• Title/Summary/Keyword: Random measure.

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ERGODICITY AND RANDOM WALKS ON A COMPACT GROUP

  • CHOE, GEON HO
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.1
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    • pp.25-33
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    • 2001
  • Let G be a finite group with a probability measure. We investigate the random walks on G in terms of ergodicity of the associated skew product transformation.

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A functional central limit theorem for positively dependent random fields

  • Tae Sung Kim;Eun Yang Seok
    • Communications of the Korean Mathematical Society
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    • v.11 no.1
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    • pp.265-272
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    • 1996
  • In this note we prove a functional central limit theorem for linearly positive quadrant dependent(LPQD) random fields, satisfying some assumption on covariances and the moment condition $\sup_{n \in \Zeta^d} E$\mid$S_n$\mid$^{2+\rho} < \infty$ for some $\rho > 0$. We also apply this notion to random measures.

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PACKING DIMENSION OF MEASURES ON A RANDOM CANTOR SET

  • Baek, In-Soo
    • Journal of the Korean Mathematical Society
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    • v.41 no.5
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    • pp.933-944
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    • 2004
  • Packing dimension of a set is an upper bound for the packing dimensions of measures on the set. Recently the packing dimension of statistically self-similar Cantor set, which has uniform distributions for contraction ratios, was shown to be its Hausdorff dimension. We study the method to find an upper bound of packing dimensions and the upper Renyi dimensions of measures on a statistically quasi-self-similar Cantor set (its packing dimension is still unknown) which has non-uniform distributions of contraction ratios. As results, in some statistically quasi-self-similar Cantor set we show that every probability measure on it has its subset of full measure whose packing dimension is also its Hausdorff dimension almost surely and it has its subset of full measure whose packing dimension is also its Hausdorff dimension almost surely for almost all probability measure on it.

CENTRAL LIMIT THEOREM FOR ASSOCIATED RANDOM VARIABLE

  • Ru, Dae-Hee
    • Journal of applied mathematics & informatics
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    • v.1 no.1
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    • pp.31-42
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    • 1994
  • In this paper we investigate an functional central limit theorem for a nonstatioary d-parameter array of associated random variables applying the crite-rion of the tightness condition in Bickel and Wichura[1971]. Our results imply an extension to the nonstatioary case of invariance principle of Burton and Kim(1988) and analogous results for the d-dimensional associated random measure. These re-sults are also applied to show a new functional central limit theorem for Poisson cluster random variables.

SAMPLE PATH PROPERTY OF CHENTSOV FIELDS

  • Kim, Joo-Mok
    • Journal of the Chungcheong Mathematical Society
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    • v.11 no.1
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    • pp.35-44
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    • 1998
  • Let {X(t), $t{\in}\mathbb{R}^n$} be a $S{\alpha}S$ H-sssis Chentsov random field with control measure m. We consider a geometric construction for L$\acute{e}$vy-Chentsov random fields and Takenaka random fields. Finally, we proved some property of conjugate classes and a.s. H$\ddot{o}$lder unboundedness of $S{\alpha}S$ H-sssis Chentsov random fields for all order ${\gamma}$ > H.

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A Unified Measure of Association for Complex Data Obtained from Independence Tests (혼합자료에서 독립성 검정에 의한 연관성 측정)

  • 이승천;허문열
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.151-167
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    • 2003
  • Although there exist numerous measures of association, most of them are lacking in generality in that they do not intend to measure the association between heterogeneous type of random variables. On the other hand, many statistical analyzes dealing with complex data sets require a very sophisticate measure of association. In this note, the p-value of independence tests is utilized to obtain a measure of association. The proposed measure of association have some consistency in measuring association between various types of random variables.

A unified measure of association for complex data obtained from independence tests (혼합자료에서 독립성검정에 의한 연관성 측정)

  • Lee, Seung-Chun;Huh, Moon Yul
    • The Korean Journal of Applied Statistics
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    • v.34 no.4
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    • pp.523-536
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    • 2021
  • Although there exist numerous measures of association, most of them are lacking in generality in that they do not intend to measure the association between heterogeneous type of random variables. On the other hand, many statistical analyzes dealing with complex data sets require a very sophisticate measure of association. In this note, the p-value of independence tests is utilized to obtain a measure of association. The proposed measure of association have some consistency in measuring association between various types of random variables.

INVARIANT GRAPH AND RANDOM BONY ATTRACTORS

  • Fateme Helen Ghane;Maryam Rabiee;Marzie Zaj
    • Journal of the Korean Mathematical Society
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    • v.60 no.2
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    • pp.255-271
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    • 2023
  • In this paper, we deal with random attractors for dynamical systems forced by a deterministic noise. These kind of systems are modeled as skew products where the dynamics of the forcing process are described by the base transformation. Here, we consider skew products over the Bernoulli shift with the unit interval fiber. We study the geometric structure of maximal attractors, the orbit stability and stability of mixing of these skew products under random perturbations of the fiber maps. We show that there exists an open set U in the space of such skew products so that any skew product belonging to this set admits an attractor which is either a continuous invariant graph or a bony graph attractor. These skew products have negative fiber Lyapunov exponents and their fiber maps are non-uniformly contracting, hence the non-uniform contraction rates are measured by Lyapnnov exponents. Furthermore, each skew product of U admits an invariant ergodic measure whose support is contained in that attractor. Additionally, we show that the invariant measure for the perturbed system is continuous in the Hutchinson metric.