• Title/Summary/Keyword: randomly weighted sum

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CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

  • Dindiene, Lina;Leipus, Remigijus;Siaulys, Jonas
    • Journal of the Korean Mathematical Society
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    • v.54 no.6
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    • pp.1879-1903
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    • 2017
  • In this paper we study the closure property and probability tail asymptotics for randomly weighted sums $S^{\Theta}_n={\Theta}_1X_1+{\cdots}+{\Theta}_nX_n$ for long-tailed random variables $X_1,{\ldots},X_n$ and positive bounded random weights ${\Theta}_1,{\ldots},{\Theta}_n$ under similar dependence structure as in [26]. In particular, we study the case where the distribution of random vector ($X_1,{\ldots},X_n$) is generated by an absolutely continuous copula.

THE WEAK LAW OF LARGE NUMBERS FOR RANDOMLY WEIGHTED PARTIAL SUMS

  • Kim, Tae-Sung;Choi, Kyu-Hyuck;Lee, Il-Hyun
    • Bulletin of the Korean Mathematical Society
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    • v.36 no.2
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    • pp.273-285
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    • 1999
  • In this paper we establish the weak law of large numbers for randomly weighted partial sums of random variables and study conditions imposed on the triangular array of random weights {$W_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}n{\geq}1$} and on the triangular array of random variables {$X_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}{\geq}1$} which ensure that $\sum_{j=1}^{n}{\;}W_{nj}{\mid}X_{nj}{\;}-{\;}B_{nj}{\mid}$ converges In probability to 0, where {$B_{nj}{\;}:{\;}1{\;}{\leq}{\;}j{\;}{\leq}{\;}n,{\;}n{\;}{\geq}{\;}1$} is a centering array of constants or random variables.

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Almost Sure Convergence of Randomly Weighted Sums with Application to the Efrom Bootstrap

  • Kim, Tae-Sung;Kim, Hyuk-Joo;Seok, Eun-Yang
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.585-594
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    • 1999
  • Let {$X_{nj}$, 1$\leq$j$\leq$n,j$\geq$1} be a triangular array of random variables which are neither independent nor identically distributed. The almost sure convergences of randomly weighted partial sums of the form $$\sum_n^{j=1}$$ $W_{nj}$$X_{nj} are studied where {Wnj 1$\leq$j$\leq$n, j$\geq$1} is a triangular array of random weights. Application regarding the Efron bootstrap is also introduced.

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ON ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF LNQD RANDOM VARIABLES

  • Choi, Jeong-Yeol;Kim, So-Youn;Baek, Jong-Il
    • Honam Mathematical Journal
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    • v.34 no.2
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    • pp.241-252
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    • 2012
  • Let $\{X_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ be a sequence of LNQD which are dominated randomly by another random variable X. We obtain the complete convergence and almost sure convergence of weighted sums ${\sum}^n_{i=1}a_{ni}X_{ni}$ for LNQD by using a new exponential inequality, where $\{a_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ is an array of constants. As corollary, the results of some authors are extended from i.i.d. case to not necessarily identically LNQD case.

A Study on Facility Layout Planning Using Graph Theory (그래프 이론을 이용한 설비배치 계획에 관한 연구)

  • Kim, Jae-Gon;Lee, Geun-Cheol;Kim, Yeong-Dae
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.2
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    • pp.359-370
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    • 1997
  • We consider a facility layout problem with the objective of minimizing total transportation distance, which is the sum of rectilinear distances between facilities weighted by the frequency of trips between the facilities. It is assumed that facilities are required to have rectangular shapes and there is no empty space between the facilities in the layout. In this study, a graph theoretic heuristic is developed for the problem. In the heuristic, planar graphs are constructed to represent adjacencies between the facilities and then the graphs are converted to block layouts on a continual plane using a layout construction module. (Therefore, each graph corresponds to a layout.) An initial layout is obtained by constructing a maximal weighted planar graph and then the layout is improved by changing the planar graph. A simulated annealing algorithm is used to find a planar graph which gives the best layout. To show the performance of the proposed heuristic, computational experiments are done on randomly generated test problems and results are reported.

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Extracting Wisconsin Breast Cancer Prediction Fuzzy Rules Using Neural Network with Weighted Fuzzy Membership Functions (가중 퍼지 소속함수 기반 신경망을 이용한 Wisconsin Breast Cancer 예측 퍼지규칙의 추출)

  • Lim Joon Shik
    • The KIPS Transactions:PartB
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    • v.11B no.6
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    • pp.717-722
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    • 2004
  • This paper presents fuzzy rules to predict diagnosis of Wisconsin breast cancer using neural network with weighted fuzzy membership functions (NNWFM). NNWFM is capable of self-adapting weighted membership functions to enhance accuracy in prediction from the given clinical training data. n set of small, medium, and large weighted triangular membership functions in a hyperbox are used for representing n set of featured input. The membership functions are randomly distributed and weighted initially, and then their positions and weights are adjusted during learning. After learning, prediction rules are extracted directly from the enhanced bounded sums of n set of weighted fuzzy membership functions. Two number of prediction rules extracted from NNWFM outperforms to the current published results in number of rules and accuracy with 99.41%.

