Search results for: Random simple polygon generation.

Authors: Rajesh Joseph Abraham, D. Das, Amit Patra

Abstract:

This paper is concerned with the application of small rating Capacitive Energy Storage units for the improvement of Automatic Generation Control of a multiunit multiarea power system. Generation Rate Constraints are also considered in the investigations. Integral Squared Error technique is used to obtain the optimal integral gain settings by minimizing a quadratic performance index. Simulation studies reveal that with CES units, the deviations in area frequencies and inter-area tie-power are considerably improved in terms of peak deviations and settling time as compared to that obtained without CES units.

Keywords: Automatic Generation Control, Capacitive EnergyStorage, Integral Squared Error.

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Authors: Z. D. Mansor, C. P. Mun, B. S. Nurul Farhana, Wan Aisyah Nasuha Wan Mohamed Tarmizi

Abstract:

The aim of this research is to determine the influence of transformation leadership style on employee engagement among Generation Y. The growing of Generation Y employees in Malaysia has raised concerns about how to engage and motivate this cohort. Transformation Leadership style is one of the key factors to increase employee engagement levels in the organization. This study has proven to be important for the researchers and the organization to properly understand the concept of employee engagement, transformation leadership style and their relationship. The samples in this study included 221 respondents of Generation Y who are currently working in Selangor and Klang Valley area in Malaysia. The data were collected using questionnaires and analyzed by using Statistical Package for Social Science (SPSS). The results show that there is a significant relationship between the dimension of intellectual stimulation, inspiration motivation and individual consideration on employee engagement. In contrast, the results have revealed that there is no significant relationship between idealized influences of a leader on employee engagement among Generation Y.

Keywords: Employee engagement, gen Y, transformational leadership styles, survey.

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Authors: Congo Tak Shing Ching, Hong-Sheng Chen, Tai-Ping Sun, Hsiu-Li Shieh

Abstract:

Nuclear matrix protein 22 (NMP22) is a FDA approved biomarker for bladder cancer. The objective of this study is to develop a simple NMP22 immumosensor (NMP22-IMS) for accurate measurement of NMP22. The NMP22-IMS was constructed with NMP22 antibody immobilized on screen-printed carbon electrodes. The construction procedures and antibody immobilization are simple. Results showed that the NMP22-IMS has an excellent (r2³0.95) response range (20 – 100 ng/mL). In conclusion, a simple and reliable NMP22-IMS was developed, capable of precisely determining urine NMP22 level.

Keywords: Bladder Cancer, Immunosensor, Impedance, NMP22

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Authors: Khalil Monfaredi, Hassan Faraji Baghtash, Majid Abbasi

Abstract:

In this paper a novel high output impedance, low input impedance, wide bandwidth, very simple current mirror with input and output voltage requirements less than that of a simple current mirror is presented. These features are achieved with very simple structure avoiding extra large node impedances to ensure high bandwidth operation. The circuit's principle of operation is discussed and compared to simple and low voltage cascode (LVC) current mirrors. Such outstanding features of this current mirror as high output impedance ~384K, low input impedance~6.4, wide bandwidth~178MHz, low input voltage ~ 362mV, low output voltage ~ 38mV and low current transfer error ~4% (all at 50μA) makes it an outstanding choice for high performance applications. Simulation results in BSIM 0.35μm CMOS technology with HSPICE are given in comparison with simple, and LVC current mirrors to verify and validate the performance of the proposed current mirror.

Keywords: Analog circuits, Current mirror, high frequency, Low power, Low voltage.

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Authors: Jessica Lòpez Espejel, Mahaman Sanoussi Yahaya Alassan, Walid Dahhane, El Hassane Ettifouri

Abstract:

Pretrained transformer-based models have shown high performance in natural language generation task. However, a new wave of interest has surged: automatic programming language generation. This task consists of translating natural language instructions to a programming code. Despite the fact that well-known pretrained models on language generation have achieved good performance in learning programming languages, effort is still needed in automatic code generation. In this paper, we introduce JaCoText, a model based on Transformers neural network. It aims to generate java source code from natural language text. JaCoText leverages advantages of both natural language and code generation models. More specifically, we study some findings from the state of the art and use them to (1) initialize our model from powerful pretrained models, (2) explore additional pretraining on our java dataset, (3) carry out experiments combining the unimodal and bimodal data in the training, and (4) scale the input and output length during the fine-tuning of the model. Conducted experiments on CONCODE dataset show that JaCoText achieves new state-of-the-art results.

