• 제목/요약/키워드: Law of Large numbers

검색결과 158건 처리시간 0.028초

LIMIT THEOREMS FOR MARKOV PROCESSES GENERATED BY ITERATIONS OF RANDOM MAPS

  • Lee, Oe-Sook
    • 대한수학회지
    • /
    • 제33권4호
    • /
    • pp.983-992
    • /
    • 1996
  • Let p(x, dy) be a transition probability function on $(S, \rho)$, where S is a complete separable metric space. Then a Markov process $X_n$ which has p(x, dy) as its transition probability may be generated by random iterations of the form $X_{n+1} = f(X_n, \varepsilon_{n+1})$, where $\varepsilon_n$ is a sequence of independent and identically distributed random variables (See, e.g., Kifer(1986), Bhattacharya and Waymire(1990)).

  • PDF

국내외 슈퍼컴퓨팅 동향 (CURRENT STATUS OF SUPERCOMPUTING TRENDS)

  • 조금원
    • 한국전산유체공학회:학술대회논문집
    • /
    • 한국전산유체공학회 2006년도 추계 학술대회논문집
    • /
    • pp.210-210
    • /
    • 2006
  • IT technologies(Chips, Grid and e-Science) are rapidly changed from 1965. In 1965, Intel co-founder Gordon Mooresaq the future. His prediction popularly known as Moore's law, state that the computer chips double in power every 18 months Grid computing offers a model for solving massive computational problems by making use of the unused resources of large numbers of disparate, often desktop, computers treated as a virtual cluster embedded in a distributed telecommunications infrastructure. In this paper, I will discuss current status of supercomputing technology and haw we can use these on CFD. Functionally, one can classify Grids into several types:

  • PDF

SOME LIMIT THEOREMS FOR POSITIVE RECURRENT AGE-DEPENDENT BRANCHING PROCESSES

  • Kang, Hye-Jeong
    • 대한수학회지
    • /
    • 제38권1호
    • /
    • pp.25-35
    • /
    • 2001
  • In this paper we consider an age dependent branching process whose particles move according to a Markov process with continuous state space. The Markov process is assumed to the stationary with independent increments and positive recurrent. We find some sufficient conditions for he Markov motion process such that the empirical distribution of the positions converges to the limiting distribution of the motion process.

  • PDF

A STUDY ON GARCH(p, q) PROCESS

  • Lee, Oe-Sook
    • 대한수학회논문집
    • /
    • 제18권3호
    • /
    • pp.541-550
    • /
    • 2003
  • We consider the generalized autoregressive model with conditional heteroscedasticity process(GARCH). It is proved that if (equation omitted) β/sub i/ < 1, then there exists a unique invariant initial distribution for the Markov process emdedding the given GARCH process. Geometric ergodicity, functional central limit theorems, and a law of large numbers are also studied.

ON CONVERGENCE OF SERIES OF INDEPENDENTS RANDOM VARIABLES

  • Sung, Soo-Hak;Volodin, Andrei-I.
    • 대한수학회보
    • /
    • 제38권4호
    • /
    • pp.763-772
    • /
    • 2001
  • The rate of convergence for an almost surely convergent series $S_n={\Sigma^n}_{i-1}X_i$ of independent random variables is studied in this paper. More specifically, when S$_{n}$ converges almost surely to a random variable S, the tail series $T_n{\equiv}$ S - S_{n-1} = {\Sigma^\infty}_{i-n} X_i$ is a well-defined sequence of random variables with T$_{n}$ $\rightarrow$ 0 almost surely. Conditions are provided so that for a given positive sequence {$b_n, n {\geq$ 1}, the limit law sup$_{\kappa}\geqn | T_{\kappa}|/b_n \rightarrow$ 0 holds. This result generalizes a result of Nam and Rosalsky [4].

  • PDF

UNIFORM ASYMPTOTICS IN THE EMPIRICAL MEAN RESIDUAL LIFE PROCESS

  • Bae, Jong-Sic;Kim, Sung-Yeun
    • 대한수학회지
    • /
    • 제43권2호
    • /
    • pp.225-239
    • /
    • 2006
  • In [5], Csorgo and Zitikis exposed the strong $uniform-over-[0,\;{\infty}]$ consistency, and weak $uniform-over-[0,\;{\infty}]$ approximation of the empirical mean residual life process by employing weight functions. We carry on the uniform asymptotic behaviors of the empirical mean residual life process over the whole positive half line by representing the process as an integral form. We compare our results with those of Yang [15], Hall and Wellner [8], and Csorgo and Zitikis [5].

