• 제목/요약/키워드: Random process

검색결과 1,657건 처리시간 0.038초

ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES

  • Sung, Soo-Hak
    • 대한수학회보
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    • 제46권4호
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    • pp.617-626
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    • 2009
  • Let {$Y_i$,-$\infty$ < i < $\infty$} be a doubly infinite sequence of i.i.d. random variables with E|$Y_1$| < $\infty$, {$a_{ni}$,-$\infty$ < i < $\infty$ n $\geq$ 1} an array of real numbers. Under some conditions on {$a_{ni}$}, we obtain necessary and sufficient conditions for $\sum\;_{n=1}^{\infty}\frac{1}{n}P(|\sum\;_{i=-\infty}^{\infty}a_{ni}(Y_i-EY_i)|$>$n{\epsilon})$<{\infty}$. We examine whether the result of Spitzer [11] holds for the moving average process, and give a partial solution.

Anaysis of System Lifetime Subject to Two Classes of Random Shocks

  • Kunmin Yeo;Jun, Chi-Hyuck
    • International Journal of Reliability and Applications
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    • 제1권1호
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    • pp.49-64
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    • 2000
  • We consider a system whose inherent life follows an Erlang distribution, which is subject to two heterogeneous random shocks. Minor shocks arrive according to a renewal process and each causes the system to fail independently with a certain probability. A major shock whose interarrival times follow an Erlang distribution causes the system to fail with probability one. The Laplace transform of the distribution of the time to system failure is derived in a functional form of the Laplace transform of the interarrival time distribution of minor shocks. An algorithm is given for the computation of the moments of the time to system failure.

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STRONG LAWS OF LARGE NUMBERS FOR LINEAR PROCESSES GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE

  • Ko, Mi-Hwa
    • 호남수학학술지
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    • 제30권4호
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    • pp.703-711
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    • 2008
  • Let ${{\xi}_k,k{\in}{\mathbb{Z}}}$ be an associated H-valued random variables with $E{\xi}_k$ = 0, $E{\parallel}{\xi}_k{\parallel}$ < ${\infty}$ and $E{\parallel}{\xi}_k{\parallel}^2$ < ${\infty}$ and {$a_k,k{\in}{\mathbb{Z}}$} a sequence of bounded linear operators such that ${\sum}^{\infty}_{j=0}j{\parallel}a_j{\parallel}_{L(H)}$ < ${\infty}$. We define the sationary Hilbert space process $X_k={\sum}^{\infty}_{j=0}a_j{\xi}_{k-j}$ and prove that $n^{-1}{\sum}^n_{k=1}X_k$ converges to zero.

이진 병합에 의한 양자암호 취약성 ((An) analysis of quantum cryptography vulnerability by Binary merge)

  • 임광철;최진석
    • 한국지능시스템학회논문지
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    • 제20권6호
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    • pp.837-842
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    • 2010
  • 본 논문에서는 양자암호 시스템의 설계과정에서 필연적으로 사용되는 의사난수들의 비트열들이 다수개 존재하는 현상과 이를 상호 공개된 채널에서 부분정보를 공유해야 하는 상황은 비트열들의 쌍을 노출시킨다. 본고에서는 이러한 의사난수 열의 기본 테스트 과정과 이를 벗어나는 이진 병합 비트열의 난수성에 대하여 살펴본다.

An Adaptively Segmented Forward Problem Based Non-Blind Deconvolution Technique for Analyzing SRAM Margin Variation Effects

  • Somha, Worawit;Yamauchi, Hiroyuki
    • JSTS:Journal of Semiconductor Technology and Science
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    • 제14권4호
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    • pp.365-375
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    • 2014
  • This paper proposes an abnormal V-shaped-error-free non-blind deconvolution technique featuring an adaptively segmented forward-problem based iterative deconvolution (ASDCN) process. Unlike the algebraic based inverse operations, this eliminates any operations of differential and division by zero to successfully circumvent the issue on the abnormal V-shaped error. This effectiveness has been demonstrated for the first time with applying to a real analysis for the effects of the Random Telegraph Noise (RTN) and/or Random Dopant Fluctuation (RDF) on the overall SRAM margin variations. It has been shown that the proposed ASDCN technique can reduce its relative errors of RTN deconvolution by $10^{13}$ to $10^{15}$ fold, which are good enough for avoiding the abnormal ringing errors in the RTN deconvolution process. This enables to suppress the cdf error of the convolution of the RTN with the RDF (i.e., fail-bit-count error) to $1/10^{10}$ error for the conventional algorithm.

MRF-based Fuzzy Classification Using EM Algorithm

  • Lee, Sang-Hoon
    • 대한원격탐사학회지
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    • 제21권5호
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    • pp.417-423
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    • 2005
  • A fuzzy approach using an EM algorithm for image classification is presented. In this study, a double compound stochastic image process is assumed to combine a discrete-valued field for region-class processes and a continuous random field for observed intensity processes. The Markov random field is employed to characterize the geophysical connectedness of a digital image structure. The fuzzy classification is an EM iterative approach based on mixture probability distribution. Under the assumption of the double compound process, given an initial class map, this approach iteratively computes the fuzzy membership vectors in the E-step and the estimates of class-related parameters in the M-step. In the experiments with remotely sensed data, the MRF-based method yielded a spatially smooth class-map with more distinctive configuration of the classes than the non-MRF approach.

부구조법을 이용한 불규칙 기초가진을 받는 구조물의 시간 이력 해석 (Time History Analysis of Sturctures Subjected to Random Base Excitation by a Substructuring Method)

  • 이태원
    • 한국기계가공학회지
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    • 제21권3호
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    • pp.86-91
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    • 2022
  • The mechanical structures mounted on vehicles or aircrafts are subject to random accelerations, such as earthquakes, at the base, and their responses have been calculated through spectrum analysis. However, this method poses a challenge during the synthesis of the responses owing to the loss of the vibration phase. It is necessary to evaluate the time history results to obtain the exact responses; therefore, an efficient technique is proposed to solve this issue. The present technique involves constructing a superelement using the sub-structuring method and finding solutions for this superelement. The finite element model (FEM) was substituted by a superelement, which was simplified into one element with selected nodes. Comparing the numerical results of the superelement with the time history responses for the original finite element model, the two solutions agree well despite the fact that the computation time of the proposed technique has been greatly shortened.

반도체 테스트 비용 절감을 위한 랜덤 테스트 효율성 향상 기법 (A Method on Improving the Efficiency of Random Testing for VLSI Test Cost Reduction)

  • 이성제;이상석;안진호
    • 반도체디스플레이기술학회지
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    • 제22권1호
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    • pp.49-53
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    • 2023
  • In this paper, we propose an antirandom pattern-based test method considering power consumption to compensate for the problem that the fault coverage through random test decreases or the test time increases significantly when the DUT circuit structure is complex or large. In the proposed method, a group unit test pattern generation process and rearrangement process are added to improve the problems of long calculation time and high-power consumption, which are disadvantages of the previous antirandom test.

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Random Upper Functions for Levy Processes

  • Joo, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.93-111
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    • 1993
  • Let ${X(t) : t \geq 0}$ be a real-valued stochastics process with stationary independent increments. In this paper, under the condition of stochastic compactness, we obtain appropriate function $\alpha(t)$ and random function $\beta(t)$ such that for some positive finite constant C, lim sup${X(t) - \alpha(t)}/\beta(t) = C$ a.s. both as t tends to zero and infinity.

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