Keywords: Java code generation, Natural Language Processing, Sequence-to-sequence Models, Transformers Neural Networks.

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Authors: Srinivasan Chandrasekaran, R. Nagavinothini

Abstract:

Offshore platforms for ultra-deep waters are form-dominant by design; hybrid systems with large flexibility in horizontal plane and high rigidity in vertical plane are preferred due to functional complexities. Offshore triceratops is relatively a new-generation offshore platform, whose deck is partially isolated from the supporting buoyant legs by ball joints. They allow transfer of partial displacements of buoyant legs to the deck but restrain transfer of rotational response. Buoyant legs are in turn taut-moored to the sea bed using pre-tension tethers. Present study will discuss detailed dynamic analysis and preliminary design of the chosen geometric, which is necessary as a proof of validation for such design applications. A detailed numeric analysis of triceratops at 2400 m water depth under random waves is presented. Preliminary design confirms member-level design requirements under various modes of failure. Tether configuration, proposed in the study confirms no pull-out of tethers as stress variation is comparatively lesser than the yield value. Presented study shall aid offshore engineers and contractors to understand suitability of triceratops, in terms of design and dynamic response behaviour.

Keywords: Buoyant legs, dynamic analysis, offshore structures, preliminary design, random waves, triceratops.

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Authors: H. Zainuddin, M. S. Yahaya, J. M. Lazi, M. F. M. Basar, Z. Ibrahim

Abstract:

This paper describes the design and development of pico-hydro generation system using consuming water distributed to houses. Water flow in the domestic pipes has kinetic energy that potential to generate electricity for energy storage purposes in addition to the routine activities such as laundry, cook and bathe. The inherent water pressure and flow inside the pipe from utility-s main tank that used for those usual activities is also used to rotate small scale hydro turbine to drive a generator for electrical power generation. Hence, this project is conducted to develop a small scale hydro generation system using consuming water distributed to houses as an alternative electrical energy source for residential use.

Keywords: Alternative Energy, Energy storage, Permanent Magnet DC Generator, Pico-Hydro Generation System.

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Authors: Mousavi Shirazi, Seyed Alireza, Rastayesh, Sima

Abstract:

Whereas in the third generation nuclear reactors, dimensions of core and also the kind of coolant and enrichment percent of fuel have significantly changed than the second generation, therefore in this article the aim is based on a comparative investigation between two same power reactors of second and third generations, that the neutronic parameters of both reactors such as: K∞, Keff and its details and thermal hydraulic parameters such as: power density, specific power, volumetric heat rate, released power per fuel volume unit, volume and mass of clad and fuel (consisting fissile and fertile fuels), be calculated and compared together. By this comparing the efficiency and modification of third generation nuclear reactors than second generation which have same power can be distinguished. In order to calculate the cited parameters, some information such as: core dimensions, the pitch of lattice, the fuel matter, the percent of enrichment and the kind of coolant are used. For calculating the neutronic parameters, a neutronic program entitled: SIXFAC and also related formulas have been used. Meantime for calculating the thermal hydraulic and other parameters, analytical method and related formulas have been applied.

Keywords: Nuclear reactor, second generation, third generation, thermo-neutronics parameters.

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Authors: Ghada Karaki

Abstract:

The bridge vibration due to traffic loading has been a subject of extensive research during the last decades. A number of these studies are concerned with the effects of the unevenness of roadways on the dynamic responses of highway bridges. The road unevenness is often described as a random process that constitutes of different wavelengths. Thus, the study focuses on examining the effects of the random description of roadways on the dynamic response and its variance. A new setting of variance based sensitivity analysis is proposed and used to identify and quantify the contributions of the roadway-s wavelengths to the variance of the dynamic response. Furthermore, the effect of the vehicle-s speed on the dynamic response is studied.

