• Title/Summary/Keyword: Random sequence

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SOME RESULTS ON ASYMPTOTIC BEHAVIORS OF RANDOM SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Hung, Tran Loc;Thanh, Tran Thien
    • Communications of the Korean Mathematical Society
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    • v.25 no.1
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    • pp.119-128
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    • 2010
  • Let ${X_n,\;n\geq1}$ be a sequence of independent identically distributed (i.i.d.) random variables (r.vs.), defined on a probability space ($\Omega$,A,P), and let ${N_n,\;n\geq1}$ be a sequence of positive integer-valued r.vs., defined on the same probability space ($\Omega$,A,P). Furthermore, we assume that the r.vs. $N_n$, $n\geq1$ are independent of all r.vs. $X_n$, $n\geq1$. In present paper we are interested in asymptotic behaviors of the random sum $S_{N_n}=X_1+X_2+\cdots+X_{N_n}$, $S_0=0$, where the r.vs. $N_n$, $n\geq1$ obey some defined probability laws. Since the appearance of the Robbins's results in 1948 ([8]), the random sums $S_{N_n}$ have been investigated in the theory probability and stochastic processes for quite some time (see [1], [4], [2], [3], [5]). Recently, the random sum approach is used in some applied problems of stochastic processes, stochastic modeling, random walk, queue theory, theory of network or theory of estimation (see [10], [12]). The main aim of this paper is to establish some results related to the asymptotic behaviors of the random sum $S_{N_n}$, in cases when the $N_n$, $n\geq1$ are assumed to follow concrete probability laws as Poisson, Bernoulli, binomial or geometry.

ON H$\grave{a}$JEK-R$\grave{e}$NYI-TYPE INEQUALITY FOR CONDITIONALLY NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATIONS

  • Seo, Hye-Young;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.623-633
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    • 2012
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n|n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_n|n{\geq}1$} is said to be conditionally negatively associated given $\mathcal{F}$ if for every pair of disjoint subsets A and B of {1, 2, ${\cdots}$, n}, $Cov^{\mathcal{F}}(f_1(X_i,i{\in}A),\;f_2(X_j,j{\in}B)){\leq}0$ a.s. whenever $f_1$ and $f_2$ are coordinatewise nondecreasing functions. We extend the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality from negative association to conditional negative association of random variables. In addition, some corollaries are given.

A functional central limit theorem for positively dependent random vectors

  • Kim, Tae-Sung;Baek, Jong-Il
    • Communications of the Korean Mathematical Society
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    • v.10 no.3
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    • pp.707-714
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    • 1995
  • In this note, we extend the concepts of linearly positive quadrant dependence to the random vectors and prove a functional central limit theorem for positively quadrant dependent sequence of $R^d$-valued or separable Hilbert space valued random elements which satisfy a covariance summability condition. This result is an extension of a functional central limit theorem for weakly associated random vectors of Burton et al. to positive quadrant dependence case.

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The Concepts of Tightness for Fuzzy Set Valued Random Variables

  • Kim, Yun-Kyong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.9 no.2
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    • pp.147-153
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    • 2009
  • In this paper, we introduce several concepts of tightness for a sequence of random variables taking values in the space of normal and upper-semicontinuous fuzzy sets with compact support in $R^p$ and give some characterizations of their concepts. Also, counter-examples for the relationships between the concepts of tightness are given.

THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESS GENERATED BY WEAKLY ASSOCIATED RANDOM VECTORS

  • Kim, Tae-Sung;Ko, Mi-Hwa
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.11-20
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    • 2003
  • Let{Xt}be an m-dimensional linear process of the form (equation omitted), where{Zt}is a sequence of stationary m-dimensional weakly associated random vectors with EZt = O and E∥Zt∥$^2$$\infty$. We Prove central limit theorems for multivariate linear processes generated by weakly associated random vectors. Our results also imply a functional central limit theorem.

