• 제목/요약/키워드: uniformly integrable

검색결과 22건 처리시간 0.024초

수준 연속인 퍼지 랜덤 변수의 가중 합에 대한 약 수렴성 (Weak convergence for weighted sums of level-continuous fuzzy random variables)

  • 김윤경
    • 한국지능시스템학회논문지
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    • 제14권7호
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    • pp.852-856
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    • 2004
  • 이 논문에서는 퍼지 랜덤 변수의 합에 대한 약한 대수의 법칙을 일반화로서, 컴팩트 일양 적분 가능한 수준 연속 퍼지 랜덤 변수의 가중 합이 약 수렴하기 위한 동치 조건을 구하였다.

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.

ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF FUZZY RANDOM SETS

  • Joo, Sang-Yeol;Kim, Yun-Kyong;Kwon, Joong-Sung
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2004년도 정기학술대회
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    • pp.177-182
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    • 2004
  • In this paper, we establish some results on almost sure convergence for sums and weighted sums of uniformly integrable fuzzy random sets taking values in the space of upper-semicontinuous fuzzy sets in $R^{p}$.

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Convergence in Probability for Weighted Sums of Fuzzy Random Variables

  • Joo, Sang-Yeol;Hyun, Young-Nam
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.275-283
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    • 2005
  • In this paper, we give a sufficient condition for convergence in probability of weighted sums of convex-compactly uniformly integrable fuzzy random variables. As a result, we obtain weak law of large numbers for weighted sums of convexly tight fuzzy random variables.

A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUM OF LNQD RANDOM VARIABLES AND ITS APPLICATION

  • KIM, HYUN-CHULL;KIM, TAE-SUNG
    • 대한수학회논문집
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    • 제20권3호
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    • pp.531-538
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    • 2005
  • In this paper we derive the central limit theorem for ${\sum}_{i=1}^n\;a_{ni}\xi_i$, where ${a_{ni},\;1\;{\leq}\;i\;{\leq}\;n}$ is a triangular array of nonnegative numbers such that $sup_n{\sum}_{i=1}^n\;a_{ni}^2\;<\;{\infty},\;max_{1{\leq}i{\leq}n}a_{ni}{\rightarrow}0\;as\;n\;{\rightarrow}\;{\infty}\;and\;\xi'_i\;s$ are a linearly negative quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process $X_n\;=\;\sum_{j=-\infty}^\infty\;a_k+_j{\xi}_j$.

THE SECOND CENTRAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE ARRAYS

  • Bae, Jongsig;Jun, Doobae;Levental, Shlomo
    • 대한수학회보
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    • 제51권2호
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    • pp.317-328
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    • 2014
  • In Bae et al. [2], we have considered the uniform CLT for the martingale difference arrays under the uniformly integrable entropy. In this paper, we prove the same problem under the bracketing entropy condition. The proofs are based on Freedman inequality combined with a chaining argument that utilizes majorizing measures. The results of present paper generalize those for a sequence of stationary martingale differences. The results also generalize independent problems.

ELLIPTIC BIRKHOFF'S BILLIARDS WITH $C^2$-GENERIC GLOBAL PERTURBATIONS

  • Kim, Gwang-Il
    • 대한수학회보
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    • 제36권1호
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    • pp.147-159
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    • 1999
  • Tabanov investigated the global symmetric perturbation of the integrable billiard mapping in the ellipse [3]. He showed the nonintegrability of the Birkhoff billiard in the perturbed domain by proving that the principal separatrices splitting angle is not zero.In this paper, using the exact separatrix map of an one-degree-of freedom Hamiltoniam system with time periodic perturbation, we show the existence the stochastic layer including the uniformly hyperbolic invariant set which implies the nonintegrability near the separatrices of a Birkhoff's billiard in the domain bounded by $C^2$ convex simple curve constructed by the generic global perturbation of the ellipse.

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Weak Laws of Large Numbers for Weighted Sums of Fuzzy Random Variables

  • Hyun, Young-Nam;Kim, Yun-Kyong;Kim, Young-Ju;Joo, Sang-Yeol
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.529-540
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    • 2009
  • In this paper, we present some results on weak laws of large numbers for weighted sums of fuzzy random variables taking values in the space of fuzzy numbers of the real line R. We first give improvements of WLLN for weighted sums of convex-compactly uniformly integrable fuzzy random variables obtained by Joo and Hyun (2005). And then, we consider the case that the averages of expectations of fuzzy random variables converges. As results, WLLN for weighted sums of convexly tight or identically distributed case is obtained.

A CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES UNDER LINEAR NEGATIVELY QUADRANT DEPENDENCE

  • Kim, Hyun-Chull
    • 충청수학회지
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    • 제26권3호
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    • pp.615-623
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    • 2013
  • In this paper we establish a central limit theorem for weighted sums of $Y_n={\sum_{i=1}^{n}}a_n,_iX_i$, where $\{a_{n,i},\;n{\in}N,\;1{\leq}i{\leq}n\}$ is an array of nonnegative numbers such that ${\sup}_{n{\geq}1}{\sum_{i=1}^{n}}a_{n,i}^2$ < ${\infty}$, ${\max}_{1{\leq}i{\leq}n}a_{n,i}{\rightarrow}0$ and $\{X_i,\;i{\in}N\}$ is a sequence of linear negatively quadrant dependent random variables with $EX_i=0$ and $EX_i^2$ < ${\infty}$. Using this result we will obtain a central limit theorem for partial sums of linear processes.

Weak laws of large numbers for weighted sums of Banach space valued fuzzy random variables

  • Kim, Yun Kyong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제13권3호
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    • pp.215-223
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    • 2013
  • In this paper, we present some results on weak laws of large numbers for weighted sums of fuzzy random variables taking values in the space of normal and upper-semicontinuous fuzzy sets with compact support in a separable real Banach space. First, we give weak laws of large numbers for weighted sums of strong-compactly uniformly integrable fuzzy random variables. Then, we consider the case that the weighted averages of expectations of fuzzy random variables converge. Finally, weak laws of large numbers for weighted sums of strongly tight or identically distributed fuzzy random variables are obtained as corollaries.