1}$($A_{n}{\psi}(A_{n}))\;{\rightarrow}\;0$ a.s. is constructed by extending the results of Petrov (1973). On the other hand, if the series $S_{n}$ converges almost surely to a random variable S, then the tail series $T_{n}\;=\;S\;-\;S_{n-1}\;=\;{\sum}_{j=n}^{\infty}\;X_{j}$ is a well-defined sequence of random variables and converges to 0 almost surely. For the almost surely convergent series $S_{n}$, a tail series strong law of large numbers $T_{n}/g_{n}^{-1}(B_{n}{\psi}^{\ast}(B_{n}^{-1}))\;{\rightarrow}\;0$ a.s., which generalizes the result of Klesov (1984), is also established by investigating the duality between the limiting behavior of partial sums and that of tail series. In particular, an example is provided showing that the current work can prevail despite the fact that previous tail series strong law of large numbers does not work.

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Joint Optimization of User Set Selection and Transmit Power Allocation for Orthogonal Random Beamforming in Multiuser MIMO Systems

  • Kang, Tae-Sung;Seo, Bangwon
    • ETRI Journal
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    • 제34권6호
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    • pp.879-884
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    • 2012
  • When the number of users is finite, the performance improvement of the orthogonal random beamforming (ORBF) scheme is limited in high signal-to-noise ratio regions. In this paper, to improve the performance of the ORBF scheme, the user set and transmit power allocation are jointly determined to maximize sum rate under the total transmit power constraint. First, the transmit power allocation problem is expressed as a function of a given user set. Based on this expression, the optimal user set with the maximum sum rate is determined. The suboptimal procedure is also presented to reduce the computational complexity, which separates the user set selection procedure and transmit power allocation procedure.

PRECISE RATES IN THE LAW OF THE LOGARITHM FOR THE MOMENT CONVERGENCE OF I.I.D. RANDOM VARIABLES

  • Pang, Tian-Xiao;Lin, Zheng-Yan;Jiang, Ye;Hwang, Kyo-Shin
    • 대한수학회지
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    • 제45권4호
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    • pp.993-1005
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    • 2008
  • Let {$X,\;X_n;n{\geq}1$} be a sequence of i.i.d. random variables. Set $S_n=X_1+X_2+{\cdots}+X_n,\;M_n=\max_{k{\leq}n}|S_k|,\;n{\geq}1$. Then we obtain that for any -1$\lim\limits_{{\varepsilon}{\searrow}0}\;{\varepsilon}^{2b+2}\sum\limits_{n=1}^\infty\;{\frac {(log\;n)^b}{n^{3/2}}\;E\{M_n-{\varepsilon}{\sigma}\sqrt{n\;log\;n\}+=\frac{2\sigma}{(b+1)(2b+3)}\;E|N|^{2b+3}\sum\limits_{k=0}^\infty\;{\frac{(-1)^k}{(2k+1)^{2b+3}$ if and only if EX=0 and $EX^2={\sigma}^2<{\infty}$.

ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES

  • Sung, Soo-Hak
    • 대한수학회보
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    • 제46권4호
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    • pp.617-626
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    • 2009
  • Let {$Y_i$,-$\infty$ < i < $\infty$} be a doubly infinite sequence of i.i.d. random variables with E|$Y_1$| < $\infty$, {$a_{ni}$,-$\infty$ < i < $\infty$ n $\geq$ 1} an array of real numbers. Under some conditions on {$a_{ni}$}, we obtain necessary and sufficient conditions for $\sum\;_{n=1}^{\infty}\frac{1}{n}P(|\sum\;_{i=-\infty}^{\infty}a_{ni}(Y_i-EY_i)|$>$n{\epsilon})$<{\infty}$. We examine whether the result of Spitzer [11] holds for the moving average process, and give a partial solution.

ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR THE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE

  • Ko, Mi-Hwa;Kim, Tae-Sung
    • 대한수학회논문집
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    • 제23권1호
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    • pp.133-140
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    • 2008
  • Let {${\xi}_k,\;k\;{\in}\;{\mathbb{Z}}$} be a strictly stationary associated sequence of H-valued random variables with $E{\xi}_k\;=\;0$ and $E{\parallel}{\xi}_k{\parallel}^2\;<\;{\infty}$ and {$a_k,\;k\;{\in}\;{\mathbb{Z}}$} a sequence of linear operators such that ${\sum}_{j=-{\infty}}^{\infty}\;{\parallel}a_j{\parallel}_{L(H)}\;<\;{\infty}$. For a linear process $X_k\;=\;{\sum}_{j=-{\infty}}^{\infty}\;a_j{\xi}_{k-j}$ we derive that {$X_k} fulfills the functional central limit theorem.