• Title/Summary/Keyword: Convergence in probability

Search Result 533, Processing Time 0.033 seconds

Convergence in Probability for Weighted Sums of Fuzzy Random Variables

  • Joo, Sang-Yeol;Hyun, Young-Nam
    • Communications for Statistical Applications and Methods
    • /
    • v.12 no.2
    • /
    • pp.275-283
    • /
    • 2005
  • In this paper, we give a sufficient condition for convergence in probability of weighted sums of convex-compactly uniformly integrable fuzzy random variables. As a result, we obtain weak law of large numbers for weighted sums of convexly tight fuzzy random variables.

Noise Removal using a Convergence of the posteriori probability of the Bayesian techniques vocabulary recognition model to solve the problems of the prior probability based on HMM (HMM을 기반으로 한 사전 확률의 문제점을 해결하기 위해 베이시안 기법 어휘 인식 모델에의 사후 확률을 융합한 잡음 제거)

  • Oh, Sang-Yeob
    • Journal of Digital Convergence
    • /
    • v.13 no.8
    • /
    • pp.295-300
    • /
    • 2015
  • In vocabulary recognition using an HMM model which models the prior distribution for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate. The Bayesian techniques to improve vocabulary recognition model, it is proposed using a convergence of two methods to improve recognition noise-canceling recognition. In this paper, using a convergence of the prior probability method and techniques of Bayesian posterior probability based on HMM remove noise and improves the recognition rate. The result of applying the proposed method, the recognition rate of 97.9% in vocabulary recognition, respectively.

ON LIMIT BEHAVIOURS FOR FELLER'S UNFAIR-FAIR-GAME AND ITS RELATED MODEL

  • An, Jun
    • Journal of the Korean Mathematical Society
    • /
    • v.59 no.6
    • /
    • pp.1185-1201
    • /
    • 2022
  • Feller introduced an unfair-fair-game in his famous book [3]. In this game, at each trial, player will win 2k yuan with probability pk = 1/2kk(k + 1), k ∈ ℕ, and zero yuan with probability p0 = 1 - Σk=1 pk. 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 2k = 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.

ON THE CONVERGENCE OF SERIES FOR ROWWISE SUMS OF NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • Huang, Haiwu;Zhang, Qingxia
    • Bulletin of the Korean Mathematical Society
    • /
    • v.57 no.3
    • /
    • pp.607-622
    • /
    • 2020
  • In the paper, some probability convergence properties of series for rowwise sums of negatively superadditive dependent (NSD) random variables are discussed. We establish some sharp results on these convergence for NSD random variables under some general settings, which generalize and improve the corresponding ones of some known literatures.

A Note on the Asymptotic Property of S2 in Linear Regression Model with Correlated Errors

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
    • /
    • v.10 no.1
    • /
    • pp.233-237
    • /
    • 2003
  • An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

A Study on Performance Analysis for Error Probability in SWSK Systems

  • Jeong, Tae-Il;Moon, Kwang-Seok;Kim, Jong-Nam
    • Journal of information and communication convergence engineering
    • /
    • v.9 no.5
    • /
    • pp.556-561
    • /
    • 2011
  • This paper presents a new method for shift keying using the combination of scaling function and wavelet named scaling wavelet shift keying (SWSK). An algorithm for SWSK modulation is carried out where the scaling function and the wavelet are encoded to 1 and 0 in accordance with the binary input, respectively. Signal energy, correlation coefficient and error probability of SWSK are derived from error probability of frequency shift keying(FSK). The performance is analyzed in terms of error probability and it is simulated in accordance with the kind of the wavelet. Based on the results, we can conclude that the proposed scheme is superior to the performance of the conventional schemes.

A note on interval-valued functionals of random sets. (확률집합의 구간치 용적 범함수에 관한 연구)

  • Jang, Lee-Chae;Kim, Tae-Gyun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 2008.04a
    • /
    • pp.131-132
    • /
    • 2008
  • In this paper, we consider interval probability as a unifying concept for uncertainty and Choquet integrals with resect to a capacity functional. By using interval probability, we will define an interval-valued capacity functional and Choquet integrals with respect to an interval-valued capacity functional. Furthermore, we investigate Choquet Choquet weak convergence of interval-valued capacity functionals of random sets.

  • PDF

Performance on Channel Multiple Access for the OBP Satellite (OBP(On-Board Processing)위성의 채널 다중 접속 방식에 대한 성능 연구)

  • 이정렬;김덕년
    • Proceedings of the Korea Institute of Convergence Signal Processing
    • /
    • 2000.12a
    • /
    • pp.5-8
    • /
    • 2000
  • In this paper, The new scheme for Demand Assigned Multiple Access(DAMA) system is proposed. To focus on the onboard processor's specific monitoring of output port of the downlink, we found the Throughput and Blocking probability by the request traffic(λ) and channel's departure probability(Ρ).

  • PDF

A Study on the Performance Analysis of Sidelobe Blanker using Matrix Pencil Method (Matrix Pencil Method 기반의 부엽차단기 성능분석 연구)

  • Yeo, Min-Young;Lee, Kang-In;Yang, Hoon-Gee;Park, Gyu-Churl;Chung, Young-Seek
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.66 no.8
    • /
    • pp.1242-1249
    • /
    • 2017
  • In this paper, we propose a new algorithm for the performance analysis of the sidelobe blanker (SLB) in radar system, which is based on the matrix pencil method (MPM). In general, the SLB in radar is composed of the main antenna, the auxiliary antenna, and the processing unit. The auxiliary antenna with wide beamwidth receives interference signals such as jamming or clutter signals. The main antenna with high gain receives the target signal in the main beam and the interference signals in the sidelobe. In this paper the Swerling model is used as the target echo signal by considering a probabilistic radar cross section (RCS) of the target. To estimate the SLB performance it needs to calculate the probability of target detection and the probability of blanking the interference by using the signals received from the main and auxiliary antennas. The detection probability and the blanking probability include multiple summations of infinite series with infinite integrations, of which convergence rate is very slow. Increase of summation range to improve the calculation accuracy may lead to an overflow error in computer simulations. In this paper, to resolve the above problems, we used the MPM to calculate a summation of infinite series and improved the calculation accuracy and the convergence rate.