Keywords: vehicle bridge interaction, sensitivity analysis, road unevenness, random processes, critical speeds

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Authors: A.M. Al-Fahed Nuseirat, R. Abu-Zitar

Abstract:

In this paper the design of maximally flat linear phase finite impulse response (FIR) filters is considered. The problem is handled with totally two different approaches. The first one is completely deterministic numerical approach where the problem is formulated as a Linear Complementarity Problem (LCP). The other one is based on a combination of Markov Random Fields (MRF's) approach with messy genetic algorithm (MGA). Markov Random Fields (MRFs) are a class of probabilistic models that have been applied for many years to the analysis of visual patterns or textures. Our objective is to establish MRFs as an interesting approach to modeling messy genetic algorithms. We establish a theoretical result that every genetic algorithm problem can be characterized in terms of a MRF model. This allows us to construct an explicit probabilistic model of the MGA fitness function and introduce the Ising MGA. Experimentations done with Ising MGA are less costly than those done with standard MGA since much less computations are involved. The least computations of all is for the LCP. Results of the LCP, random search, random seeded search, MGA, and Ising MGA are discussed.

Keywords: Filter design, FIR digital filters, LCP, Ising model, MGA, Ising MGA.

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Authors: Kong-Seng, Lai, Nor'Aini Yusof

Abstract:

Organizational culture fosters innovation, and innovation is the main engine to be sustained within the uncertainty market. Like other countries, the construction industry significantly contributes to the economy, society and technology of Malaysia, yet, innovation is still considered slow compared to other industries such as manufacturing. Given the important role of an architect as the key player and the contributor of new ideas in the construction industry, there is a call to identify the issue and improve the current situation by focusing on the architectural firms. In addition, the existing studies tend to focus only on a few dimensions of organizational culture and very few studies consider whether innovation is being generated or adopted. Hence, the present research tends to fill in the gap by identifying the organizational cultures that foster or hinder innovation generation and/or innovation adoption, and propose a model of organizational culture and innovation generation and/or adoption.

Keywords: Innovation adoption, innovation generation, architectural firm, organizational culture

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Authors: B. Thiagarajan, R. Bremananth

Abstract:

Tumor is an uncontrolled growth of tissues in any part of the body. Tumors are of different types and they have different characteristics and treatments. Brain tumor is inherently serious and life-threatening because of its character in the limited space of the intracranial cavity (space formed inside the skull). Locating the tumor within MR (magnetic resonance) image of brain is integral part of the treatment of brain tumor. This segmentation task requires classification of each voxel as either tumor or non-tumor, based on the description of the voxel under consideration. Many studies are going on in the medical field using Markov Random Fields (MRF) in segmentation of MR images. Even though the segmentation process is better, computing the probability and estimation of parameters is difficult. In order to overcome the aforementioned issues, Conditional Random Field (CRF) is used in this paper for segmentation, along with the modified artificial bee colony optimization and modified fuzzy possibility c-means (MFPCM) algorithm. This work is mainly focused to reduce the computational complexities, which are found in existing methods and aimed at getting higher accuracy. The efficiency of this work is evaluated using the parameters such as region non-uniformity, correlation and computation time. The experimental results are compared with the existing methods such as MRF with improved Genetic Algorithm (GA) and MRF-Artificial Bee Colony (MRF-ABC) algorithm.

Keywords: Conditional random field, Magnetic resonance, Markov random field, Modified artificial bee colony.

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Authors: Izzati K. Khalid, Nor Fadzillah M. Mokhtar, Norihan Md. Arifin

Abstract:

The effect of internal heat generation is applied to the Rayleigh-Benard convection in a horizontal micropolar fluid layer. The bounding surfaces of the liquids are considered to be rigid-free, rigid-rigid and free-free with the combination of isothermal on the spin-vanishing boundaries. A linear stability analysis is used and the Galerkin method is employed to find the critical stability parameters numerically. It is shown that the critical Rayleigh number decreases as the value of internal heat generation increase and hence destabilize the system.

Keywords: Internal heat generation, micropolar fluid, rayleighbenard convection.

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Authors: K. Varesi

Abstract:

This paper proposes a Particle Swarm Optimization (PSO) based technique for the optimal allocation of Distributed Generation (DG) units in the power systems. In this paper our aim is to decide optimal number, type, size and location of DG units for voltage profile improvement and power loss reduction in distribution network. Two types of DGs are considered and the distribution load flow is used to calculate exact loss. Load flow algorithm is combined appropriately with PSO till access to acceptable results of this operation. The suggested method is programmed under MATLAB software. Test results indicate that PSO method can obtain better results than the simple heuristic search method on the 30-bus and 33- bus radial distribution systems. It can obtain maximum loss reduction for each of two types of optimally placed multi-DGs. Moreover, voltage profile improvement is achieved.

