• 대한수학회지
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• 제32권3호
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• pp.427-446
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• 1995

Let S be a set and B be a $\sigma$-field on S. We consider $(\Omega = S^Z, T = B^z, P)$ as the basic probability space. We denote by T the left shift on $\Omega$. We assume that P is invariant under T, i.e., $PT^{-1} = P$, and that T is ergodic. We denote by $X = \cdots, X_-1, X_0, X_1, \cdots$ the coordinate maps on $\Omega$. From our assumptions it follows that ${X_i}_{i \in Z}$ is a stationary and ergodic process.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2001년도 제14회 신호처리 합동 학술대회 논문집
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• pp.955-958
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• 2001

본 논문에서는 비동기 CDMA 시스템에서 다중접속에 의한 간섭을 제거하는 역상관기 중에서 반복 연산을 사용하여 계산량을 개선한 second-order stationary 기반의 반복적 역상관기와 수렴특성에 대하여 이론적으로 분석하고 모의실험을 통하여 성능을 검증하였다. 먼저 반복적 역상관기에서 수렴특성을 결정하는 수렴 인자를 유도하고 가장 빠른 수렴 특성을 보장하는 최적의 수렴상수를 상관행렬의 최대 및 최소 고유값으로 나타낼 수 있음을 증명하였다. 또한 최적의 수렴 상수와 반복회수에 따른 BER이 기존의 역상관기와 비슷한 성능을 가짐을 보였다.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.504-512
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• 1994

A simple proof for the random central limit theorem is given for a family of stationary linear lattice processes, which belogn to a class of 2 dimensional random fields, applying the Beveridge and Nelson decomposition in time series context. The result is an extension of Fakhre-Zakeri and Fershidi (1993) dealing with the linear process in time series to the case of the linear lattice process with 2 dimensional indices.

• 한국경영과학회지
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• 제6권2호
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• pp.51-55
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• 1981

In both continuous-review and periodic-review non-stationary inventory systems, the non-stationary Poisson demand process and the associated inventory position processes were proved being mutually independent of each other, which lead to the probability distribution of the corresponding net inventory position process in the form of a finite product sum of those two process distributions. It is also discussed how these results can correspond to analytical stochastic inventory cost function formulations in terms of the probability distributions of the processes.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.489-499
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• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제4권1호
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• pp.101-107
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• 2000

In this paper we establish an upper bound for the estimation error variance of a continuous stream with a stationary variogram V which is assumed to be of the r-Holder type (Lipschitzian) on [-d, d]. Functional properties for the mapping ${\xi}(t):=E[(X-X(t))^2]$, $t{\in}[0,d]$, are also given.

• Journal of Biosystems Engineering
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• 제26권6호
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• pp.503-508
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• 2001

In this paper, time-fiequency analysis and multi-dimensional spectral analysis methods are applied for source identification and diagnosis of non-stationary sound/vibration signals. Sound or vibration problems of general vehicle and agricultural machinary are under 500 Hz. So We used linearly increased chirp signals under 500 Hz. By checking the coherences on concerned time, fur time-variant non-stationary signals, this simulation it very well coincident to expected results.

• Korean Journal of Mathematics
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• 제25권2호
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• pp.147-162
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• 2017

In this research works, we consider the general regularized penalty method for non-stationary set valued equilibrium problem in a Banach space. We define weak coercivity conditions and show that the weak and strong convergence problems of the regularized penalty method.

• 대한수학회보
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• 제35권2호
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• pp.209-225
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• 1998

In this paper we obtain sharp upper and lower bounds of small ball oprobabilities for Gaussian processes with stationary increments, whose results are essential to estabilish Chung type laws of iterated logarithm.

• 대한수학회지
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• 제39권1호
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• pp.119-126
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• 2002

For a stationary multivariate linear process of the form X$_{t}$ = (equation omitted), where {Z$_{t}$ : t = 0$\pm$1$\pm$2ㆍㆍㆍ} is a sequence of stationary linearly positive quadrant dependent m-dimensional random vectors with E(Z$_{t}$) = O and E∥Z$_{t}$∥ $^2$< $\infty$, we prove a central limit theorem.theorem.