• Title/Summary/Keyword: ${\beta}-mixing$

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The Mixing Properties of Subdiagonal Bilinear Models

  • Jeon, H.;Lee, O.
    • Communications for Statistical Applications and Methods
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    • v.17 no.5
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    • pp.639-645
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    • 2010
  • We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the $\beta$-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.

Uniform Ergodicity of an Exponential Continuous Time GARCH(p,q) Model

  • Lee, Oe-Sook
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.639-646
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    • 2012
  • The exponential continuous time GARCH(p,q) model for financial assets suggested by Haug and Czado (2007) is considered, where the log volatility process is driven by a general L$\acute{e}$vy process and the price process is then obtained by using the same L$\acute{e}$vy process as driving noise. Uniform ergodicity and ${\beta}$-mixing property of the log volatility process is obtained by adopting an extended generator and drift condition.

STATIONARITY AND β-MIXING PROPERTY OF A MIXTURE AR-ARCH MODELS

  • Lee, Oe-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.4
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    • pp.813-820
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    • 2006
  • We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

Recycling of $\beta$-Cyclodextrin Used for Cholesterol Removal from Egg Yolk (난황의 콜레스테롤 제거에 사용한 $\beta$-Cyclodextrin의 재활용)

  • 유익종;최성유;박우문;전기홍
    • Food Science of Animal Resources
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    • v.20 no.1
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    • pp.30-35
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    • 2000
  • The method used to remove cholesterol from egg by using $beta$-cyclodextrin was relatively stable and efficient. The aim of this study was to cost down by recycling $\beta$-cyclodextrin used to remove cholesterol from egg yolk because $\beta$-cyclodextrin was expensive. The solvents used to separate $\beta$-cyclodextrin from $\beta$-cyclodextrin complex containing egg yolk cholesterol were butanol, chloroform, ether, hexane, methanol, 2-propanol and their mixture. The ratio of solvent and complex varied from 2 : 1 to 10 : 1. The condition of mixing time and temperature varied from 30 to 60$^{\circ}C$ and from 10 minutes to 3 hours to remove cholesterol from $\beta$-cyclodextrin complex. When the ratio of choloroform and methanol was 1 : 1, the removal efficiency of cholesterol was 98.8%. The efficiency of cholesterol removal was improved when the ratio of solvent : complex increased to 4 : 1. When mixing time and temperature was up to for 1hr, at 50$^{\circ}C$ respectively, the efficiency of cholesterol removal improved to 99%. It concluded that the efficiency of cholesterol removal of 50% renewed one contained $\beta$-cyclodextrin were 81.1% while the cholesterol removal efficiency of 100% renewed $\beta$-cyclodextrin was 24% if cholesterol removal efficiency of new $\beta$-cyclodextrin were 100%.

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Neutrinoless Double Beta Decay and Light Sterile Neutrino

  • Jang, C.H.;Kim, B.J.;Ko, Y.J.;Siyeon, K.
    • Journal of the Korean Physical Society
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    • v.73 no.11
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    • pp.1625-1630
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    • 2018
  • The recent neutrino experiment results show a preference on normal mass ordering of neutrinos. The global efforts to search for neutrinoless double beta decays undergo a broad gap with the approach to the prediction in three-neutrino framework based on the normal ordering. Current research is to show that it is possible to find a neutrinoless double beta decay signal even with normal ordered neutrino masses. We propose the existence of light sterile neutrino as a solution to the higher effective mass of electron neutrino expected by experiments under operation. A few short-baseline oscillation experiments gave rise to exclusion bound to the mass of sterile neutrino and its mixing with the lightest neutrino. It is demonstrated that results of neutrinoless double beta decays can also narrow down the ranges of the mass and the mixing angle of sterile neutrino.

Geometric ergodicity for the augmented asymmetric power GARCH model

  • Park, S.;Kang, S.;Kim, S.;Lee, O.
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1233-1240
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    • 2011
  • An augmented asymmetric power GARCH(p, q) process is considered and conditions for stationarity, geometric ergodicity and ${\beta}$-mixing property with exponential decay rate are obtained.

