• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2008.10a
• /
• pp.49-52
• /
• 2008

In this letter, we derive a tight closed form formula for an ergodic rapacity of a multiple-input multiple-output (MIMO) for the application of wireless communications. The derived expression is a simple close-form formula to determine the ergodic capacity of MIMO systems. Assuming the channels are independent and identically distributed (i.i.d.) Rayleigh flat-fading between antenna pairs, the ergodic capacity can be expressed in a closed form as the finite sum of exponential integrals.

• Communications of the Korean Mathematical Society
• /
• v.29 no.3
• /
• pp.489-496
• /
• 2014

We drive a closed-form expression for the price of a European quanto call option in the double square root stochastic volatility model.

• Communications of the Korean Mathematical Society
• /
• v.31 no.2
• /
• pp.415-422
• /
• 2016

We derive a closed-form expression for the price of a European quanto call option when both foreign and domestic interest rates follow the Vasicek's short rate model.

• Bulletin of the Korean Mathematical Society
• /
• v.56 no.2
• /
• pp.351-364
• /
• 2019

We derive full closed-form expressions for the prices of European symmetric power quanto call options with four different forms of terminal payoffs under the assumption of the classical lognormal asset price and exchange rate model.

• Journal of the Earthquake Engineering Society of Korea
• /
• v.22 no.4
• /
• pp.245-251
• /
• 2018

In this paper, we address some issues in existing seismic hazard closed-form equations and present a novel seismic hazard equation form to overcome these issues. The presented equation form is based on higher-order polynomials, which can well describe the seismic hazard information with relatively high non-linearity. The accuracy of the proposed form is illustrated not only in the seismic hazard data itself but also in estimating the annual probability of failure (APF) of the structural systems. For this purpose, the information on seismic hazard is used in representative areas of the United States (West : Los Angeles, Central : Memphis and Kansas, East : Charleston). Examples regarding the APF estimation are the analyses of existing platform structure and nuclear power plant problems. As a result of the numerical example analyses, it is confirmed that the higher-order-polynomial-based hazard form presented in this paper could predict the APF values of the two example structure systems as well as the given seismic hazard data relatively accurately compared with the existing closed-form hazard equations. Therefore, in the future, it is expected that we can derive a new improved APF function by combining the proposed hazard formula with the existing fragility equation.

• The Journal of the Korea institute of electronic communication sciences
• /
• v.10 no.4
• /
• pp.507-512
• /
• 2015

In the wireless localization systems using range measurements, iteration method-based approximated solutions have been used. Also, linear closed-form solutions have been investigated in the light of local minimum problem and computational load. However, each closed-form solution has individual error factors that cause usage limit of the solutions. In this paper, a fusion method integrating two representative closed-form solutions is presented. The presented method cancels the error factors of each solution out. Weights for integrating the standalone solutions are determined using the error factors-based fuzzy method. The performance of the proposed method is verified using some simulation results.

• Journal of Institute of Control, Robotics and Systems
• /
• v.5 no.3
• /
• pp.324-337
• /
• 1999

In this work, a new 3-PSP type spatial 3-degree-of-freedom parallel mechanism is proposed. And a 6 DOF hybrid manipulator which consists of a 3-PPR type planar 3 DOF parallel mechanism and a new 3-PSP type spatial 3-degree-of-freedom parallel mechanism is proposed. Both 3 DOF mechanism modules have closed-form forward position solutions and particularly, 3-PSP spatial module has unique forward position solution. Firstly, the closed-form position analysis and first-order kinematic analysis for the proposed 3-PSP type module are carried out, and the first-order kinematic characteristics are examined via maximum singular value and the isotropic index of the mechanism. It is shown through these analyses that the mechanism has excellent isotrpic property throughout the workspace. Secondly, position and kinematic analysis of the 3-PPR planar module are briefly described. Thirdly, the forward position analysis for the 3-PPR 3-PSP type 6 degree-of-freedom hybrid mechanism consisting of a 3-PPR planar module and a 3-PSP spatial module is performed along with the analysis of the workspace size and first-order kinematic characteristics. The kinematic characteristics of the proposed hybrid manipulator are compared to those of geometrically similar Stewart manipulator.

• Journal of Korea Society of Industrial Information Systems
• /
• v.19 no.3
• /
• pp.75-85
• /
• 2014

This paper is to develop and estimate a closed form inflation model using the estimates for real marginal costs in manufacturing industries during the sample period 1975-2010. The production function in manufacturing industry incorporates labor, capital, domestic material, and foreign material, assuming constant returns to scale technology and AR(1) process of technological coefficient. We derive real marginal costs from firm's cost minimization with quarterly data and provide new evidences on the new Keynesian Phillips curve for Korea. The main empirical result is that the closed form coefficients ${\delta}_1$ and ${\delta}^{-1}_2$ in manufacturing for PPI inflation proved to be 0.5086 and 0.8779 respectively, similar to the estimates in the U.S. case. These results also are consistent with the functional relationship between the coefficients in hybrid model and its closed form. Thus the paper suggests that the empirical studies on inflation dynamics need to focus on the manufacturing industry with market power, treating PPI inflation as the dependent variable.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.17 no.8 s.111
• /
• pp.788-794
• /
• 2006

In this paper, a Sommerfeld integral for an impedance half-plane is considered, which is one of classical problems in electromagnetic theory. First, the integral is evaluated into two series representations which are expressed in terms of exponential integral and Lommel function, respectively. Then based on the Lommel function expansion, an exact, closed-form expression of the integral is formulated, written in terms of incomplete Weber integrals. Additionally, based on the exponential integral expansion, an approximate expression of the integral is obtained. Validity of all formulations derived in this paper is demonstrated through comparisons with a numerical integration of the integral for various situations.

• Journal of the Institute of Electronics Engineers of Korea TC
• /
• v.37 no.11
• /
• pp.23-31
• /
• 2000

In the layered medium, infinite Sommerfeld integral must be evaluated to calculate a space domain Green's function. The complex image method and the two-level method provide rapid calculation and accurate solutions in the near-field region. However, in the intermediate and far-field region, the solutions are inaccurate due to the deformation of the sampling contour. In this paper, we propose a method to calculate an accurate closed-form Green's function for coplanar structure by sampling data on the real axis.