• Journal of the Korean Statistical Society
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• v.33 no.3
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• pp.271-282
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• 2004

We discuss complete convergence of weighted sums for arrays of ø-mixing random variables. As application, we obtain the complete convergence of moving average processes for ø-mixing random variables. The result of Baum and Katz (1965) as well as the result of Li et al. (1992) on iid case are extended to ø-mixing setting.

• Journal of the Korean Statistical Society
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• v.34 no.1
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• pp.21-33
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• 2005

Let ｛X/sun ni/ ｜ 1 ≤ i ≤ n, n ≥ 1 ｝ be an array of rowwise negatively associated random variables. We in this paper discuss the conditions of n/sup -1/p/ (equation omitted) →0 completely as n → ∞ for some 1 ≤ p < 2 under not necessarily identically distributed setting. As application, it is obtained that n/sup -1/p/ (equation omitted) →0 completely as n → ∞ if and only if E｜X/sub 11/｜/sup 2p/ < ∞ and EX/sub ni=0 under identically distributed case such that the corresponding results on i. i. d. case are extended and the strong convergence for weighted sums of rowwise negatively associated arrays is also considered.

• Journal of the Korean Mathematical Society
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• v.42 no.2
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• pp.269-289
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• 2005

An infinite system of stochastic differential equations (SDE)driven by Brownian motions and compensated Poisson random measures for the locations and weights of a collection of particles is considered. This is an analogue of the work by Kurtz and Xiong where compensated Poisson random measures are replaced by white noise. The particles interact through their weighted measure V, which is shown to be a solution of a stochastic differential equation. Also a limit theorem for system of SDE is proved when the corresponding Poisson random measures in SDE converge to white noise.

• Journal of the military operations research society of Korea
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• v.11 no.2
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• pp.69-82
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• 1985

In this study, we consider the simultaneous estimation of the parameters of the distribution of p independent Poisson random variables using the weighted loss function. The relation between the estimation under the weighted loss function and the case when more than one observation is taken from some population is studied. We derive an estimator which dominates Tsui and Press's estimator when certain conditions hold. We also derive an estimator which dominates the maximum likelihood estimator(MLE) under the various loss function. The risk performances of proposed estimators are compared to that of MLE by computer simulation.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.3
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• pp.491-499
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• 2013

In this paper, we prove the weak law of large numbers for weighted sums of noncommutative random variables in noncommutative Lorentz space under weaker conditions than the conditions in [7].

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2237-2242
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• 2005

The original RRT is iteratively expanded by applying control inputs that drive the system slightly toward randomly-selected states, as opposed to requiring point-to-point convergence, as in the probabilistic roadmap approach. It is generally known that the performance of RRTs can be improved depending on the selection of the metrics in choosing the nearest vertex and bias techniques in choosing random states. We designed a path planning algorithm based on the RRT method for a remote-controlled mobile robot. First, we considered a bias technique that is goal-biased Gaussian random distribution along the command directions. Secondly, we selected the metric based on a weighted Euclidean distance of random states and a weighted distance from the goal region. It can save the effort to explore the unnecessary regions and help the mobile robot to find a feasible trajectory as fast as possible. Finally, the constraints of the actuator should be considered to apply the algorithm to physical mobile robots, so we select control inputs distributed with commanded inputs and constrained by the maximum rate of input change instead of random inputs. Simulation results demonstrate that the proposed algorithm is significantly more efficient for planning than a basic RRT planner. It reduces the computational time needed to find a feasible trajectory and can be practically implemented in a remote-controlled mobile robot.

• Bulletin of the Korean Mathematical Society
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• v.52 no.3
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• pp.825-836
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• 2015

In this article, we discuss the complete moment convergence for arrays of B-valued random variables. We obtain some new results which improve the corresponding ones of Sung and Volodin [17].

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.585-594
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• 1999

Let {$X_{nj}$, 1$\leq$j$\leq$n,j$\geq$1} be a triangular array of random variables which are neither independent nor identically distributed. The almost sure convergences of randomly weighted partial sums of the form $$\sum_n^{j=1}$$ $W_{nj}$$X_{nj} are studied where {Wnj 1$\leq$j$\leq$n, j$\geq$1} is a triangular array of random weights. Application regarding the Efron bootstrap is also introduced.

• Honam Mathematical Journal
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• v.21 no.1
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• pp.149-156
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• 1999

Let $\{X_n,\;n{\geq}1\}$ be a sequence of pairwise negative quadrant dependent (NQD) random variables which are stochastically dominated by X. Let $\{a_n,\;n{\geq}1\}$ and $\{b_n,\;n{\geq}1\}$ be sequences of constants such that $a_n>0$ and $0. In this note a weak law of large number of the form $({\sum}_{j=1}^na_jX_j-{\nu}_n)/b_n\rightarrow\limits^p0$ is established, where $\{{\nu}_n,\;n{\geq}1\}$ is a suitable sequence.

• Journal of the Korean Mathematical Society
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• v.43 no.6
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• pp.1325-1338
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• 2006

For double arrays of constants ${a_{ni},\;1{\leq}i{\leq}k_n,\;n{\geq}1}$ and sequences of negatively orthant dependent random variables ${X_n,\;n{\geq}1}$, the conditions for strong law of large number of ${\sum}^{k_n}_{i=1}a_{ni}X_i$ are given. Both cases $k_n{\uparrow}{\infty}\;and\;k_n={\infty}$ are treated.