An Improved Ant Colony System for Parallel-Machine Scheduling Problem with Job Release Times and Sequence-Dependent Setup Times (작업투입시점과 순서의존적인 준비시간이 존재하는 병렬기계 일정계획을 위한 개선 개미군집 시스템)

  • Joo, Cheol-Min
    • Journal of Korean Institute of Industrial Engineers
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    • v.35 no.4
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    • pp.218-225
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    • 2009
  • This paper considers a parallel-machine scheduling problem with job release times and sequence-dependent setup times. The objective of this problem is to determine the allocation policy of jobs and the scheduling policy of machines so as to minimize the weighted sum of setup times, delay times, and tardy times. A mathematical model for optimal solution is derived and a meta heuristic algorithm based on the improved ant colony system is proposed in this paper. The performance of the meta heuristic algorithm is evaluated through compare with optimal solutions using randomly generated several examples.

Extracting Minimized Feature Input And Fuzzy Rules Using A Fuzzy Neural Network And Non-Overlap Area Distribution Measurement Method (퍼지신경망과 비중복면적 분산 측정법을 이용한 최소의 특징입력 및 퍼지규칙의 추출)

  • Lim Joon-Shik
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.5
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    • pp.599-604
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    • 2005
  • This paper presents fuzzy rules to predict diagnosis of Wisconsin breast cancer with minimized number of feature in put using the neural network with weighted fuzzy membership functions (NEWFM) and the non-overlap area distribution measurement method. NEWFM is capable of self-adapting weighted membership functions from the given the Wisconsin breast cancer clinical training data. n set of small, medium, and large weighted triangular membership functions in a hyperbox are used for representing n set of featured input. The membership functions are randomly distributed and weighted initially, and then their positions and weights are adjusted during learning. After learning, prediction rules are extracted directly from n set of enhanced bounded sums of n set of small, medium, and large weighted fuzzy membership functions. Then, the non-overlap area distribution measurement method is applied to select important features by deleting less important features. Two sets of prediction rules extracted from NEWFM using the selected 4 input features out of 9 features outperform to the current published results in number of set of rules, number of input features, and accuracy with 99.71%.

Neural Network Active Control of Structures with Earthquake Excitation

  • Cho Hyun Cheol;Fadali M. Sami;Saiidi M. Saiid;Lee Kwon Soon
    • International Journal of Control, Automation, and Systems
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    • v.3 no.2
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    • pp.202-210
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    • 2005
  • This paper presents a new neural network control for nonlinear bridge systems with earthquake excitation. We design multi-layer neural network controllers with a single hidden layer. The selection of an optimal number of neurons in the hidden layer is an important design step for control performance. To select an optimal number of hidden neurons, we progressively add one hidden neuron and observe the change in a performance measure given by the weighted sum of the system error and the control force. The number of hidden neurons which minimizes the performance measure is selected for implementation. A neural network was trained for mitigating vibrations of bridge systems caused by El Centro earthquake. We applied the proposed control approach to a single-degree-of-freedom (SDOF) and a two-degree-of-freedom (TDOF) bridge system. We assessed the robustness of the control system using randomly generated earthquake excitations which were not used in training the neural network. Our results show that the neural network controller drastically mitigates the effect of the disturbance.

Heuristics for Scheduling Wafer Lots at the Deposition Workstation in a Semiconductor Wafer Fab (반도체 웨이퍼 팹의 흡착공정에서 웨이퍼 로트들의 스케쥴링 알고리듬)

  • Choi, Seong-Woo;Lim, Tae-Kyu;Kim, Yeong-Dae
    • Journal of Korean Institute of Industrial Engineers
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    • v.36 no.2
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    • pp.125-137
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    • 2010
  • This study focuses on the problem of scheduling wafer lots of several product families in the deposition workstation in a semiconductor wafer fabrication facility. There are multiple identical parallel machines in the deposition workstation, and two types of setups, record-dependent setup and family setup, may be required at the deposition machines. A record-dependent setup is needed to find optimal operational conditions for a wafer lot on a machine, and a family setup is needed between processings of different families. We suggest two-phase heuristic algorithms in which a priority-rule-based scheduling algorithm is used to generate an initial schedule in the first phase and the schedule is improved in the second phase. Results of computational tests on randomly generated test problems show that the suggested algorithms outperform a scheduling method used in a real manufacturing system in terms of the sum of weighted flowtimes of the wafer lots.