• Communications for Statistical Applications and Methods
• /
• v.24 no.5
• /
• pp.443-455
• /
• 2017

In this paper, we study ARCH(${\infty}$) models with either geometrically decaying coefficients or hyperbolically decaying coefficients. Most popular autoregressive conditional heteroscedasticity (ARCH)-type models such as various modified generalized ARCH (GARCH) (p, q), fractionally integrated GARCH (FIGARCH), and hyperbolic GARCH (HYGARCH). can be expressed as one of these cases. Sufficient conditions for $L_2$-near-epoch dependent (NED) property to hold are established and the functional central limit theorems for ARCH(${\infty}$) models are proved.

• Bulletin of the Korean Mathematical Society
• /
• v.57 no.5
• /
• pp.1115-1126
• /
• 2020

The main purpose of this paper is to establish the rates of convergence in weak limit theorems for normalized geometric sums of independent identically distributed random variables via Zolotarev's probability metric.

• Korean Journal of Mathematics
• /
• v.22 no.3
• /
• pp.471-489
• /
• 2014

We investigate the number of the weak periodic solutions for the bifurcation problem of the Hamiltonian system with the superquadratic nonlinearity. We get one theorem which shows the existence of at least two weak periodic solutions for this system. We obtain this result by using variational method, critical point theory induced from the limit relative category theory.

• Journal of applied mathematics & informatics
• /
• v.12 no.1_2
• /
• pp.299-305
• /
• 2003

The central limit theorems are obtained for stationary linear processes of the form Xt = (equation omitted), where {$\varepsilon$t} is a strictly stationary sequence of random variables which are either linearly positive quad-rant dependent or associated and {aj} is a sequence of .eat numbers with (equation omitted).

• Proceedings of the Computational Structural Engineering Institute Conference
• /
• 2008.04a
• /
• pp.78-83
• /
• 2008

There are many Korean traditional stone structures that have resisted successfully over more than several hundred years. However, their structural behavior is not investigated in engineering context yet. It is then difficult to predict how they behave against various loadings if they face. This paper is to investigate structural performance of the stone bridge structures based on the limit theorem. Structural performance of stone bridges are explained using possible collapse mechanisms with the corresponding thrusts whose values depend on the loads and the arch geometry.

• Bulletin of the Korean Mathematical Society
• /
• v.51 no.2
• /
• pp.317-328
• /
• 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.

• Journal of the Korean Mathematical Society
• /
• v.51 no.3
• /
• pp.609-633
• /
• 2014

From the ordinary notion of uniformly strong mixing for a sequence of random variables, a new concept called conditionally uniformly strong mixing is proposed and the relation between uniformly strong mixing and conditionally uniformly strong mixing is answered by examples, that is, uniformly strong mixing neither implies nor is implied by conditionally uniformly strong mixing. A couple of equivalent definitions and some of basic properties of conditionally uniformly strong mixing random variables are derived, and several conditional covariance inequalities are obtained. By means of these properties and conditional covariance inequalities, a conditional central limit theorem stated in terms of conditional characteristic functions is established, which is a conditional version of the earlier result under the non-conditional case.

• Journal of the Korea Society of Computer and Information
• /
• v.21 no.7
• /
• pp.85-92
• /
• 2016

The law of large numbers, central limit theorem, and connection among binomial distribution, normal distribution, and statistical estimation require dynamics of continuous visualization for students' better understanding of the concepts. During this visualization process, the differences and similarities between statistical probability and mathematical probability that students should observe need to be provided with the intermediate steps in the converging process. We propose a visualization method that can integrate intermediate processes and results through Excel. In this process, students' experiences with dynamic visualization help them to perceive that the results are continuously changed and extracted from multiple situations. Considering modeling as a key process, we developed a classroom exercise using Excel to estimate the population mean and standard deviation by using a sample mean computed from a collection of data out of the population through sampling.

• International Journal of Fuzzy Logic and Intelligent Systems
• /
• v.9 no.3
• /
• pp.219-223
• /
• 2009

Recently, Zhao et al. [Fuzzy Optimization and Decision Making (2007) 6, 279-295] characterized the interarrival times as fuzzy random variables and presented a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process in the fuzzy random renewal process. They also depicted both the interarrival times and rewards are depicted as fuzzy random variables and provided fuzzy random renewal reward theorem on the limit value of the long run expected reward per unit time in the fuzzy random renewal reward process. In this note, we simplify the proofs of two main results of the paper.

• Structural Engineering and Mechanics
• /
• v.17 no.1
• /
• pp.29-50
• /
• 2004

A total life model was developed to assess the service life of aging aircraft. The primary focus of this paper is the development of crack growth life projection using the response surface method. Crack growth life projection is a necessary component of the total life model. The study showed that the number of load cycles N needed for a crack to propagate to a specified size can be linearly related to the geometric parameter, material, and stress level of the component considered when all the variables are transformed to logarithmic values. By the Central Limit theorem, the ln N was approximated by Gaussian distribution. This Gaussian model compared well with the histograms of the number of load cycles generated from simulated crack growth curves. The outcome of this study will aid engineers in designing their crack growth experiments to develop the stochastic crack growth models for service life assessments.