• Journal of the Chungcheong Mathematical Society
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• v.22 no.3
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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.

• Journal of the Korean Statistical Society
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• v.32 no.1
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• pp.11-20
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• 2003

Let｛Ｘt｝be an m-dimensional linear process of the form (equation omitted), where｛Zt｝is a sequence of stationary m-dimensional weakly associated random vectors with EZt = O and E∥Zt∥$^2$＜$\infty$. We Prove central limit theorems for multivariate linear processes generated by weakly associated random vectors. Our results also imply a functional central limit theorem.

• Bulletin of the Korean Mathematical Society
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• v.40 no.4
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• pp.715-722
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• 2003

A functional central limit theorem is obtained for a stationary linear process of the form $X_{t}=\;{\Sigma_{j=0}}^{\infty}a_{j}{\epsilon}_{t-j}, where {${\in}_{t}$｝is a strictly stationary associated sequence of random variables with $E_{{\in}_t}{\;}={\;}0.{\;}E({\in}_t^2){\;}<{\;}{\infty}{\;}and{\;}{a_j}$ is a sequence of real numbers with (equation omitted). A central limit theorem for a stationary linear process generated by stationary associated processes is also discussed.

• Communications of the Korean Mathematical Society
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• v.15 no.4
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• pp.617-626
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• 2000

We study the vectors related tro states on the Cuntz algebra Ο(sub)n and prove hat, for tow states $\omega$ and $\rho$ on Ο(sub)n with $\omega$│UHF(sub)n = $\rho$│UHF(sub)n, if ($\omega$(s$_1$), …, $\omega$(s(sub)n)) and ($\rho$(s$_1$),…, $\rho$(s(sub)n)) are unit vectors, then they and linearly dependent. We also study the linear functional on Ο(sub)n associated to a sequence of unit vectors in C(sup)n which is the generalization of the Cuntz state. We show that if the linear functional associated to a sequence of unit vectors with a certain condition is a state, then it is just the Cuntz state.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.117-123
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• 2005

A functional central limit theorem is obtained for a stationary linear process of the form $X_{t}= \sum\limits_{j=0}^\infty{a_{j}x_{t-j}}$, where {x_t} is a strictly stationary sequence of negatively associated random variables with suitable conditions and {a_j} is a sequence of real numbers with $\sum\limits_{j=0}^\infty|a_{j}|<\infty$.

• Korean Journal of Mathematics
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• v.9 no.1
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• pp.53-60
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• 2001

We study the properties of positivity of matrices and construct useful positive matrices. As an application, we consider a directed graph with matrices such that all the associated matrices related to the positive linear functional are positive.

• Communications of the Korean Mathematical Society
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• v.23 no.1
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• pp.133-140
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• 2008

Let {${\xi}_k,\;k\;{\in}\;{\mathbb{Z}}$} be a strictly stationary associated sequence of H-valued random variables with $E{\xi}_k\;=\;0$ and $E{\parallel}{\xi}_k{\parallel}^2\;<\;{\infty}$ and {$a_k,\;k\;{\in}\;{\mathbb{Z}}$} a sequence of linear operators such that ${\sum}_{j=-{\infty}}^{\infty}\;{\parallel}a_j{\parallel}_{L(H)}\;<\;{\infty}$. For a linear process $X_k\;=\;{\sum}_{j=-{\infty}}^{\infty}\;a_j{\xi}_{k-j}$ we derive that {$X_k} fulfills the functional central limit theorem.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.615-623
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• 2001

A functional central limit theorem is obtained for a stationary multivariate linear process of the form (no abstract. see full-text) where{ $Z_{t}$} is a sequence of strictly stationary m-dimensional negatively associated random vectors with E $Z_{t}$=O and E∥ $Z_{t}$∥$^2$<$\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (no abstract. see full-text) and (no abstract. see full-text).text).).

• Journal of the Korean Mathematical Society
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• v.37 no.3
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• pp.463-471
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• 2000

A central limit theorem is obtained for stationary linear process Xt = aj$\varepsilon$t-j, where {$\varepsilon$t} a strictly stationary associated sequence with Et < and {aj} is a sequence of real numbers with <. A functional central limit theorem is also derived.

• Korean Journal of Mathematics
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• v.8 no.2
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• pp.155-162
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• 2000

For a sequence $\{{\eta}_m\}_m$ of unit vectors in $\mathbb{C}^n$, we consider the associated linear functional ${\omega}$ on the Cuntz algebra $\mathcal{O}_n$. We show that the restriction ${\omega}{\mid}_{UHF_n}$ is the product pure state of a subalgebra $UHF_n$ of $\mathcal{O}_n$ such that ${\omega}{\mid}_{UHF_n}={\otimes}{\omega}_m$ with ${\omega}_m({\cdot})$ < ${\cdot}{\eta}_m,{\eta}_m$ >. We study product pure states of UHF and obtain a concrete description of them in terms of unit vectors. We also study states of $UHF_n$ which is the restriction of the linear functionals on $O_n$ associated to a fixed unit vector in $\mathbb{C}^n$.