Keywords: Distributed Generation (DG), Optimal Allocation, Particle Swarm Optimization (PSO), Power Loss Minimization, Voltage Profile Improvement.

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Authors: Chun-Wei Tung, Chyn Liaw, Shinn-Jang Ho, Shinn-Ying Ho

Abstract:

Protein subchloroplast locations are correlated with its functions. In contrast to the large amount of available protein sequences, the information of their locations and functions is less known. The experiment works for identification of protein locations and functions are costly and time consuming. The accurate prediction of protein subchloroplast locations can accelerate the study of functions of proteins in chloroplast. This study proposes a Random Forest based method, ChloroRF, to predict protein subchloroplast locations using interpretable physicochemical properties. In addition to high prediction accuracy, the ChloroRF is able to select important physicochemical properties. The important physicochemical properties are also analyzed to provide insights into the underlying mechanism.

Keywords: Chloroplast, Physicochemical properties, Proteinlocations, Random Forests.

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Authors: Donepudi Jagadish

Abstract:

In the view of current requirements of power generation and the increased interest on renewable energy sources, many options are available for generation of clean power. Solar power generation would be one of the best options in this context. The solar pond uses the principle of conversion of solar energy into heat energy, and also has the capability of storing this energy for certain period of time. The solar ponds could be best option for the regions with high solar radiation throughout the day, and also has free land availability. The paper depicts the significance of solar pond for conversion of solar energy into heat energy with a sight towards the parameters like thermal efficiency, working conditions and cost of construction. The simulation of solar pond system has been carried out for understanding the trends of the thermal efficiencies with respect to time.

Keywords: Renewable Energy, Solar Pond, Energy Efficiency, Construction of Solar Pond.

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Authors: H. Shayeghi, A. Jalili

Abstract:

This paper presents a new Hybrid Fuzzy (HF) PID type controller based on Genetic Algorithms (GA-s) for solution of the Automatic generation Control (AGC) problem in a deregulated electricity environment. In order for a fuzzy rule based control system to perform well, the fuzzy sets must be carefully designed. A major problem plaguing the effective use of this method is the difficulty of accurately constructing the membership functions, because it is a computationally expensive combinatorial optimization problem. On the other hand, GAs is a technique that emulates biological evolutionary theories to solve complex optimization problems by using directed random searches to derive a set of optimal solutions. For this reason, the membership functions are tuned automatically using a modified GA-s based on the hill climbing method. The motivation for using the modified GA-s is to reduce fuzzy system effort and take large parametric uncertainties into account. The global optimum value is guaranteed using the proposed method and the speed of the algorithm-s convergence is extremely improved, too. This newly developed control strategy combines the advantage of GA-s and fuzzy system control techniques and leads to a flexible controller with simple stricture that is easy to implement. The proposed GA based HF (GAHF) controller is tested on a threearea deregulated power system under different operating conditions and contract variations. The results of the proposed GAHF controller are compared with those of Multi Stage Fuzzy (MSF) controller, robust mixed H2/H∞ and classical PID controllers through some performance indices to illustrate its robust performance for a wide range of system parameters and load changes.

Keywords: AGC, Hybrid Fuzzy Controller, Deregulated Power System, Power System Control, GAs.

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Authors: Ruilian Zhao, Ling Lin

Abstract:

MM-Path, an acronym for Method/Message Path, describes the dynamic interactions between methods in object-oriented systems. This paper discusses the classifications of MM-Path, based on the characteristics of object-oriented software. We categorize it according to the generation reasons, the effect scope and the composition of MM-Path. A formalized representation of MM-Path is also proposed, which has considered the influence of state on response method sequences of messages. .Moreover, an automatic MM-Path generation approach based on UML Statechart diagram has been presented, and the difficulties in identifying and generating MM-Path can be solved. . As a result, it provides a solid foundation for further research on test cases generation based on MM-Path.

Keywords: MM-Path, Message Sequence, Object-Oriented Integration Testing, Response Method Sequence, UML Statechart Diagram.

