• 제목/요약/키워드: Central Limit Theory

검색결과 28건 처리시간 0.021초

CONDITIONAL CENTRAL LIMIT THEOREMS FOR A SEQUENCE OF CONDITIONAL INDEPENDENT RANDOM VARIABLES

  • Yuan, De-Mei;Wei, Li-Ran;Lei, Lan
    • 대한수학회지
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    • 제51권1호
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    • pp.1-15
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    • 2014
  • A conditional version of the classical central limit theorem is derived rigorously by using conditional characteristic functions, and a more general version of conditional central limit theorem for the case of conditionally independent but not necessarily conditionally identically distributed random variables is established. These are done anticipating that the field of conditional limit theory will prove to be of significant applicability.

Asymptotic Theory for Multi-Dimensional Mode Estimator

  • Kim, Jean-Kyung
    • Journal of the Korean Statistical Society
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    • 제23권2호
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    • pp.251-269
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    • 1994
  • In this paper we extend Kim and Pollard's cube root asymptotics to other rates of convergence, to establish an asymptotic theory for a multidimensional mode estimator based on uniform kernel with shrinking bandwidths. We obtain rates of convergence depending on shrinking rates of bandwidth and non-normal limit distributions. Optimal decreasing rates of bandwidth are discussed.

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고전확률론과 중심극한정리에 대한 역사적 고찰

  • 장인홍
    • 한국수학사학회지
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    • 제15권3호
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    • pp.65-74
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    • 2002
  • In this paper we investigate an origin and development of the classical theory of probability. And we also investigate the law of large numbers and central limit theorem which are very important in tile probability theory.

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Stability analysis of homogeneous slopes with benches

  • Zhao, Lianheng;Xia, Peng;Xie, Rongfu;Li, Liang;Zhang, Yingbin;Cheng, Xiao
    • Geomechanics and Engineering
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    • 제13권3호
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    • pp.517-533
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    • 2017
  • In this paper, with a graphical approach, a series of stability charts for homogeneous slopes with benches are presented based on the upper bound limit analysis theory and strength reduction technique. The objective function of the slope safety factor $F_s$ is optimized by the nonlinear sequential quadratic programming, and a substantial number of examples are illustrated to use the stability charts for homogeneous slopes with benches driven by only the action of the soil weight. These charts can be applied to quick and accurate estimations of the stability status of homogeneous slopes with benches. Moreover, the failure modes and the formula for safety factor Fs of homogeneous slopes with benches are provided to illustrate the stability analysis of slopes with benches, which is validated by samples.

Three-dimensional limit analysis of seismic stability of tunnel faces with quasi-static method

  • Zhang, B.;Wang, X.;Zhang, J.S.;Meng, F.
    • Geomechanics and Engineering
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    • 제13권2호
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    • pp.301-318
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    • 2017
  • Based on the existing research results, a three-dimensional failure mechanism of tunnel face was constructed. The dynamic seismic effect was taken into account on the basis of quasi-static method, and the nonlinear Mohr-Coulomb failure criterion was introduced into the limit analysis by using the tangent technique. The collapse pressure along with the failure scope of tunnel face was obtained through nonlinear limit analysis. Results show that nonlinear coefficient and initial cohesion have a significant impact on the collapse pressure and failure zone. However, horizontal seismic coefficient and vertical seismic proportional coefficient merely affect the collapse pressure and the location of failure surface. And their influences on the volume and height of failure mechanism are not obvious. By virtue of reliability theory, the influences of horizontal and vertical seismic forces on supporting pressure were discussed. Meanwhile, safety factors and supporting pressures with respect to 3 different safety levels are also obtained, which may provide references to seismic design of tunnels.

ASYMPTOTICS FOR AN EXTENDED INVERSE MARKOVIAN HAWKES PROCESS

  • Seol, Youngsoo
    • 대한수학회지
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    • 제58권4호
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    • pp.819-833
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    • 2021
  • Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history and has been widely applied in insurance, finance, queueing theory, statistics, and many other fields. Seol [27] proposed the inverse Markovian Hawkes processes and studied some asymptotic behaviors. In this paper, we consider an extended inverse Markovian Hawkes process which combines a Markovian Hawkes process and inverse Markovian Hawkes process with features of several existing models of self-exciting processes. We study the limit theorems for an extended inverse Markovian Hawkes process. In particular, we obtain a law of large number and central limit theorems.

수온환경변화에 따른 생물분포와 어업피해결정을 위한 임계환경변화량이론의 재조명 (Biological Distribution by Water Temperature and Refocus on the Theory of Critical Environmental Variation Quantum)

  • 강용주;김기수
    • 수산경영론집
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    • 제45권1호
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    • pp.1-16
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    • 2014
  • The study attempts to show that the theory of critical environmental variation quantum(CEVQ) has a sound logical basis and empirical support. It is well known that the theory of critical environmental variation quantum is derived from the theory of biological probability distibution function and the central limit theorem(CLT) in statistics. The study uses the case study of fisheries damages compensation caused br the public marine construction undertaken in the area do Anjeong Bay in the city of Tongyeong for empirical test of theory of CEVQ. The results shows that the CEVQ theory perfoms a good job in measuring quantatively fjsheries damages caused by outflow of cold water due to the operation of LNG company since 2002. Therefore the study proves that the CEVQ theory is a good theory having internal consistency and empirical applicability.

Catastrophe analysis of active-passive mechanisms for shallow tunnels with settlement

  • Yang, X.L.;Wang, H.Y.
    • Geomechanics and Engineering
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    • 제15권1호
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    • pp.621-630
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    • 2018
  • In the note a comprehensive and optimal passive-active mode for describing the limit failure of circular shallow tunnel with settlement is put forward to predict the catastrophic stability during the geotechnical construction. Since the surrounding soil mass around tunnel roof is not homogeneous, with tools of variation calculus, several different curve functions which depict several failure shapes in different soil layers are obtained using virtual work formulae. By making reference to the simple-form of Power-law failure criteria based on numerous experiments, a numerical procedure with consideration of combination of upper bound theorem and stochastic medium theory is applied to the optimal analysis of shallow-buried tunnel failure. With help of functional catastrophe theory, this work presented a more accurate and optimal failure profile compared with previous work. Lastly the note discusses different effects of parameters in new yield rule and soil mechanical coefficients on failure mechanisms. The scope of failure block becomes smaller with increase of the parameter A and the range of failure soil mass tends to decrease with decrease of unit weight of the soil and tunnel radius, which verifies the geomechanics and practical case in engineering.

A Continuous Robust Control Strategy for the Active Aeroelastic Vibration Suppression of Supersonic Lifting Surfaces

  • Zhang, K.;Wang, Z.;Behal, A.;Marzocca, P.
    • International Journal of Aeronautical and Space Sciences
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    • 제13권2호
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    • pp.210-220
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    • 2012
  • The model-free control of aeroelastic vibrations of a non-linear 2-D wing-flap system operating in supersonic flight speed regimes is discussed in this paper. A novel continuous robust controller design yields asymptotically stable vibration suppression in both the pitching and plunging degrees of freedom using the flap deflection as a control input. The controller also ensures that all system states remain bounded at all times during closed-loop operation. A Lyapunov method is used to obtain the global asymptotic stability result. The unsteady aerodynamic load is considered by resourcing to the non-linear Piston Theory Aerodynamics (PTA) modified to account for the effect of the flap deflection. Simulation results demonstrate the performance of the robust control strategy in suppressing dynamic aeroelastic instabilities, such as non-linear flutter and limit cycle oscillations.