• Title/Summary/Keyword: Random Numbers

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EXTENSIONS OF SEVERAL CLASSICAL RESULTS FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES TO CONDITIONAL CASES

  • Yuan, De-Mei;Li, Shun-Jing
    • Journal of the Korean Mathematical Society
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    • v.52 no.2
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    • pp.431-445
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    • 2015
  • Extensions of the Kolmogorov convergence criterion and the Marcinkiewicz-Zygmund inequalities from independent random variables to conditional independent ones are derived. As their applications, a conditional version of the Marcinkiewicz-Zygmund strong law of large numbers and a result on convergence in $L^p$ for conditionally independent and conditionally identically distributed random variables are established, respectively.

Large Deviations for random walks with time stationary random distribution function

  • Hong, Dug-Hun
    • Journal of the Korean Mathematical Society
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    • v.32 no.2
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    • pp.279-287
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    • 1995
  • Let $F$ be a set of distributions on R with the topology of weak convergence, and let $A$ be the $\sigma$-field generated by the open sets. We denote by $F_1^\infty$ the space consisting of all infinite sequence $(F_1, F_2, \cdots), F_n \in F and R_1^\infty$ the space consisting of all infinite sequences $(x_1, x_2, \cdots)$ of real numbers. Take the $\sigma$-field $F_1^\infty$ to be the smallest $\sigma$-field of subsets of $F_1^\infty$ containing all finite-dimensional rectangles and take $B_1^\infty$ to be the Borel $\sigma$-field $R_1^\infty$.

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THE CENTRAL LIMIT THEOREMS FOR STATIONARY LINEAR PROCESSES GENERATED BY DEPENDENT SEQUENCES

  • Kim, Tae-Sung;Ko, Mi-Hwa;Ryu, Dae-Hee
    • Journal of applied mathematics & informatics
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    • v.12 no.1_2
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    • pp.299-305
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    • 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).

ON ALMOST SURE CONVERGENCE OF NEGATIVELY SUPERADDITIVE DEPENDENT FOR SEMI-GAUSSIAN RANDOM VARIABLES

  • BAEK, JONG-IL;SEO, HYE-YOUNG
    • Journal of applied mathematics & informatics
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    • v.39 no.1_2
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    • pp.145-153
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    • 2021
  • When {Xni|1 ≤ i ≤ n, n ≥ 1} be an array of rowwise negatively superadditive dependent(NSD) for semi-Gaussian random variables and {ani|1 ≤ i ≤ n, n ≥ 1} is an array of constants, we study the almost sure convergence of weighted sums ∑ni=1 aniXni under some appropriate conditions and we obtain some corollaries.

A SOLUTION OF THE ORNSTEIN-UHLENBECK EQUATION

  • MOON BYUNG SOO;THOMPSON RUSSEL C.
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.445-454
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    • 2006
  • We describe a solution to the Ornstein-Uhlenbeck equation $\frac{dI}{dt}-\frac{1}{\tau}$I(t)=cV(t) where V(t) is a constant multiple of a Gaussian white noise. Our solution is based on a discrete set of Gaussian white noise obtained by taking sample points from a sum of single frequency harmonics that have random amplitudes, random frequencies, and random phases. Hence, it is different from the solution by the standard random walk using random numbers generated by the Box-Mueller algorithm. We prove that the power of the signal has the additive property, from which we derive that the Lyapunov characteristic exponent for our solution is positive. This compares with the solution by other methods where the noise is kept to be in an error range so that its Lyapunov exponent is negative.

An Analysis of Structural Changes on the Linux Pseudo Random Number Generator (리눅스 의사난수발생기의 구조 변화 분석)

  • Taeill Yoo;Dongyoung Roh
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.34 no.3
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    • pp.365-378
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    • 2024
  • The operating system (OS) of mobiles or embedded devices is based on the Linux kernel. These OSs request random numbers from the Linux kernel for system operation, such as encryption keys and security features. To provide random numbers reliably, the Linux kernel has a dedicated random number generator (Linux Pseudo Random Number Generator, LPRNG). Recently, LPRNG has undergone a major structural changes. However, despite the major changes, no security analysis has been published on the structure of the new LPRNG. Therefore, we analyze these structural changes as a preliminary study to utilize the security analysis of the new LPRNG. Furthermore, the differences between before and after the changes are divided into cryptographic and performance perspectives to identify elements that require security analysis. This result will help us understand the new LPRNG and serve as a base for security analysis.

ON CONVERGENCE OF SERIES OF INDEPENDENTS RANDOM VARIABLES

  • Sung, Soo-Hak;Volodin, Andrei-I.
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.4
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    • pp.763-772
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    • 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].

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ON MARCINKIEWICZ'S TYPE LAW FOR FUZZY RANDOM SETS

  • Kwon, Joong-Sung;Shim, Hong-Tae
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.55-60
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    • 2014
  • In this paper, we will obtain Marcinkiewicz's type limit laws for fuzzy random sets as follows : Let {$X_n{\mid}n{\geq}1$} be a sequence of independent identically distributed fuzzy random sets and $E{\parallel}X_i{\parallel}^r_{{\rho_p}}$ < ${\infty}$ with $1{\leq}r{\leq}2$. Then the following are equivalent: $S_n/n^{\frac{1}{r}}{\rightarrow}{\tilde{0}}$ a.s. in the metric ${\rho}_p$ if and only if $S_n/n^{\frac{1}{r}}{\rightarrow}{\tilde{0}}$ in probability in the metric ${\rho}_p$ if and only if $S_n/n^{\frac{1}{r}}{\rightarrow}{\tilde{0}}$ in $L_1$ if and only if $S_n/n^{\frac{1}{r}}{\rightarrow}{\tilde{0}}$ in $L_r$ where $S_n={\Sigma}^n_{i=1}\;X_i$.

A Simple Random Signal Generator Employing Current Mode Switched Capacitor Circuit

  • Yamakawa, Takeshi;Suetake, Noriaki;Miki, Tsutomu;Uchino, Eiji;Eguchi, Akihiro
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.865-868
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    • 1993
  • This paper describes a simple random signal generator employing by CMOS analog technology in current mode. The system is a nonlinear dynamical system described by a difference equation, such as x(t+1) = f(x(t)) , t = 0,1,2, ... , where f($.$) is a nonlinear function of x(f). The tent map is used as a nonlinear function to produce the random signals with the uniform distribution. The prototype is implemented by using transistor array devices fabricated in a mass product line. It can be easily realized on a chip. Uniform randomness of the signal is examined by the serial correlation test and the $\chi$2 test.

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