• 제목/요약/키워드: monotone sequence

검색결과 38건 처리시간 0.019초

독립인 확률변수들의 Tail 합의 극한 성질에 대하여 (Limiting Behavior of Tail Series of Independent Random Variable)

  • 장윤식;남은우
    • 한국콘텐츠학회논문지
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    • 제6권4호
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    • pp.63-68
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    • 2006
  • 본 연구에서는, 서로 독립인 확률변수들의 합 $S_n$이 수렴하는 경우에, 확률변수들의 Tail 합 $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}X_i$의 극한 성질을 연구함으로써, $S_n$이 하나의 확률변수 S로 수렴하는 속도를 연구한다. 좀 더 구체적으로 말하자면, 유사-단조감소(Quasi-monotone decreasing)하는 상수(Norming constants)의 수열에 대하여, 확률변수들의 Tail 합에 대한 약대수법칙과 하나의 수렴법칙이 동등함을 정리로 기술하고 증명하여, 기존의 연구 결과를 더 넓은 부류의 상수들의 경우에 적용할 수 있도록 확장한다.

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점열 곡선의 꼬임을 효율적으로 찾는 알고리즘 (An efficient polygonal chian inersection algorithm)

  • 박상철;신하용;최병규
    • 한국CDE학회논문집
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    • 제4권3호
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    • pp.190-199
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    • 1999
  • Presented in this paper is an algorithm for finding all intersections among polygonal chains with an O((n+k)·log m) worst-case time complexity, where n is the number of lien segments in the polygonal chains, k is the number of intersections, and m is the number of monotone chains. The proposed algorithm is based on the sweep line algorithm. Unlike the previous polygonal-chain intersection algorithms that are designed to handle special only cases, such as convex polygons or C-oriented polygons, the proposed algorithm can handle arbitrarily shaped polygonal chains having self-intersections and singularities (tangential contact, multiple intersections). The algorithms has been implemented and applied to 1) testing simplicity of a polygon, 2) finding intersections among polygons and 3) offsetting planar point-sequence curves.

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On fuzzy number-valued Choquet integrals

  • 장이채;김태균
    • 한국전산응용수학회:학술대회논문집
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    • 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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    • pp.7-7
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    • 2003
  • We studied closed set-valued Choquet integrals in two papers(1997, 2000) and convergence theorems under some sufficient conditions in two papers(2003), for examples : (i) convergence theorems for monotone convergent sequences of Choquet integrably bounded closed set-valued functions, (ii) covergence theorems for the upper limit and the lower limit of a sequence of Choquet integrably bounded closed set-valued functions. In this presentation, we consider fuzzy number-valued functions and define Choquet integrals of fuzzy number-valued functions. But these concepts of fuzzy number-valued Choquet inetgrals are all based on the corresponding results of interval-valued Choquet integrals. We also discuss their properties which are positively homogeneous and monotonicity of fuzzy number-valued Choquet integrals. Furthermore, we will prove convergence theorems for fuzzy number-valued Choquet integrals. They will be used in the following applications : (1) Subjectively probability and expectation utility without additivity associated with fuzzy events as in Choquet integrable fuzzy number-valued functions, (2) Capacity measure which are presented by comonotonically additive fuzzy number-valued functionals, and (3) Ambiguity measure related with fuzzy number-valued fuzzy inference.

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A NEW PROJECTION ALGORITHM FOR SOLVING A SYSTEM OF NONLINEAR EQUATIONS WITH CONVEX CONSTRAINTS

  • Zheng, Lian
    • 대한수학회보
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    • 제50권3호
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    • pp.823-832
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    • 2013
  • We present a new algorithm for solving a system of nonlinear equations with convex constraints which combines proximal point and projection methodologies. Compared with the existing projection methods for solving the problem, we use a different system of linear equations to obtain the proximal point; and moreover, at the step of getting next iterate, our projection way and projection region are also different. Based on the Armijo-type line search procedure, a new hyperplane is introduced. Using the separate property of hyperplane, the new algorithm is proved to be globally convergent under much weaker assumptions than monotone or more generally pseudomonotone. We study the convergence rate of the iterative sequence under very mild error bound conditions.