GENERAL LAWS OF PRECISE ASYMPTOTICS FOR SUMS OF RANDOM VARIABLES

  • Meng, Yan-Jiao
    • 대한수학회지
    • /
    • 제49권4호
    • /
    • pp.795-804
    • /
    • 2012
  • In this paper, we obtain two general laws of precise asymptotics for sums of i.i.d random variables, which contain general weighted functions and boundary functions and also clearly show the relationship between the weighted functions and the boundary functions. As corollaries, we obtain Theorem 2 of Gut and Spataru [A. Gut and A. Sp$\check{a}$taru, Precise asymptotics in the law of the iterated logarithm, Ann. Probab. 28 (2000), no. 4, 1870-1883] and Theorem 3 of Gut and Sp$\check{a}$taru [A. Gut and A. Sp$\check{a}$taru, Precise asymptotics in the Baum-Katz and Davids laws of large numbers, J. Math. Anal. Appl. 248 (2000), 233-246].

ON THE WEAK LAW OF LARGE NUMBERS FOR ARRAYS OF PAIRWISE INDEPENDENT RANDOM VARIABLES

  • Hong, Dug-Hun;Hwang, Seok-Yoon;Kwon, Joong-Sung
    • 대한수학회논문집
    • /
    • 제9권2호
    • /
    • pp.419-421
    • /
    • 1994
  • Recently Hong and Oh [5] provided a fairly general weak law for arrays in the following form: Let {(X/sub ni/, l ≤ i ≤ k/sub n/), n ≥ l}, k/sub n/ → ∞ as n → ∞, be an array of random variables on (Ω, F, P) and set F/sub nj/ = σ{X/sub ni/, 1 ≤ i ≤ j}, 1 ≤ j ≤ k/sub n/, n ≥ 1, and F/sub n0/ = {ø, Ω}, n ≥ 1. Suppose that (equation omitted) aP { X/sub ni/ /sup p/ > a} → 0 as a → ∞ uniformly in n for some 0 < p < 2. Then S/sub n//(equation omitted) → 0 in probability as n → ∞ where S/sub n/ = (equation omitted)(X/sub ni/ - E(X/sib ni/I( X/sub ni/ /sub p/ ≤ k/sub n/) F/sub n,i-l/)). In this note, we will prove the following result under the same domination condition of Hong and Oh [5].(omitted)

  • PDF

《확률과 통계》의 시행과 두 가지 확률에 대한 고찰 및 교육적 시사점 (A Study on Experiments and Two Interpretations of Probability in 《Probability and Statistics》 and Its Educational Implications)

  • 이기돈
    • 한국수학사학회지
    • /
    • 제31권5호
    • /
    • pp.251-269
    • /
    • 2018
  • Empirical probability and classical probability, which are two interpretations of Kolmogorov's axiom, are two ways to recognize the chances of events occurring in the real world. In this paper, I analyzed and suggested the contents of the high school textbooks ${\ll}$Probability and Statistics${\gg}$, associated with two interpretations of probability and experiments on which two interpretations are based. By presenting the cases required expressly stating what the experiment is for supporting students' understanding of some concepts, it was discussed that stating or not stating what the experiment is should be carefully determined by the educational intent. Especially, I suggested that in the textbooks we contrast the good idea of calculating the ratios of two possibilities in the imaginary world of the classical probability with the normal idea of grasping the chances of events through the frequencies in the real world of the empirical probability, with distinguishing the experiments in two interpretations of probability. I also suggested that in the textbooks we make it clear that the Weak Law of Large Numbers justifies our expectations of the frequencies' reflecting the chances of events occurring in the real world under ideal conditions. Teaching and learning about the aesthetic elements and the practicality of imaginary mathematical thinking supported by these textbooks statements could be one form of Humanities education in mathematics as STEAM education.