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Authors: L. Basha, E. Gjika

Abstract:

The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable on one country's competitiveness, trade and current account, inflation, wages, domestic economic activity and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021 and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables in the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.

Keywords: Exchange rate, Random Forest, time series, Machine Learning, forecasting.

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Authors: Mahmoud A. Hassan, Mohammed A. Khalili

Abstract:

We are proposing a simple watermarking method based on visual cryptography. The method is based on selection of specific pixels from the original image instead of random selection of pixels as per Hwang [1] paper. Verification information is generated which will be used to verify the ownership of the image without the need to embed the watermark pattern into the original digital data. Experimental results show the proposed method can recover the watermark pattern from the marked data even if some changes are made to the original digital data.

Keywords: Watermarking, visual cryptography, visualthreshold.

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Authors: Kong-Seng, Lai, Nor'Aini Yusof

Abstract:

Organizational culture fosters innovation, and innovation is the main engine to be sustained within the uncertainty market. Like other countries, the construction industry significantly contributes to the economy, society and technology of Malaysia, yet, innovation is still considered slow compared to other industries such as manufacturing. Given the important role of an architect as the key player and the contributor of new ideas in the construction industry, there is a call to identify the issue and improve the current situation by focusing on the architectural firms. In addition, the existing studies tend to focus only on a few dimensions of organizational culture and very few studies consider whether innovation is being generated or adopted. Hence, the present research tends to fill in the gap by identifying the organizational cultures that foster or hinder innovation generation and/or innovation adoption, and propose a model of organizational culture and innovation generation and/or adoption.

Keywords: Innovation adoption, innovation generation, architectural firm, organizational culture

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Authors: Katsumi Hirata

Abstract:

To develop the useful acoustic environmental recognition system, the method of estimating 3D-position of a stationary random acoustic source using bispectral analysis of 4-point detected signals is proposed. The method uses information about amplitude attenuation and propagation delay extracted from amplitude ratios and angles of auto- and cross-bispectra of the detected signals. It is expected that using bispectral analysis affects less influence of Gaussian noises than using conventional power spectral one. In this paper, the basic principle of the method is mentioned first, and its validity and features are considered from results of the fundamental experiments assumed ideal circumstances.

Keywords: 4-point detection, a stationary random acoustic source, auto- and cross-bispectra, estimation of 3D-position.

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Authors: Valentin P. Velikov

Abstract:

Automatic program generation saves time, human resources, and allows receiving syntactically clear and logically correct modules. The 4-th generation programming languages are related to drawing the data and the processes of the subject area, as well as, to obtain a frame of the respective information system. The application can be separated in interface and business logic. That means, for an interactive generation of the needed system to be used an already existing toolkit or to be created a new one.

Keywords: Computer science, graphical user interface, user dialog interface, dialog frames, data modeling, subject area modeling.

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Authors: Prabhudev Hosur, Rolando Carrasco

Abstract:

This paper presents the enhanced frame-based video coding scheme. The input source video to the enhanced frame-based video encoder consists of a rectangular-size video and shapes of arbitrarily-shaped objects on video frames. The rectangular frame texture is encoded by the conventional frame-based coding technique and the video object-s shape is encoded using the contour-based vertex coding. It is possible to achieve several useful content-based functionalities by utilizing the shape information in the bitstream at the cost of a very small overhead to the bitrate.

Keywords: Video coding, content-based, hyper video, interactivity, shape coding, polygon.

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Authors: C. Ardil

Abstract:

The Turkish Air Force needs to acquire a sixth- generation fighter aircraft in order to maintain its air superiority and dominance against its rivals under the risks posed by global geopolitical opportunities and threats. Accordingly, five evaluation criteria were determined to evaluate the sixth-generation fighter aircraft alternatives and to select the best one. Systematically, a new fuzzy preference optimization programming (POP) method is proposed to select the best sixth generation fighter aircraft in an uncertain environment. The POP technique considers both quantitative and qualitative evaluation criteria. To demonstrate the applicability and effectiveness of the proposed approach, it is applied to a multiple criteria decision-making problem to evaluate and select sixth-generation fighter aircraft. The results of the fuzzy POP method are compared with the results of the fuzzy TOPSIS approach to validate it. According to the comparative analysis, fuzzy POP and fuzzy TOPSIS methods get the same results. This demonstrates the applicability of the fuzzy POP technique to address the sixth-generation fighter selection problem.