SOLVING NONLINEAR ASSET LIABILITY MANAGEMENT PROBLEMS WITH A PRIMAL-DUAL INTERIOR POINT NONMONOTONE TRUST REGION METHOD

  • Gu, Nengzhu;Zhao, Yan
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.981-1000
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    • 2009
  • This paper considers asset liability management problems when their deterministic equivalent formulations are general nonlinear optimization problems. The presented approach uses a nonmonotone trust region strategy for solving a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function that involves both primal and dual variables. Each subproblem is solved approximately. The algorithm does not restrict a monotonic decrease of the objective function value at each iteration. If a trial step is not accepted, the algorithm performs a non monotone line search to find a new acceptable point instead of resolving the subproblem. We prove that the algorithm globally converges to a point satisfying the second-order necessary optimality conditions.

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ON GENERALIZED NONLINEAR QUASI-VARIATIONAL-LIKE INCLUSIONS DEALING WITH (h,η)-PROXIMAL MAPPING

  • Liu, Zeqing;Chen, Zhengsheng;Shim, Soo-Hak;Kang, Shin-Min
    • 대한수학회지
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    • 제45권5호
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    • pp.1323-1339
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    • 2008
  • In this paper, a new class of $(h,{\eta})$-proximal for proper functionals in Hilbert spaces is introduced. The existence and Lip-schitz continuity of the $(h,{\eta})$-proximal mappings for proper functionals are proved. A class of generalized nonlinear quasi-variational-like inclusions in Hilbert spaces is introduced. A perturbed three-step iterative algorithm with errors for the generalized nonlinear quasi-variational-like inclusion is suggested. The existence and uniqueness theorems of solution for the generalized nonlinear quasi-variational-like inclusion are established. The convergence and stability results of iterative sequence generated by the perturbed three-step iterative algorithm with errors are discussed.

PARALLEL SHRINKING PROJECTION METHOD FOR FIXED POINT AND GENERALIZED EQUILIBRIUM PROBLEMS ON HADAMARD MANIFOLD

  • Hammed Anuoluwapo Abass;Olawale Kazeem Oyewole
    • 대한수학회논문집
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    • 제39권2호
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    • pp.421-436
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    • 2024
  • In this article, we propose a shrinking projection algorithm for solving a finite family of generalized equilibrium problem which is also a fixed point of a nonexpansive mapping in the setting of Hadamard manifolds. Under some mild conditions, we prove that the sequence generated by the proposed algorithm converges to a common solution of a finite family of generalized equilibrium problem and fixed point problem of a nonexpansive mapping. Lastly, we present some numerical examples to illustrate the performance of our iterative method. Our results extends and improve many related results on generalized equilibrium problem from linear spaces to Hadamard manifolds. The result discuss in this article extends and complements many related results in the literature.

A VISCOSITY APPROXIMATIVE METHOD TO CES$\`{A}$RO MEANS FOR SOLVING A COMMON ELEMENT OF MIXED EQUILIBRIUM, VARIATIONAL INEQUALITIES AND FIXED POINT PROBLEMS

  • Jitpeera, Thanyarat;Katchang, Phayap;Kumam, Poom
    • Journal of applied mathematics & informatics
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    • 제29권1_2호
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    • pp.227-245
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    • 2011
  • In this paper, we introduce a new iterative method for finding a common element of the set of solutions for mixed equilibrium problem, the set of solutions of the variational inequality for a ${\beta}$inverse-strongly monotone mapping and the set of fixed points of a family of finitely nonexpansive mappings in a real Hilbert space by using the viscosity and Ces$\`{a}$ro mean approximation method. We prove that the sequence converges strongly to a common element of the above three sets under some mind conditions. Our results improve and extend the corresponding results of Kumam and Katchang [A viscosity of extragradient approximation method for finding equilibrium problems, variational inequalities and fixed point problems for nonexpansive mapping, Nonlinear Analysis: Hybrid Systems, 3(2009), 475-86], Peng and Yao [Strong convergence theorems of iterative scheme based on the extragradient method for mixed equilibrium problems and fixed point problems, Mathematical and Computer Modelling, 49(2009), 1816-828], Shimizu and Takahashi [Strong convergence to common fixed points of families of nonexpansive mappings, Journal of Mathematical Analysis and Applications, 211(1) (1997), 71-83] and some authors.