• Title/Summary/Keyword: Asymptotic Behavior

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RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES

  • Lee, Sang-Yeol;Wee, In-Suk
    • 대한수학회지
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    • 제45권3호
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    • pp.683-693
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    • 2008
  • In this paper, we study the asymptotic behavior of the residual empirical process from diffusion processes. For this task, adopting the discrete sampling scheme as in Florens-Zmirou [9], we calculate the residuals and construct the residual empirical process. It is shown that the residual empirical process converges weakly to a Brownian bridge.

ON THE GOODNESS OF FIT TEST FOR DISCRETELY OBSERVED SAMPLE FROM DIFFUSION PROCESSES: DIVERGENCE MEASURE APPROACH

  • Lee, Sang-Yeol
    • 대한수학회지
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    • 제47권6호
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    • pp.1137-1146
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    • 2010
  • In this paper, we study the divergence based goodness of fit test for partially observed sample from diffusion processes. In order to derive the limiting distribution of the test, we study the asymptotic behavior of the residual empirical process based on the observed sample. It is shown that the residual empirical process converges weakly to a Brownian bridge and the associated phi-divergence test has a chi-square limiting null distribution.

ON ENERGY ESTIMATES FOR A LANDAU-LIFSCHITZ TYPE FUNCTIONAL IN HIGHER DIMENSIONS

  • Qi, Longxing;Lei, Yutian
    • 대한수학회지
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    • 제46권6호
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    • pp.1207-1218
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    • 2009
  • The authors study the asymptotic behavior of radial minimizers of an energy functional associated with ferromagnets and antiferromagnets in higher dimensions. The location of the zeros of the radial minimizer is discussed. Moreover, several uniform estimates for the radial minimizer are presented. Based on these estimates, the authors establish global convergence of radial minimizers.

열자격전류식을 이용한 이탈주파수인자 계산에 관한 연구 (A Study on the Calculation of Escape Frequency Factor using TSC Equation)

  • 김기준;김상진;전동근
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 1995년도 추계학술대회 논문집
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    • pp.135-138
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    • 1995
  • This paper presents a method to calculate the escape frequency factor and its verification from TSC(Thermally Stimulated Current) equation and cures. To apply calculation method of ν using asymptotic estimation, it utilized two sets of TSC data with 1K interval. This method enables one to get the exact value of ν and activation energy at the same time by using computer programming. So, it regards their calculation method as a useful process to obtain the value of physical behavior.

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The Limits of Bivariate Q-Q Plots Based on Matching that Minimizes a Distance

  • Kim, Nam-Hyun
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.645-658
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    • 1999
  • One of the most popular graphical techniques for goodness of fit problems is the quantile-quantile plot(Q-Q plot) Easton and McCulloch(1990) suggested a way of generalizing Q-Q plots to multivariate cases bases on finding a matching between the points of the data set whose shape is being examined and a reference sample. in this paper we investigated the asymptotic behavior of the generalized Q-Q plot for bivariate cases. As a result we concluded that the standard univariate Q-Q plot and the generalized Q-Q plot have the same limit if two variables are independent.

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△-CLOSURES OF IDEALS WITH RESPECT TO MODULES

  • Ansari-Toroghy, H.;Dorostkar, F.
    • 호남수학학술지
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    • 제30권1호
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    • pp.101-113
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    • 2008
  • Let M be an arbitrary module over a commutative Noetherian ring R and let ${\triangle}$ be a multiplicatively closed set of non-zero ideals of R. In this paper, we will introduce the dual notion of ${\triangle}$-closure and ${\triangle}$-dependence of an ideal with respect to M and obtain some related results.

Minimum risk point estimation of two-stage procedure for mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • 제20권5호
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    • pp.887-894
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    • 2009
  • The two-stage minimum risk point estimation of mean, the probability of success in a sequence of Bernoulli trials, is considered for the case where loss is taken to be symmetrized relative squared error of estimation, plus a fixed cost per observation. First order asymptotic expansions are obtained for large sample properties of two-stage procedure. Monte Carlo simulation is carried out to obtain the expected sample size that minimizes the risk and to examine its finite sample behavior.

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NOTE OF BEHAVIOR OF A COUPLED NONAUTONOMOUS ORDINARY DIFFERENTIAL EQUATION

  • Hong, Keum-Shik
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.227-230
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    • 1995
  • Stability of a coupled nonautonomous ordinary differential equation is investigated. Asymptotic convergence to zero of a part of state vector is additionally shown, otherwise only uniform stability could have been concluded by the Lyapunov direct method. Obtained results could be particularly useful in analysis of nonautonomous systems in which the invariance principle does not hold. An illustrating example is given.

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ON A GENERAL CLASS OF OPTIMAL FOURTH-ORDER MULTIPLE-ROOT FINDERS

  • Kim, Young Ik
    • 충청수학회지
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    • 제26권3호
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    • pp.657-669
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    • 2013
  • A general class of two-point optimal fourth-order methods is proposed for locating multiple roots of a nonlinear equation. We investigate convergence analysis and computational properties for the family. Special and simple cases are considered for real-life applications. Numerical experiments strongly verify the convergence behavior and the developed theory.