• 제목/요약/키워드: uniform law of large numbers

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The uniform laws of large numbers for the chaotic logistic map

  • Bae, Jongsig;Hwang, Changha;Jun, Doobae
    • Journal of the Korean Data and Information Science Society
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    • 제28권6호
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    • pp.1565-1571
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    • 2017
  • The standard logistic map is an iterative function, which forms a discrete-time dynamic system. The chaotic logistic map is a kind of ergodic map defined over the unit interval. In this paper we study the limiting behaviors on the several processes induced by the chaotic logistic map. We derive the law of large numbers for the process induced by the chaotic logistic map. We also derive the uniform law of large numbers for this process. When deriving the uniform law of large numbers, we study the role of bracketing of the indexed class of functions associated with the process. Then we apply the idea of DeHardt (1971) associated with the bracketing method to the process induced by the logistic map. We finally illustrate an application to Monte Carlo integration.

The Uniform Law of Large Numbers for the Baker Transformation

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Communications for Statistical Applications and Methods
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    • 제16권1호
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    • pp.157-162
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    • 2009
  • The baker transformation is an ergodic transformation defined on the half open unit square. This paper considers the limiting behavior of the partial sum process of a martingale sequence constructed from the baker transformation. We get the uniform law of large numbers for the baker transformation.

A UNIFORM STRONG LAW OF LARGE NUMBERS FOR PARTIAL SUM PROCESSES OF FUZZY RANDOM SETS

  • Kwon, Joong-Sung;Shim, Hong-Tae
    • Journal of applied mathematics & informatics
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    • 제30권3_4호
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    • pp.647-653
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    • 2012
  • In this paper, we consider fuzzy random sets as (measurable) mappings from a probability space into the set of fuzzy sets and prove a uniform strong law of large numbers for sequences of independent and identically distributed fuzzy random sets. Our results generalize those of Bass and Pyke(1984)and Jang and Kwon(1998).

A Note on Weak Law of targe Numbers for $L^{1}(R)^{1}$

  • Lee, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.299-303
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    • 1998
  • In this paper weak laws of large numbers are obtained for random variables in $L^{1}(R)$ which satisfy a compact uniform integrability condition.

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LIMIT THEOREMS FOR HAWKES PROCESSES WITH UNIFORM IMMIGRANTS

  • Seol, Youngsoo
    • 대한수학회지
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    • 제56권4호
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    • pp.935-946
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    • 2019
  • Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history. We consider Hawkes processes with uniform immigrants which is a special case of the Hawkes processes with renewal immigrants. We study the limit theorems for Hawkes processes with uniform immigrants. In particular, we obtain a law of large number, a central limit theorem, and a large deviation principle.

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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    • 제21권4호
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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 THE LIMITS OF SUMS OF FUZZY NUMBERS

  • Kwon, Joong-Sung
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.153-162
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    • 1998
  • We study limits of sums of fuzzy numbers with different spreads and different shape functions where addition is defined by the sup-t-norm. We show the existence of the limit of the series of fuzzy numbers and prove the uniform continuity of the limit. Finally we investigate a law of large numbers for sequences of fuzzy numbers.

CONVERGENCE PROPERTIES OF THE PARTIAL SUMS FOR SEQUENCES OF END RANDOM VARIABLES

  • Wu, Yongfeng;Guan, Mei
    • 대한수학회지
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    • 제49권6호
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    • pp.1097-1110
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    • 2012
  • The convergence properties of extended negatively dependent sequences under some conditions of uniform integrability are studied. Some sufficient conditions of the weak law of large numbers, the $p$-mean convergence and the complete convergence for extended negatively dependent sequences are obtained, which extend and enrich the known results in the literature.