Nonparametric Granger Causality Test

  • Jeong, Ki-ho;Nishiyama, Yoshihiko
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.195-210
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    • 2007
  • This paper develops a consistent nonparametric test for Granger causality in the context of strong-mixing process, which covers a large class of stationary processes including ARMA and ARCH models. The previously proposed tests require absolute regularity ($\beta$-mixing) more stringent than the strong-mixing condition. We prove the consistency of the test under a high level assumption on the approximation error of U statistic by its projection. Due to the sample splitting, the test statistic we propose is asymptotically normally distributed under the null.

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The Selection of Optimal Mixing Proportion and Cost Analysis in the SFC (초유동 콘크리트의 최적배합 선정방법 및 경제성 분석)

  • Park, Chil-Lim;Kim, Moo-Han;Kwon, Yeong-Ho;Lee, Sang-Soo;Won, Cheol
    • Proceedings of the Korea Concrete Institute Conference
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    • 1998.10a
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    • pp.262-268
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    • 1998
  • This research is to examine the selected method of optimal mixing proportion and cost analysis in the super flowing concrete. As confined water $ratio($\beta_p$)$ and K is introduced, itis to establish optimal mixing design of super flowing concrete according to the steps of paste, mortar and concrete. From paste and mortar test, it was led to $$\beta_p$$ and $K_p$satisfying the optimum condions depending on the kinds of binders. Then $$\beta_p$$ and $K_p$ is reflected to the mix condition of super flowing concrete. The result of test, the mix condition of super flowing concrete satisfied the quality performance of concrete with adjustment of additional rate of the superplasticizer. Besides, in case of design strength $350kg/\textrm{cm}^2$ of concrete, material cost in super flowing concrete is able to be reduced 5~16% in replacement of fly ash 30% in ordinary portland cement and slag cement.

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The Study on the Mix Design of the Super Flowing Concrete (초유동 콘크리트의 배합설계에 관한 연구)

  • 권영호;이상수;안재현;박칠림
    • Proceedings of the Korea Concrete Institute Conference
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    • 1996.10a
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    • pp.283-289
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    • 1996
  • In this paper, the mix design of the super flowing concrete is described with respcet to basic concept, confined water ratio($\beta_p$), volume ratio of water-binder(w/b), volume ratio of fine aggregates($S_r$) and coarse aggregates($G_v$). The primary purposes of this study are to evaluate the effects of cementitious materials(fly ash, slag cement, portland cement), mixing factors ($\beta_p$, w/b, $S_r$, $G_v$)., and to propose the mix design method of the super flowing concrete. As results of this study, confined water ratio($\beta_p$) of cementitious materials is very high (0.99~1.1), and then the ranges of the optimum mixing factors to be satisfied with the super flowing concrete are $S_r$ 47$\ell$ 2%, $G_v$ 52$\ell$ 1%.

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Effects of the Proportions of Wall Materials on the Characteristics of Spray Dried Vinegar (부형제의 혼합비에 따른 분말식초의 품질 특성)

  • 황성희;홍주헌;정용진;윤광섭
    • Food Science and Preservation
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    • v.9 no.2
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    • pp.189-193
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    • 2002
  • This study was conducted to evaluate the quality and the quantity for manufacturing vinegar powder using spray drying. The $\beta$-cyclodextrin(CD) and gum arabic(GA) were used as well materials and the mixing ratio of CD and GA was ranged from 10:0 to 0:10. The moisture content of the vinegar powder of 2.5 of CD and 7.5 of GA was lowest among the other mixing ratios. At this proportion, the titratable acidity was highest as it had much included vinegar. The heat stability was not varied much with mixing ratio. However the stability of heat was maintained. Further the water absorption of powder was comparatively low. The manufactured powder vinegar shape was smooth round particles and stable structure by SEM and the particle size was small enough to form capsulation. In sensory evaluation, under these conditions the sourness was highest at 3.5. Therefore, the optimal mixing ratio at 2.5 of CD and 7.5 of GA in wall material was selected.