Keywords: Fighter aircraft selection, sixth-generation fighter aircraft, fuzzy decision process, multiple criteria decision making, preference optimization programming, POP, TOPSIS, Kizilelma, MIUS, fuzzy set theory

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Authors: Mliki Bouchmel, Belgacem Nabil, Abbassi Mohamed Ammar, Geudri Kamel, Omri Ahmed

Abstract:

In this numerical work, mixed convection and entropy generation of Cu–water nanofluid in a lid-driven square cavity have been investigated numerically using the Lattice Boltzmann Method. Horizontal walls of the cavity are adiabatic and vertical walls have constant temperature but different values. The top wall has been considered as moving from left to right at a constant speed, U0. The effects of different parameters such as nanoparticle volume concentration (0–0.05), Rayleigh number (104–106) and Reynolds numbers (1, 10 and 100) on the entropy generation, flow and temperature fields are studied. The results have shown that addition of nanoparticles to the base fluid affects the entropy generation, flow pattern and thermal behavior especially at higher Rayleigh and low Reynolds numbers. For pure fluid as well as nanofluid, the increase of Reynolds number increases the average Nusselt number and the total entropy generation, linearly. The maximum entropy generation occurs in nanofluid at low Rayleigh number and at high Reynolds number. The minimum entropy generation occurs in pure fluid at low Rayleigh and Reynolds numbers. Also at higher Reynolds number, the effect of Cu nanoparticles on enhancement of heat transfer was decreased because the effect of lid-driven cavity was increased. The present results are validated by favorable comparisons with previously published results. The results of the problem are presented in graphical and tabular forms and discussed.

Keywords: Entropy generation, mixed convection, nanofluid, lattice Boltzmann method.

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Authors: M. R. Salehi, S. Khosroabadi

Abstract:

In this paper, the optical generation of three bands of continuously tunable millimeter-wave signals using an optical phase modulator (OPM) and a polarization state rotation filter (PSRF) as an optical notch filter is analyzed. The effect of the chromatic dispersion on millimeter-wave signals is presented.

Keywords: Optical generation, millimeter-wave, optical notchfilter , chromatic dispersion.

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Authors: Halil Ibrahim Demir, Alper Goksu, Onur Canpolat, Caner Erden, Melek Nur

Abstract:

Traditionally process planning, scheduling and due date assignment are performed sequentially and separately. High interrelation between these functions makes integration very useful. Although there are numerous works on integrated process planning and scheduling and many works on scheduling with due date assignment, there are only a few works on the integration of these three functions. Here we tested the different integration levels of these three functions and found a fully integrated version as the best. We applied genetic search and random search and genetic search was found better compared to the random search. We penalized all earliness, tardiness and due date related costs. Since all these three terms are all undesired, it is better to penalize all of them.

Keywords: Process planning, scheduling, due-date assignment, genetic algorithm, random search.

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Authors: Bharti B. Parmar, Vivek J. Pandya

Abstract:

The issue of unintentional islanding detection of grid connected synchronous distributed generation (SDG) remains the most challenging task faced by the distributed generation (DG) industry as SDG is highly capable of prolonging an island. This paper gives an insight of anti-islanding detection techniques mainly applied for SDG. Different techniques conclude that it is challenging to point out a generic method for a distinct purpose as the application of particular practice depends on nature of the end use and system dependent elements. Also, the setup and operational cost affect the selection of anti-islanding technique to achieve minimal compromising between cost and system quality. A test bench is created in the MATLAB/Simulink^® to demonstrate the results of a 33 kV system. The results are highly satisfactory and they are according to the current practices.

Keywords: Synchronous distributed generation, islanding, point of common coupling, loss of grid.

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Authors: Yilun Shang

Abstract:

Let {Xi}i≥1 be a martingale difference sequence with Xi = Si - Si-1. Under some regularity conditions, we show that (X2 1+· · ·+X2N n)-1/2SNn is asymptotically normal, where {Ni}i≥1 is a sequence of positive integer-valued random variables tending to infinity. In a similar manner, a backward (or reverse) martingale central limit theorem with random indices is provided.

Keywords: central limit theorem, martingale difference sequence, backward martingale.

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