• 제목/요약/키워드: random measure

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ERGODICITY AND RANDOM WALKS ON A COMPACT GROUP

  • CHOE, GEON HO
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제5권1호
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    • pp.25-33
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    • 2001
  • Let G be a finite group with a probability measure. We investigate the random walks on G in terms of ergodicity of the associated skew product transformation.

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A functional central limit theorem for positively dependent random fields

  • Tae Sung Kim;Eun Yang Seok
    • 대한수학회논문집
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    • 제11권1호
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    • pp.265-272
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    • 1996
  • In this note we prove a functional central limit theorem for linearly positive quadrant dependent(LPQD) random fields, satisfying some assumption on covariances and the moment condition $\sup_{n \in \Zeta^d} E$\mid$S_n$\mid$^{2+\rho} < \infty$ for some $\rho > 0$. We also apply this notion to random measures.

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PACKING DIMENSION OF MEASURES ON A RANDOM CANTOR SET

  • Baek, In-Soo
    • 대한수학회지
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    • 제41권5호
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    • pp.933-944
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    • 2004
  • Packing dimension of a set is an upper bound for the packing dimensions of measures on the set. Recently the packing dimension of statistically self-similar Cantor set, which has uniform distributions for contraction ratios, was shown to be its Hausdorff dimension. We study the method to find an upper bound of packing dimensions and the upper Renyi dimensions of measures on a statistically quasi-self-similar Cantor set (its packing dimension is still unknown) which has non-uniform distributions of contraction ratios. As results, in some statistically quasi-self-similar Cantor set we show that every probability measure on it has its subset of full measure whose packing dimension is also its Hausdorff dimension almost surely and it has its subset of full measure whose packing dimension is also its Hausdorff dimension almost surely for almost all probability measure on it.

CENTRAL LIMIT THEOREM FOR ASSOCIATED RANDOM VARIABLE

  • Ru, Dae-Hee
    • Journal of applied mathematics & informatics
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    • 제1권1호
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    • pp.31-42
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    • 1994
  • In this paper we investigate an functional central limit theorem for a nonstatioary d-parameter array of associated random variables applying the crite-rion of the tightness condition in Bickel and Wichura[1971]. Our results imply an extension to the nonstatioary case of invariance principle of Burton and Kim(1988) and analogous results for the d-dimensional associated random measure. These re-sults are also applied to show a new functional central limit theorem for Poisson cluster random variables.

SAMPLE PATH PROPERTY OF CHENTSOV FIELDS

  • Kim, Joo-Mok
    • 충청수학회지
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    • 제11권1호
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    • pp.35-44
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    • 1998
  • Let {X(t), $t{\in}\mathbb{R}^n$} be a $S{\alpha}S$ H-sssis Chentsov random field with control measure m. We consider a geometric construction for L$\acute{e}$vy-Chentsov random fields and Takenaka random fields. Finally, we proved some property of conjugate classes and a.s. H$\ddot{o}$lder unboundedness of $S{\alpha}S$ H-sssis Chentsov random fields for all order ${\gamma}$ > H.

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혼합자료에서 독립성 검정에 의한 연관성 측정 (A Unified Measure of Association for Complex Data Obtained from Independence Tests)

  • 이승천;허문열
    • 응용통계연구
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    • 제16권1호
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    • pp.151-167
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    • 2003
  • 두 확률변수의 연관성을 측정하는 측도는 많이 있으나, 이러한 측도는 같은 유형인 변수들 간의 관계를 측정하기 위한 것으로 여러 가지 유형의 변수들이 혼재되어 있는 혼합자료에서 사용하기는 곤란하다 본 논문에서는 두 확률변수의 독립성 검정을 통해 구한 p-값으로 혼합자료에서 사용될 수 있는 새로운 연관성 측도를 구하였으며, 이렇게 구하여진 연관성 측도가 혼합자료에서 변수들 간의 연관성을 비교하는데 유용하게 사용될 수 있음을 보였다.

혼합자료에서 독립성검정에 의한 연관성 측정 (A unified measure of association for complex data obtained from independence tests)

  • 이승천;허문열
    • 응용통계연구
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    • 제34권4호
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    • pp.523-536
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    • 2021
  • 두 확률변수의 연관성을 측정하는 측도는 많이 있으나, 이러한 측도는 같은 유형인 변수들 간의 관계를 측정하기 위한 것으로 여러 가지 유형의 변수들이 혼재되어 있는 혼합자료에서 사용하기는 곤란하다. 본 논문에서는 두 확률변수의 독립성 검정을 통해 구한 p-값으로 혼합자료에서 사용될 수 있는 새로운 연관성 측도를 구하였으며, 이렇게 구하여 진 연관성 측도가 혼합자료에서 변수들 간의 연관성을 비교하는데 유용하게 사용될 수 있음을 보였다.

INVARIANT GRAPH AND RANDOM BONY ATTRACTORS

  • Fateme Helen Ghane;Maryam Rabiee;Marzie Zaj
    • 대한수학회지
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    • 제60권2호
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    • pp.255-271
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    • 2023
  • In this paper, we deal with random attractors for dynamical systems forced by a deterministic noise. These kind of systems are modeled as skew products where the dynamics of the forcing process are described by the base transformation. Here, we consider skew products over the Bernoulli shift with the unit interval fiber. We study the geometric structure of maximal attractors, the orbit stability and stability of mixing of these skew products under random perturbations of the fiber maps. We show that there exists an open set U in the space of such skew products so that any skew product belonging to this set admits an attractor which is either a continuous invariant graph or a bony graph attractor. These skew products have negative fiber Lyapunov exponents and their fiber maps are non-uniformly contracting, hence the non-uniform contraction rates are measured by Lyapnnov exponents. Furthermore, each skew product of U admits an invariant ergodic measure whose support is contained in that attractor. Additionally, we show that the invariant measure for the perturbed system is continuous in the Hutchinson metric.