• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.281-292
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• 1995

In this paper the concept of strong mixing is extended to random fields, and an invariance principle is obtained for stationary strong mixing random fields.

• 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.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.503-503
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• 1994

• 대한수학회논문집
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• 제14권3호
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• pp.597-609
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• 1999

In this article we prove a central limit theorem for strictly stationary weakly dependent random fields with some interlaced mix-ing conditions. Mixing coefficients are not assumed. The result it basically the same to Peligrad([4]), which is CLT weakly depen-dent arrays of random variables. The proof is quite similar to the of Peligrad.

• 대한수학회논문집
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• 제19권1호
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• pp.169-177
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• 2004

For a stationary field $\{X_{\b{j}},\b{j}{\;}\in{\;}{\mathbb{Z}}^d_{+}\}$ of associated random variables with distribution function $F(x)\;=\;P(X_{\b{1}}\;{\leq}\;x)$ we study strong consistency and asymptotic normality of the empirical distribution function, which is proposed as an estimator for F(x). We also consider strong consistency and asymptotic normality of the empirical survival function by applying these results.

• 호남수학학술지
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• 제9권1호
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• pp.113-119
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• 1987

Random variables $X_1$, $X_1$, ..., $X_m$ are said to be weakly associated if whenever $\pi$ is a permutation of {1, 2,..., m}, $1{\leq}k<m$, and f: $R^{k}{\rightarrow}R$, g: $R^{m-k}{\rightarrow}R$ are coordinatewise nondecreasing functions then Cov $[f(X_{x(1)},...,\;X_{\pi(k)},\;g(X_{x(k+1)},...,\;X_{x(m)})]{\geq}0$, whenever the covariance is defined. An infinite collection of random variables is weakly associated if every finite subcollection is weakly associated. The basic properties of weak association and central limit theorem for weakly associated random variables are derived. We also extend this idea to point random fields and prove that a Cox process with a stationary weakly associated intensity rardom measure is weakly associated. Another inequalities and the fact that positive correlated normal random variables are weakly associated are also proved.

• Wind and Structures
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• 제29권6호
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• pp.389-403
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• 2019

In this study, two original spectral representations of stationary stochastic fields, say the continuous proper orthogonal decomposition (CPOD) and the frequency-wavenumber spectral representation (FWSR), are derived from the Fourier-Stieltjes integral at first. Meanwhile, the relations between the above two representations are discussed detailedly. However, the most widely used conventional Monte Carlo schemes associated with the two representations still leave two difficulties unsolved, say the high dimension of random variables and the incompleteness of probability with respect to the generated sample functions of the stochastic fields. In view of this, a dimension-reduction model involving merely one elementary random variable with the representative points set owing assigned probabilities is proposed, realizing the refined description of probability characteristics for the stochastic fields by generating just several hundred representative samples with assigned probabilities. In addition, for the purpose of overcoming the defects of simulation efficiency and accuracy in the FWSR, an improved scheme of non-uniform wavenumber intervals is suggested. Finally, the Fast Fourier Transform (FFT) algorithm is adopted to further enhance the simulation efficiency of the horizontal stochastic wind velocity fields. Numerical examplesfully reveal the validity and superiorityof the proposed methods.

• 한국소음진동공학회논문집
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• 제24권6호
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• pp.437-443
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• 2014

Vibration testing is conducted for evaluate the fatigue resistance of responsible system over excitation situations and two kinds of vibration profiles, harmonic or random, are widely used in engineering fields. Harmonic excitation profile is adequate for the rotating machinery that is primarily exposed to the orderly excited force subjected for a rotating speed; Random profile is suitable for the non-stationary vibration input, that is a ground excitation for example. Recently, the sine on random(SOR) testing method was sometimes considered to represent the real excitation conditions since the measured response signals of a target system, expecially for moving mobility, shows usually a mixture of them. So, it is important to understand the accumulated fatigue damage over different excitation patterns, harmonic and/or random, to determine the efficient vibration profile of a target system. A uniaxial vibration testing with a notched simple beam was introduced to evaluate the fatigue damage for different excitation profiles and the best choice of vibration profile was concluded from those comparison of calculated fatigue damages.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2014년도 춘계학술대회 논문집
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• pp.340-345
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• 2014

Vibration testing is conducted for evaluate the fatigue resistance of responsible system over excitation situations and two kinds of vibration profiles, harmonic or random, are widely used in engineering fields. Harmonic excitation profile is adequate for the rotating machinery that is primarily exposed to the orderly excited force subjected for a rotating speed; Random profile is suitable for the non-stationary vibration input, that is a ground excitation for example. Recently, the sine on random (SOR) testing method was sometimes considered to represent the real excitation conditions since the measured response signals of a target system, expecially for moving mobility, shows usually a mixture of them. So, it is important to understand the accumulated fatigue damage over different excitation patterns, harmonic and/or random, to determine the efficient vibration profile of a target system. A uniaxial vibration testing with a notched simple beam was introduced to evaluate the fatigue damage for different excitation profiles and the best choice of vibration profile was concluded from those comparison of calculated fatigue damages.

• 천문학회보
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• 제40권1호
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• pp.49.2-49.2
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• 2015

IntraCluster Medium (ICM) located at the galaxy cluster is in the state of very hot, tenuous, magnetized, and highly ionized X-ray emitting plasmas. High temperature and low density make ICM very viscous and conductive. In addition to the high conductivity, fluctuating random plasma motions in ICM, occurring at all evolution stages, generate and amplify the magnetic fields in such viscous ionized gas. The amplified magnetic fields in reverse drive and constrain the plasma motions beyond the viscous scale through the magnetic tension. Moreover, without the influence of resistivity viscous damping effect gets balanced only with the magnetic tension in the extended viscous scale leading to peculiar ICM energy spectra. This overall collisionless magnetohydrodynamic (MHD) turbulence in ICM was simulated using a hyper diffusivity method. The results show the plasma motions and frozen magnetic fields have power law of $E_V^k{\sim}k^{-3}$, $E_M^k{\sim}k^{-1}$. To explain these abnormal power spectra we set up two simultaneous differential equations for the kinetic and magnetic energy using an Eddy Damped Quasi Normal Markovianized (EDQNM) approximation. The solutions and dimensions of leading terms in the coupled equations derive the power spectra and tell us how the spectra are formed. We also derived the same results with a more intuitive balance relation and stationary energy transport rate.