• Communications for Statistical Applications and Methods
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• 제20권3호
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• pp.193-197
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• 2013

Almost sure central limit theorems are established for a stationary bootstrap sample mean of strong mixing processes. Both weak and strong consistencies are obtained.

• 호남수학학술지
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• 제27권2호
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• pp.301-315
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• 2005

Let $\{A_u,\;u=0,\;1,\;2,\;{\cdots}\}$ be a sequence of coefficient matrices such that ${\sum}_{u=0}^{\infty}{\parallel}A_u{\parallel}<{\infty}$ and ${\sum}_{u=0}^{\infty}\;A_u{\neq}O_{m{\times}m}$, where for any $m{\times}m(m{\geq}1)$, matrix $A=(a_{ij})$, ${\parallel}A{\parallel}={\sum}_{i=1}^m{\sum}_{j=1}^m{\mid}a_{ij}{\mid}$ and $O_{m{\times}m}$ denotes the $m{\times}m$ zero matrix. In this paper, a functional central limit theorem is derived for a stationary m-dimensional linear process ${\mathbb{X}}_t$ of the form ${\mathbb{X}_t}={\sum}_{u=0}^{\infty}A_u{\mathbb{Z}_{t-u}}$, where $\{\mathbb{Z}_t,\;t=0,\;{\pm}1,\;{\pm}2,\;{\cdots}\}$ is a stationary sequence of linearly positive quadrant dependent m-dimensional random vectors with $E({\mathbb{Z}_t})={{\mathbb{O}}$ and $E{\parallel}{\mathbb{Z}_t}{\parallel}^2<{\infty}$.

• 대한수학회보
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• 제47권6호
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• pp.1139-1153
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• 2010

Let {$X_j,\;j\geq1$} be a strictly stationary $\phi$-mixing sequence of non-degenerate random variables with $EX_1$ = 0. In this paper, we establish a self-normalized weak invariance principle and a central limit theorem for the sequence {$X_j$} under the condition that L(x) := $EX_1^2I{|X_1|{\leq}x}$ is a slowly varying function at $\infty$, without any higher moment conditions.

• 대한수학회지
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• 제59권6호
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• pp.1185-1201
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• 2022

Feller introduced an unfair-fair-game in his famous book [3]. In this game, at each trial, player will win 2^k yuan with probability p_k = 1/2^kk(k + 1), k ∈ ℕ, and zero yuan with probability p₀ = 1 - Σ^∞_k=1 p_k. Because the expected gain is 1, player must pay one yuan as the entrance fee for each trial. Although this game seemed "fair", Feller [2] proved that when the total trial number n is large enough, player will loss n yuan with its probability approximate 1. So it's an "unfair" game. In this paper, we study in depth its convergence in probability, almost sure convergence and convergence in distribution. Furthermore, we try to take 2^k = m to reduce the values of random variables and their corresponding probabilities at the same time, thus a new probability model is introduced, which is called as the related model of Feller's unfair-fair-game. We find out that this new model follows a long-tailed distribution. We obtain its weak law of large numbers, strong law of large numbers and central limit theorem. These results show that their probability limit behaviours of these two models are quite different.

• 대한수학회지
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• 제56권4호
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• pp.935-946
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• 2019

Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history. We consider Hawkes processes with uniform immigrants which is a special case of the Hawkes processes with renewal immigrants. We study the limit theorems for Hawkes processes with uniform immigrants. In particular, we obtain a law of large number, a central limit theorem, and a large deviation principle.

• 한국인터넷방송통신학회논문지
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• 제17권1호
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• pp.59-68
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• 2017

세상에 꽃고 여자도 아름답지만 오일러 공식과 대칭이 가장 아름답다. 샤논은 무선통신과 정보이론이 뿌리가 되는 샤논 정리를 오일러 정리에 기반해 정보와 통신에 응용했고, 오늘날 Smart Phone의 원리다. 그들의 만난 점은 MIMO(multiple input and multiple output) 다중안테나 다이버시티가 $e^{-SNR}$ 이다. 본 논문에서는 세상에서 가장 아름다운 공식 $e^{{\pi}i}+1=0$를 발견한 오일러와 무선통신과 정보통신을 탄생시킨 $C=Blog_2(1+{\frac{S}{N}})$을 발견한 샤논의 공식을 간단히 유도하고 이 두 거장은 샤논 한계(Shannon limit)에서 만남을 증명하고 숨어있는 비밀이 무엇인가를 밝힌다. 또한 대수학코딩이론(Algebraic coding theory)와 삼각함수 속에 숨겨진 비밀은 대칭(symmetric)과 Element-wise Inverse가 됨을 발견한다.

• Journal of the Korean Statistical Society
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• 제13권2호
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• pp.81-86
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• 1984

Under the i.i.d. hypothesis, authors (1982, 1984) proved some local limit theorems both for the continuous case and for the lattice case. In this paper, results are extended to the case where the random vectors are not identically distributed.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.251-269
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• 1994

In this paper we extend Kim and Pollard's cube root asymptotics to other rates of convergence, to establish an asymptotic theory for a multidimensional mode estimator based on uniform kernel with shrinking bandwidths. We obtain rates of convergence depending on shrinking rates of bandwidth and non-normal limit distributions. Optimal decreasing rates of bandwidth are discussed.

• Korean Journal of Mathematics
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• 제11권2호
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• pp.155-160
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• 2003

In this paper we shall study the limit of the doubly stochastic matrices obtained from Boolean regular matrices.

• 대한수학회지
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• 제48권1호
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• pp.147-158
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• 2011

In this paper, we consider a multi-dimensional diffusion process in a self-similar random environment and prove a limit theorem for the shape of the full trajectory of the diffusion by using the localization phenomenon.