• Communications of the Korean Mathematical Society
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• v.13 no.2
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• pp.377-384
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• 1998

Let ${X_n,n \geq 1}$ be a sequence of stochatically dominated pairwise independent random variables. Let ${a_n, n \geq 1}$ and ${b_n, n \geq 1}$ be seqence of constants such that $a_n \neq 0$ and $0 < b_n \uparrow \infty$. A strong law large numbers of the form $\sum^{n}_{j=1}{a_j X_i//b_n \to 0$ almost surely is obtained.

• Communications for Statistical Applications and Methods
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• v.9 no.2
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• pp.367-379
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• 2002

We introduce a new concept of $\theta$ conditionally independent and positive and negative dependence of bivariate stochastic processes and their corresponding hitting times. We have further extended this theory to stronger conditions of dependence similar to those in the literature of positive and negative dependence and developed theorems which relate these conditions. Finally we are given some examples to illustrate these concepts.

• Journal of Korean Society for Quality Management
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• v.25 no.3
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• pp.22-38
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• 1997

In a traditional sequential acceptance sampling plan, it is assumed that the sampled items are independent each other. In this paper, stochastically dependent sequential acceptance sampling plans are dealt when there exists dependency between sampled items. Monte-Calro algorithm is used to find the acceptance and rejection probabilities of a lot. The number of defectives for the test to be accepted and rejected in probability ratio sequential test can be found by using these probabilities. The formula for measures of performance of these sampling plans is developed. Type I and II error probabilities are estimated by simulation. This research can be a, pp.ied to sequential sampling procedures in place of control charts where there is a recognized and necessary dependency during the production processes. Also, dependent multiple acceptance sampling plans can be derived by extending this sequential sampling procedure. As a numerical example, a Markov dependent process model is given, and the characteristics of the sampling plans are examined according to the change of the dependency factor.

• Communications for Statistical Applications and Methods
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• v.25 no.1
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• pp.79-89
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• 2018

In this paper, we study the maximal property of the volume of the convex hull of d-dimensional independent random vectors. We show that the volume of the random convex hull from a multivariate location-scale family indexed by ${\Sigma}$ is stochastically maximized in simple stochastic order when ${\Sigma}$ is diagonal. The claim can be applied to a broad class of multivariate distributions that include skewed/unskewed multivariate t-distributions. We numerically investigate the proven stochastic relationship between the dependent and independent random convex hulls with the Gaussian random convex hull. The numerical results confirm our theoretical findings and the maximal property of the volume of the independent random convex hull.

• Proceedings of the Acoustical Society of Korea Conference
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• 1994.06c
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• pp.199-204
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• 1994

In this paper, we researched abut CELP speech coding algorithm using efficlent pseudo-stochastic block codes, adaptive-codebook and improved fixed-gain codebook. The pseudo-stochastic block codes refer to stochastically populated block codes in which the adjacent codewords in an innovation codebook are non-independent. The adaptive-codebook was made with previous prediction speech data by storage-shift register. This CELP coding algorithm enables the coding of toll quality speech at bit rates from 4.8kbits/s to 9.6 kbits/s. This algorithm was realized TMS320C30 microprocessor in realtime.

• Proceedings of the KIEE Conference
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• 2008.10b
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• pp.235-236
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• 2008

This paper is concerned with the stabilization problem of Markovian jump nonlinear systems with time-delay via Takagi-Sugeno (T-S) fuzzy control approach. The T-S fuzzy models are employed to represent nonlinear systems with Markovian jump parameters and time-delay. The purpose of this paper is to design a mode-independent fuzzy controller such that the closed-loop Markovian jump fuzzy system is stochastically stable. Based on a stochstic Lyapunov function, stabilization sufficient conditions using a mode-independent fuzzy controller are derived for the Markovian jump fuzzy system in terms of Linear Matrix Inequalities (LMIs). Finally, a simulation example is presented to illustrate the effectiveness of the proposed method.

• Journal of the Korean Mathematical Society
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• v.43 no.4
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• pp.815-828
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• 2006

Let {$V_{nk},\;k\;{\geq}\;1,\;{\geq}\;1$} be an array of rowwise independent random elements which are stochastically dominated by a random variable X with $E\|X\|^{\frac{\alpha}{\gamma}+{\theta}}log^{\rho}(\|X\|)\;<\;{\infty}$ for some ${\rho}\;>\;0,\;{\alpha}\;>\;0,\;{\gamma}\;>\;0,\;{\theta}\;>\;0$ such that ${\theta}+{\alpha}/{\gamma}<2$. Let {$a_{nk},k{\geq}1,n{\geq}1$) be an array of suitable constants. A complete convergence result is obtained for the weighted sums of the form $\sum{^\infty_k_=_1}\;a_{nk}V_{nk}$.

• Proceedings of the IEEK Conference
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• 2009.05a
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• pp.390-392
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• 2009

This paper is concerned with the stabilization problem of nonlinear networked control systems with time-delay via Takagi-Sugeno(T-S) fuzzy control approach. The T-S fuzzy models are employed to represent nonlinear systems with Markovian jump parameters and time-delay. The purpose of this paper is to design a fuzzy controller such that the closed-loop Markovian jump fuzzy system is stochastically stable. Based on a stocastic Lyapunov function, stabilization sufficient conditions using a mode-independent fuzzy controller are derived for the Markovian jump fuzzy system in terms of Linear Matrix Inequalities(LMIs). Finally, a simulation example is presented to illustrate the effectiveness of the proposed method.

• Proceedings of the IEEK Conference
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• 2009.05a
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• pp.329-331
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• 2009

This paper is concerned with the stabilization problem of nonlinear networked control systems with time-delay via Takagi-Sugeno(T-S) fuzzy control approach. The T-S fuzzy models are employed to represent nonlinear systems with Markovian jump parameters and time-delay. The purpose of this paper is to design a fuzzy controller such that the closed-loop Markovian jump fuzzy system is stochastically stable. Based on a stocastic Lyapunov function, stabilization sufficient conditions using a mode-independent fuzzy controller are derived for the Markovian jump fuzzy system in terms of Linear Matrix Inequalities(LMIs). Finally, a simulation example is presented to illustrate the effectiveness of the proposed method.

• Bulletin of the Korean Mathematical Society
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• v.47 no.1
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• pp.131-149
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• 2010

In 1992, the author introduced the definition and the properties of Wiener measure over paths in Wiener space and this measure was investigated extensively by some mathematicians. In 2002, the author and Dr. Im presented an article for analogue of Wiener measure and its applications which is the generalized theory of Wiener measure theory. In this note, we will derive the analogue of Wiener measure over paths in Wiener space and establish two integration formulae, one is similar to the Wiener integration formula and another is similar to simple formula for conditional Wiener integral. Furthermore, we will give some examples for our formulae.