• 제목/요약/키워드: random process

검색결과 1,653건 처리시간 0.027초

A Renewal Theorem for Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun
    • Journal of the Korean Statistical Society
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    • 제25권1호
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    • pp.153-159
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    • 1996
  • Sums of independent random variables $S_n = X_1 + X_ + cdots + X_n$ are considered, where the X$_{n}$ are chosen according to a stationary process of distributions. Given the time t .geq. O, let N (t) be the number of indices n for which O < $S_n$ $\geq$ t. In this set up we prove that N (t)/t converges almost surely and in $L^1$ as t longrightarrow $\infty$, which generalizes classical renewal theorem.m.

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A FUNCTIONAL CENTRAL LIMIT THEOREM FOR LINEAR RANDOM FIELD GENERATED BY NEGATIVELY ASSOCIATED RANDOM FIELD

  • Ryu, Dae-Hee
    • 충청수학회지
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    • 제22권3호
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    • pp.507-517
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    • 2009
  • We prove a functional central limit theorem for a linear random field generated by negatively associated multi-dimensional random variables. Under finite second moment condition we extend the result in Kim, Ko and Choi[Kim,T.S, Ko,M.H and Choi, Y.K.,2008. The invariance principle for linear multi-parameter stochastic processes generated by associated fields. Statist. Probab. Lett. 78, 3298-3303] to the negatively associated case.

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ON AN ARRAY OF WEAKLY DEPENDENT RANDOM VECTORS

  • Jeon, Tae-Il
    • 대한수학회논문집
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    • 제16권1호
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    • pp.125-135
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    • 2001
  • In this article we investigate the dependence between components of the random vector which is given as an asymptotic limit of an array of random vectors with interlaced mixing conditions. We discuss the cross covariance of the limiting vector process and give a stronger condition to have a central limit theorem for an array of random vectors with mixing conditions.

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Impact of gate protection silicon nitride film on the sub-quarter micron transistor performances in dynamic random access memory devices

  • Choy, J.-H.
    • 한국결정성장학회지
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    • 제14권2호
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    • pp.47-49
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    • 2004
  • Gate protection $SiN_x$ as an alternative to a conventional re-oxidation process in Dynamic Random Access Memory devices is investigated. This process can not only protect the gate electrode tungsten against oxidation, but also save the thermal budget due to the re-oxidation. The protection $SiN_x$ process is applied to the poly-Si gate, and its device performance is measured and compared with the re-oxidation processed poly-Si gate. The results on the gate dielectric integrity show that etch damage-curing capability of protection $SiN_x$ is comparable to the re-oxidation process. In addition, the hot carrier immunity of the $SiN_x$ deposited gate is superior to that of re-oxidation processed gate.

공정 시뮬레이션 출력 변수의 확률분포 계산 알고리즘 (An Algorithm for Calculation of Probability Distributions of Output Variables in Process Simulation)

  • 최수형
    • 제어로봇시스템학회논문지
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    • 제8권10호
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    • pp.847-850
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    • 2002
  • Stochastic process analysis is often based on Monte Carlo simulations. As a more rigorous alternative, a deterministic algorithm based on numerical integration is proposed in this paper. which calculates the probability distributions of dependent random variables using the results of simulation with grid points of independent random variables. For performance evaluation, the proposed algorithm is applied to an example problem which can be analytically solved. and the result is compared with that of Monte Carlo simulation. The proposed algorithm is suitable for general process simulation problems with a few independent random variables, and expected to be applicable to areas such as safety analysis and quality control.

A Weak Convergence for a Linear Process with Positive Dependent Sequences

  • Kim, Tae-Sung;Ryu, Dae-Hee;Lee, Il-Hyun
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.483-490
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    • 2002
  • A weak convergence is obtained for a linear process of the form (equation omitted) where {$\varepsilon$$_{t}$ } is a strictly stationary sequence of associated random variables with E$\varepsilon$$_{t}$ = 0 and E$\varepsilon$$^{^2}$$_{t}$ < $\infty$ and {a $_{j}$ } is a sequence of real numbers with (equation omitted). We also apply this idea to the case of linearly positive quadrant dependent sequence.

Nonstationary Random Process를 이용한 인공지진파 발생 -설계응답스펙트럼에 의한 파워스펙트럼의 조정- (Generation of Artificial Earthquake Ground Motions using Nonstationary Random Process-Modification of Power Spectrum Compatible with Design Response Spectrum-)

  • 김승훈
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 1999년도 춘계 학술발표회 논문집 Proceedings of EESK Conference-Spring
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    • pp.61-68
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    • 1999
  • In the nonlinear dynamic structural analysis the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well known that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary modulation function and a power spectral density function to describe such non-stationary characteristics. Satio and Wen(1994) proposed a non-stationary stochastic process model to generate earthquake ground motions which are compatible with design reponse spectrum at sites in Japan. this paper shows the process to modify power spectrum compatible with target design response spectrum for generating of nonstationary artificial earthquake ground motions. Target reponse spectrum is chosen by ATC14 to calibrate the response spectrum according to a give recurrence period.

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PROJECTION PROCESSES OF H-SSSIS RANDOM FIELDS

  • Kim, Joo-Mok
    • 충청수학회지
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    • 제9권1호
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    • pp.115-121
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    • 1996
  • Let $\{X(t);\;t{\in}R^n\}$ be a measurable, separable and H-sssis random fields. Here, we suppose that the increments are invariant under all Euclidean rigid body motions. We investigate some properties of H-sssis random fields and monotonicity of projection process $\{X_e(t);\;t{\in}R^1\}$ in any direction $e{\in}R^n$.

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미 군사규격을 적용한 레이더 전력공급용 이동식 컨테이너의 Random Vibration 해석 (Random Vibration Analysis of Portable Power Supply Container for Radar With U.S. Military Standards)

  • 도재석;허장욱
    • 한국기계가공학회지
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    • 제21권9호
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    • pp.71-77
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    • 2022
  • In times of war or emergencies, weapon systems, such as radars, must receive stable power. This can be achieved using improved onboard portable power systems made of steel containers. However, a breakdown can occur in the event of random vibration during transportation via a vehicle or train. Electrical-power shortages or restrictions pose a significant threat to security. In this study, Composite Wheeled Vehicle(CWV) data and rail cargo data with Acceleration Spectral Density(ASD), specified in MIL-STD-810H METHOD 514.8, were interpreted as input data of the three-axis random vibration method using ANSYS 19.2. Modal analysis was performed up to 500 Hz, and deformations in modes 1 to 117 were calculated to utilize all ASD data. The maximum equivalent stress in the three-axis direction was obtained using a random vibration analysis. Similarly, the margin of safety was calculated using the derived equivalent stress and material properties. Overall, the analysis verified that the portable container designed for the power supply system satisfied the required vibration demands.