• 대한수학회논문집
• /
• 제17권1호
• /
• pp.71-80
• /
• 2002

We give a formulation of the large deviation property for rescalings of random measures on the d-dimensional Euclidean space R$^{d}$ . The approach is global in the sense that the objects are Radon measures on R$^{d}$ and the dual objects are the continuous functions with compact support. This is applied to the cluster random measures with Poisson centers, a large class of random measures that includes the Poisson processes.

• 대한수학회지
• /
• 제54권3호
• /
• pp.1049-1061
• /
• 2017

The paper presents a characterization of stable random measures, giving a canonical form of their Laplace transform. Domain of attraction of stable random measures is concerned in a theorem showing that a random measure belongs to domain of attraction of any stable random measures if and only if it varies regularly at infinity.

• Journal of the Korean Statistical Society
• /
• 제21권2호
• /
• pp.127-137
• /
• 1992

In this paper we investigate scaling limits for associated random measures satisfying some moment conditions. No stationarity is required. Our results imply an improvement of a central limit theorem of Cox and Grimmett to associated random measure and an extension to the nonstationary case of scaling limits of Burton and Waymire. Also we prove an invariance principle for associated random measures which is an extension of the Birkel's invariance principle for associated process.

• 충청수학회지
• /
• 제13권2호
• /
• pp.19-27
• /
• 2001

In this paper we study another kind of the large deviation property, i.e. moderate deviation type for random amount of random measures on $R^d$ about a Poisson point process and a Poisson center cluster random measure.

• Journal of the Korean Data and Information Science Society
• /
• 제7권1호
• /
• pp.105-112
• /
• 1996

Softwares including random number generation are abundant in modern informative society. But it's hard to get directly multivariate multinomial random numbers from existing softwares. Multivariate multinomial random numbers are greatly used in social and medical sciences. In this paper, we show that desired multivariate multinomial random numbers can be easily generated by the aids of existing random number generating software. Some characteristics of multivariate multinomial distribution are surveyd. Measures of association for the generated random numbers were computed and compared with population ones via simulation study.

• 대한수학회지
• /
• 제42권2호
• /
• pp.269-289
• /
• 2005

An infinite system of stochastic differential equations (SDE)driven by Brownian motions and compensated Poisson random measures for the locations and weights of a collection of particles is considered. This is an analogue of the work by Kurtz and Xiong where compensated Poisson random measures are replaced by white noise. The particles interact through their weighted measure V, which is shown to be a solution of a stochastic differential equation. Also a limit theorem for system of SDE is proved when the corresponding Poisson random measures in SDE converge to white noise.

• 한국전자파학회논문지
• /
• 제26권11호
• /
• pp.999-1011
• /
• 2015

전자전(Electronic Warfare) 상황에서 레이다는 재머에 의해 전파교란공격(ECM: Electronic Counter Measures)을 받게 된다. Linear-FM 신호는 도플러 특성이 우수하고, 신호의 구현이 용이하여 레이다에서 주로 사용되어 왔지만, 반복된 패턴에 의해 피탐 확률이 높고, 신호 특성변수 추정이 가능하여 기만재밍에 취약하다. 최근 제안된 APCN(Advanced Pulse Compression Noise) 신호는 랜덤 진폭과 랜덤 위상코드로 이루어진 신호로서, 저피탐 성능이 우수한 신호이다. 하지만, APCN 신호를 비롯한 일반적인 위상코드 신호는 도플러 특성이 좋지 않으므로, 주파수 천이에 의해 신호수신 성능이 저하될 수 있다. 따라서 본 논문에서는 도플러 특성을 개선하기 위한 방안으로 랜덤 위상천이 및 부호율 천이(RPCR: Random Phase and Code Rate transition) 레이다 신호 파형을 제안하고, 도플러 성능과 저피탐 성능을 분석하였다. Ambiguity 함수를 이용하여 부호율 천이에 의한 도플러 특성 개선을 제시하며, WHT(Wigner-Hough Transform)을 이용한 신호 특성 변수 추정 실험을 통해 RPCR 신호의 저피탐 성능을 분석하고, 전파교란대응책(ECCM: Electronic Counter Counter Measures)으로의 가능성을 확인한다.

• 대한수학회논문집
• /
• 제12권2호
• /
• pp.411-418
• /
• 1997

In this note we prove a functional central limit theorem for nonstationary linearly positive quadrant dependent random fields. We extend it to the case of random measures.

• 한국지능시스템학회:학술대회논문집
• /
• 한국퍼지및지능시스템학회 2004년도 춘계학술대회 학술발표 논문집 제14권 제1호
• /
• pp.394-397
• /
• 2004

In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.

• 대한수학회논문집
• /
• 제11권1호
• /
• pp.265-272
• /
• 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.