• Title/Summary/Keyword: sums

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병렬 구조의 올패스 필터를 사용한 LPF에 관한 연구 (A Study on Low-Pass Filter using All-Pass Filter of Parallel Structure)

  • 김승영;김남호
    • 한국정보통신학회논문지
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    • 제5권3호
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    • pp.533-541
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    • 2001
  • 본 논문은 플랫트 딜레이 특성의 올패스 필터의 합을 이용한 로우패스 필터를 제시하였다. 이 필터는 병렬 구조의 올패스 필터로 구성하였고, 일반적인 아날로그 필터는 위상과 지연을 조정하는 것이 불가능하지만, 제시한 필터를 이용하면 위상과 지연을 조정하는 것이 용이하다는 장점을 가지고 있다. 그리고 통과대역 폭과 크기 특성, 군지연 특성과 차단 주파수를 비교 분석하였다. 아울러, 원하는 차단 주파수를 얻기 위해서 가중치를 인가하여, 융통성 있는 차단 주파수와 군지연 특성을 얻었다.

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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 q-ANALOGUE OF $\omega-BERNOULLI$ NUMBERS AND THEIR APPLICATIONS

  • Son, Jin-Woo;Jang, Douk-Soo
    • 대한수학회보
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    • 제38권2호
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    • pp.399-412
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    • 2001
  • In this paper, we consider that the q-analogue of w$\omega-Bernoulli numbers\; B_i(\omega, q)$. And we calculate the sums of products of two q-analogue of $\omega-Bernoulli numbers B_i(\omega, q)$ in complex cases. From this result, we obtain the Euler type formulas of the Carlitz´s q-Bernoulli numbers $\beta_i(q)$ and q-Bernoulli numbers $B_i(q)$. And we also calculate the p-adic Stirling type series by the definition of $B_i(\omega, q)$ in p-adic cases.

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Maximizing the Overlay of Sample Units for Two Stratified Designs by Linear Programming

  • Ryu, Jea-Bok;Kim, Sun-Woong
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.719-729
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    • 2001
  • Overlap Maximization is a sampling technique to reduce survey costs and costs associated with the survey. It was first studied by Keyfitz(1951). Ernst(1998) presented a remarkable procedure for maximizing the overlap when the sampling units can be selected for two identical stratified designs simultaneously, But the approach involves mimicking the behaviour of nonlinear function by linear function and so it is less direct, even though the stratification problem for the overlap corresponds directly to the linear programming problem. furthermore, it uses the controlled selection algorithm that repeatedly needs zero-restricted controlled roundings, which are solutions of capacitated transportation problems. In this paper we suggest a comparatively simple procedure to use linear programming in order to maximize the overlap. We show how this procedure can be implemented practically.

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On Convergence for Sums of Rowwise Negatively Associated Random Variables

  • Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.549-556
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    • 2009
  • Let $\{(X_{ni}|1{\leq}i{\leq}n,\;n{\geq}1)\}$ be an array of rowwise negatively associated random variables. In this paper we discuss $n^{{\alpha}p-2}h(n)max_{1{\leq}k{\leq}n}|{\sum}_{i=1}^kX_{ni}|/n^{\alpha}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed with suitable conditions for ${\alpha}$>1/2, 0${\alpha}p{\geq}1$ and a slowly varying function h(x)>0 as $x{\rightarrow}{\infty}$. In addition, we obtain the complete convergence of moving average process based on negative association random variables which extends the result of Zhang (1996).

On Strongly Extending Modules

  • Atani, S. Ebrahimi;Khoramdel, M.;Hesari, S. Dolati Pish
    • Kyungpook Mathematical Journal
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    • 제54권2호
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    • pp.237-247
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    • 2014
  • The purpose of this paper is to introduce the concept of strongly extending modules which are particular subclass of the class of extending modules, and study some basic properties of this new class of modules. A module M is called strongly extending if each submodule of M is essential in a fully invariant direct summand of M. In this paper we examine the behavior of the class of strongly extending modules with respect to the preservation of this property in direct summands and direct sums and give some properties of these modules, for instance, strongly summand intersection property and weakly co-Hopfian property. Also such modules are characterized over commutative Dedekind domains.

NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION

  • Hwang, Kyo-Shin
    • East Asian mathematical journal
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    • 제36권1호
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    • pp.25-34
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    • 2020
  • The classical limit theorems like strong law of large numbers, central limit theorems and law of iterated logarithms are fundamental theories in probability and statistics. These limit theorems are proved under additivity of probabilities and expectations. In this paper, we investigate strong law of large numbers under sub-linear expectation which generalize the classical ones. We give strong law of large numbers under sub-linear expectation with respect to the partial sums and some conditions similar to Petrov's. It is an extension of the classical Chung type strong law of large numbers of Jardas et al.'s result. As an application, we obtain Chung's strong law of large number and Marcinkiewicz's strong law of large number for independent and identically distributed random variables under the sub-linear expectation. Here the sub-linear expectation and its related capacity are not additive.

사영을 이용한 일원 분산성분 (Variance components in one-factor random model by projections)

  • 최재성
    • Journal of the Korean Data and Information Science Society
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    • 제22권3호
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    • pp.381-387
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    • 2011
  • 본 논문은 일원 확률모형의 가정하에 실험자료를 분석할 때 확률모형과 관련된 분산성분을 추정하는 문제를 다루고 있다. 분산성분의 추정방법으로 적률법을 이용하고 있다. 적률법을 이용할 때 필요한 두 가지 계산과정은 요인의 변동에 따른 제곱합과 제곱합의 기대값 계산이다. 제곱합의 계산으로 사영을 어떻게 이용하는 가를 논의하고 있다. 제곱합의 기대값 계산을 위해 분산성분의 계수로 관측되는 관련행렬의 고유근을 이용하는 방법을 다루고 있다. 분산성분의 적률추정량으로 사영과 고유근을 이용한 분산성분의 추정방법이 Hartley (1967)의 합성법보다 간편하고 효율적인 방법임을 논의하고 있다.

THE WEAK LAW OF LARGE NUMBER FOR NORMED WEIGHTED SUMS OF STOCHASTICALLY DOMINATED AND PAIRWISE NEGATIVELY QUADRANT DEPENDENT RANDOM VARIABLES

  • KIM, TAE-SUNG;CHOI, JEONG-YEOL;KIM, HYUN-CHUL
    • 호남수학학술지
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    • 제21권1호
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    • pp.149-156
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    • 1999
  • Let $\{X_n,\;n{\geq}1\}$ be a sequence of pairwise negative quadrant dependent (NQD) random variables which are stochastically dominated by X. Let $\{a_n,\;n{\geq}1\}$ and $\{b_n,\;n{\geq}1\}$ be sequences of constants such that $a_n>0$ and $0. In this note a weak law of large number of the form $({\sum}_{j=1}^na_jX_j-{\nu}_n)/b_n\rightarrow\limits^p0$ is established, where $\{{\nu}_n,\;n{\geq}1\}$ is a suitable sequence.

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ON THE STRONG LAWS OF LARGE NUMBERS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES

  • Baek, J.I.;Choi, J.Y.;Ryu, D.H.
    • Journal of applied mathematics & informatics
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    • 제15권1_2호
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    • pp.457-466
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    • 2004
  • Let{$X_{ni}$\mid$\;1\;{\leq}\;i\;{\leq}\;k_n,\;n\;{\geq}\;1$} be an array of rowwise negatively associated random variables such that $P$\mid$X_{ni}$\mid$\;>\;x)\;=\;O(1)P($\mid$X$\mid$\;>\;x)$ for all $x\;{\geq}\;0,\;and\; \{k_n\}\;and\;\{r_n\}$ be two sequences such that $r_n\;{\geq}\;b_1n^r,\;k_n\;{\leq}\;b_2n^k$ for some $b_1,\;b_2,\;r,\;k\;>\;0$. Then it is shown that $\frac{1}{r_n}\;max_1$\mid${\Sigma_{i=1}}^j\;X_{ni}$\mid$\;{\rightarrow}\;0$ completely convergence and the strong convergence for weighted sums of N A arrays is also considered.