• Communications of the Korean Mathematical Society
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• v.33 no.2
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• pp.605-618
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• 2018

The main goal of this paper is to study an extension of random summations of independent and identically distributed random variables when the number of summands in random summation is a partial sum of n independent, identically distributed, non-negative integer-valued random variables. Some characterizations of random summations are considered. The central limit theorems and weak law of large numbers for extended random summations are established. Some weak limit theorems related to geometric random sums, binomial random sums and negative-binomial random sums are also investigated as asymptotic behaviors of extended random summations.

• Bulletin of the Korean Mathematical Society
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• v.58 no.6
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• pp.1419-1443
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• 2021

The asymmetric Laplace distribution arises as a limiting distribution of geometric summations of independent and identically distributed random variables with finite second moments. The main purpose of this paper is to study the weak limit theorems for geometric summations of independent (not necessarily identically distributed) random variables together with convergence rates to asymmetric Laplace distributions. Using Trotter-operator method, the orders of approximations of the distributions of geometric summations by the asymmetric Laplace distributions are established in term of the "large-𝒪" and "small-o" approximation estimates. The obtained results are extensions of some known ones.

• Korean Journal of Mathematics
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• v.11 no.1
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• pp.35-43
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• 2003

We study the weak convergence to Fractional Brownian motion and some examples with applications to traffic modeling. Finally, we get loss probability for queue-length distribution related to self-similar process.

• Bulletin of the Korean Mathematical Society
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• v.52 no.4
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• pp.1149-1167
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• 2015

We get a theorem which shows the existence of at least four $2{\pi}$-periodic weak solutions for the bifurcation problem of the Hamiltonian system with the superquadratic nonlinearity. We obtain this result by using the variational method, the critical point theory induced from the limit relative category theory.

• Journal of the Korean Mathematical Society
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• v.33 no.4
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• pp.983-992
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• 1996

Let p(x, dy) be a transition probability function on $(S, \rho)$, where S is a complete separable metric space. Then a Markov process $X_n$ which has p(x, dy) as its transition probability may be generated by random iterations of the form $X_{n+1} = f(X_n, \varepsilon_{n+1})$, where $\varepsilon_n$ is a sequence of independent and identically distributed random variables (See, e.g., Kifer(1986), Bhattacharya and Waymire(1990)).

• Journal of the Korean Mathematical Society
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• v.59 no.6
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• pp.1185-1201
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• 2022

Feller introduced an unfair-fair-game in his famous book [3]. In this game, at each trial, player will win 2^k yuan with probability p_k = 1/2^kk(k + 1), k ∈ ℕ, and zero yuan with probability p₀ = 1 - Σ^∞_k=1 p_k. Because the expected gain is 1, player must pay one yuan as the entrance fee for each trial. Although this game seemed "fair", Feller [2] proved that when the total trial number n is large enough, player will loss n yuan with its probability approximate 1. So it's an "unfair" game. In this paper, we study in depth its convergence in probability, almost sure convergence and convergence in distribution. Furthermore, we try to take 2^k = m to reduce the values of random variables and their corresponding probabilities at the same time, thus a new probability model is introduced, which is called as the related model of Feller's unfair-fair-game. We find out that this new model follows a long-tailed distribution. We obtain its weak law of large numbers, strong law of large numbers and central limit theorem. These results show that their probability limit behaviours of these two models are quite different.

• Korean Journal of Mathematics
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• v.8 no.2
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• pp.121-126
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• 2000

B.Djafari Rouhani and W.A.Kirk [3] proved the following theorem: Let Xbe a reflexive Banach space and $(x_n)_{n{\geq}0}$ be a nonexpansive (resp., firmly nonexpansive )sequence in X. Then the set of weak ${\omega}$-limit points of the sequence $(\frac{x_n}{n})_{n{\geq}1}$(resp., $(x_{n+1}-x_n)_{n{\geq}0$) always lies on a convex subset of a sphere centered at the origin of radius $d={\lim}_{n{\rightarrow}{\infty}}\frac{{\parallel}x_n{\parallel}}{n}$. In this paper we show that the above theorem for nonexpansive(resp., firmly nonexpansive) sequences holds in a general Banach space(resp., a strictly convex dual $X^*$).

• Korean Journal of Mathematics
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• v.22 no.1
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• pp.71-84
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• 2014

By using the multidimensional normal approximation of functionals of Gaussian fields, we prove that functionals of Gaussian fields, as functions of t, converge weakly to a standard Brownian motion. As an application, we consider the convergence of the Stratonovich-type Riemann sums, as a function of t, of fractional Brownian motion with Hurst parameter H = 1/4.

• 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.

• Geomechanics and Engineering
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• v.11 no.4
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• pp.471-492
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• 2016

Underground tunnelling is one of the sustainable construction methods which can facilitate the increasing passenger transportation in the urban areas and benefit the community in the long term. Tunnelling in various ground conditions requires careful consideration of the stability factor. This paper investigates three dimensional stability of a shallow circular tunnel in a layered soil. Upper bound theorem of limit analysis was utilised to solve the tunnel face stability problem. A three dimensional kinematic admissible failure mechanism was improved to model a layered soil and limiting assumptions of the previous studies were resolved. The study includes calculation of the minimum support pressure acting on the face of the excavation in closed-face excavations. The effects of the characteristics of the layers on the minimum support pressure were examined. It was found that the ratio of the thickness of cover layers particularly when a weak layer is overlying a stronger layer, has the most significant influence on the minimum tunnel support pressure. Comparisons have been made with the results of the numerical modelling using FLAC3D software. Results of the current study were in a remarkable agreement with those of numerical modelling.