Transgelin is Required for Agonist-induced $Ca^{2+}$-Sensitization in Vascular Contractility: Evidence from an Antisense Approach (칼슘이온 감작이 포함된 Transgelin의 혈관 평활근 수축성 조절)

  • Je, Hyun-Gon;Je, Hyun-Dong
    • YAKHAK HOEJI
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    • v.53 no.3
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    • pp.156-160
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    • 2009
  • The present study was undertaken to determine whether transgelin participates in the regulation of vascular smooth muscle contraction and, if so, to investigate the mechanism. By PCR homology cloning, the cDNA sequence of ferret transgelin was determined and phosphorothioate antisense and random oligonucleotides were synthesized and introduced into strips of ferret aorta by a chemical loading procedure. Treatment of ferret aorta with transgelin antisense oligonucleotides resulted in a significant decrease in protein levels of transgelin to sham- or random sequence-loaded muscles, but no change in the protein levels of actin. Contraction in response to a phorbol ester was significantly decreased in antisense-treated muscles compared to sham- or random sequence-loaded controls. Neither basal intrinsic tone nor the contraction in response to phenylephrine was significantly affected by the antisense treatment. The data indicate that transgelin plays a significant role in the regulation of contraction and suggest that in a tonically active smooth muscle transgelin may function as a signalling protein to facilitate PKC or ERK-dependent signalling rather than thick filament regulation including $Ca^{2+}$ or calmodulin dependent regulation of myosin light chain kinase.

Application of quasi-Monte Carlo methods in multi-asset option pricing (준난수 몬테칼로 방법을 이용한 다중자산 옵션 가격의 추정)

  • Mo, Eun Bi;Park, Chongsun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.669-677
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    • 2013
  • Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasi-Monte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, Owen-Faure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.

Random Sequence Analysis of the Genomic DNA of Methanopyrus kandleri and Molecular Cloning of the Gene Encoding a Homologue of the Catalytic Subunit of Carbon Monoxide Dehydrogenase

  • Shin, Hyun-Seock;Ryu, Jae-Ryeon;Han, Ye-Sun;Choi, Yong-Jin;Yu, Yeon-Gyu
    • Journal of Microbiology and Biotechnology
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    • v.9 no.4
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    • pp.404-413
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    • 1999
  • Methanopyrus kandleri is a hyperthermophilic methanogen that represents one of the most heat-resistant organisms: the maximum growth temperature of M. kandleri is $110^{\circ}C$. A random sequence analysis of the genomic DNA of M. kandleri has been performed to obtain genomic information. More than 200 unique sequence tags were obtained and compared with the sequences in the GenBank and PIR databases. About 30% of the analyzed tags showed strong sequence similarity to previously identified genes involved in various cellular processes such as biosynthesis, transport, methanogenesis, or metabolism. When statistics relating to the frequency of codons were examined, the sequenced open reading frames showed highly biased codon usage and a high content of charged amino acids. Among the identified genes, a homologue of the catalytic subunit of carbon monoxide dehydrogenase (CODH) that reduces $CO_2$ to CO was cloned and sequenced in order to examine its detailed gene structure. The cloned gene includes consensus promoters. The amino acid sequence of the cloned gene shows a strong homology with the CODH genes from methanogenic Archaea, especially in the presumed binding sites for Fe-S centers.

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Construction of Jacket Matrices Based on q-ary M-sequences (q-ary M-sequences에 근거한 재킷 행렬 설계)

  • S.P., Balakannan;Kim, Jeong-Ki;Borissov, Yuri;Lee, Moon-Ho
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.45 no.7
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    • pp.17-21
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    • 2008
  • As with the binary pseudo-random sequences q-ary m-sequences possess very good properties which make them useful in many applications. So we construct a class of Jacket matrices by applying additive characters of the finite field $F_q$ to entries of all shifts of q-ary m-sequence. In this paper, we generalize a method of obtaining conventional Hadamard matrices from binary PN-sequences. By this way we propose Jacket matrix construction based on q-ary M-sequences.

The Sequence Labeling Approach for Text Alignment of Plagiarism Detection

  • Kong, Leilei;Han, Zhongyuan;Qi, Haoliang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.9
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    • pp.4814-4832
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    • 2019
  • Plagiarism detection is increasingly exploiting text alignment. Text alignment involves extracting the plagiarism passages in a pair of the suspicious document and its source document. The heuristics have achieved excellent performance in text alignment. However, the further improvements of the heuristic methods mainly depends more on the experiences of experts, which makes the heuristics lack of the abilities for continuous improvements. To address this problem, machine learning maybe a proper way. Considering the position relations and the context of text segments pairs, we formalize the text alignment task as a problem of sequence labeling, improving the current methods at the model level. Especially, this paper proposes to use the probabilistic graphical model to tag the observed sequence of pairs of text segments. Hence we present the sequence labeling approach for text alignment in plagiarism detection based on Conditional Random Fields. The proposed approach is evaluated on the PAN@CLEF 2012 artificial high obfuscation plagiarism corpus and the simulated paraphrase plagiarism corpus, and compared with the methods achieved the best performance in PAN@CLEF 2012, 2013 and 2014. Experimental results demonstrate that the proposed approach significantly outperforms the state of the art methods.