• Bulletin of the Korean Mathematical Society
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• v.49 no.2
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• pp.235-247
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• 2012

We study sufficient conditions for function algebras generated by four smooth functions on a small closed bidisk near the origin in $\mathbb{C}$ to coincide with the space of continuous functions on the bidisk. This problem in one dimension has been studied by De Paepe and the second name author.

• Journal of the Korean Mathematical Society
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• v.33 no.2
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• pp.399-411
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• 1996

Let $\Omega$ be a smoothly bounded pseudoconvex domain in $C^n$ and let $A(\Omega)$ denote the functions holomorphic on $\Omega$ and continuous on $\bar{\Omega}$. A point $p \in b\Omega$ is a peak point if there is a function $f \in A(\Omega)$ such that $f(p) = 1, and $\mid$f(z)$\mid$ < 1 for z \in \bar{\Omega} - {p}$.

• Communications of the Korean Mathematical Society
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• v.9 no.2
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• pp.299-302
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• 1994

Throughout this paper, let X be a compact Hausdorff space, and let C(X) (resp. $C_{R}$ /(X)) be the complex (resp. real) Banach algebra of all continuous complex-valued (resp. real-valued) functions on X with the pointwise operations and the supremum norm x. A Banach function algebra on X is a Banach algebra lying in C(X) which separates the points of X and contains the constants. A Banach function algebra on X equipped with the supremum norm is called a uniform algebra on X, that is, a uniformly closed subalgebra of C(X) which separates the points of X and contains the constants.(omitted)

• Journal of Korean Society for Quality Management
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• v.25 no.4
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• pp.99-105
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• 1997

We consider a nonparametric estimation of the renewal function. In this paper, we suggest modified methods for Frees's estimator to enhance the efficiency. The methods are based on a piecewise linearization and on the fact that the bounded monotonic functions converging pointwise to the bounded monotonic continuous function converge uniformly. In a simulation study, we show that the modified methods have the better efficiency than that introduced by Frees.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.52 no.2
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• pp.81-84
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• 2003

This paper presents a proper rational transfer function synthesis in the continuous time system from noisy measurements. The proposed method identifies the coefficients vector of the transfer function from an overdetermined linear system that develops from rearranging the two dimensional system matrices and output vectors obtained from the observed frequency responses. By computer simulation, the performance improvement is verified.

• Bulletin of the Korean Mathematical Society
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• v.30 no.1
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• pp.125-134
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• 1993

Let X be a compact Hausdorff space, and let C(X) (resp. $C_{R}$(X)) be the complex (resp. real) Banach algebra of all continuous complex-valued(resp. real-valued) functions on X with the pointwise operations and the supremum norm x. A Banach function algebra on X is a Banach algebra lying in C(X) which separates the points of X and contains the constants. A Banach function algebra on X equipped with the supremum norm is called a uniform algebra on X, that is, a uniformly closed subalgebra of C(X) which separates the points of X and contains the constants.s.

• Journal of the Korean Mathematical Society
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• v.55 no.1
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• pp.101-129
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• 2018

From an analytical perspective, we introduce a sequence of Cartier operators that act on the field of formal Laurent series in one variable with coefficients in a field of positive characteristic p. In this work, we discover the binomial inversion formula between Hasse derivatives and Cartier operators, implying that Cartier operators can play a prominent role in various objects of study in function field arithmetic, as a suitable substitute for higher derivatives. For an applicable object, the Wronskian criteria associated with Cartier operators are introduced. These results stem from a careful study of two types of Cartier operators on the power series ring ${\mathbf{F}}_q$[[T]] in one variable T over a finite field ${\mathbf{F}}_q$ of q elements. Accordingly, we show that two sequences of Cartier operators are an orthonormal basis of the space of continuous ${\mathbf{F}}_q$-linear functions on ${\mathbf{F}}_q$[[T]]. According to the digit principle, every continuous function on ${\mathbf{F}}_q$[[T]] is uniquely written in terms of a q-adic extension of Cartier operators, with a closed-form of expansion coefficients for each of the two cases. Moreover, the p-adic analogues of Cartier operators are discussed as orthonormal bases for the space of continuous functions on ${\mathbf{Z}}_p$.

• Korean Management Science Review
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• v.33 no.2
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• pp.75-87
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• 2016

Quality function deployment (QFD) is a widely adopted customer-oriented product development methodology by analyzing customer requirements. It is a main activity in QFD planning process to determine the optimal values of the technical attributes (TAs) so as to achieve the customer requirements (CRs) from the House of Quality (HoQ). In most of the previous research, all the TAs in QFD are assumed to have either continuous or discrete values. In the real world applications, the continuous TAs and the discrete TAs are often mixed in QFD. In this paper, a mixed integer linear programming model is formulated to obtain the optimal values for the continuous TAs and the discrete TAs in QFD planning as well as Branch and Bound (B and B) algorithm is proposed as the solution approach. Finally, the proposed model and solution approach are illustrated with an office chair under multi-segment market, and the sensitivity analysis is performed to study how the proposed model and its solutions respond to the variation for the two elements which are budget and CRs' weights.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.31 no.4
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• pp.134-139
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• 2008

Most approaches for continuous review inventory problem need tables for loss function and cumulative standard normal distribution. Furthermore, it is time-consuming to calculate order quantity (Q) and reorder point (r) iteratively until required values are converged. The purpose of this paper is to develop a direct method to get the solution without any tables. We used approximation approaches for loss function and cumulative standard normal distribution. The proposed method can get the solution directly without any iterative procedure for Q, r and without any tables. The performance of the proposed approach is tested by using numerical examples. The budget constraint of this paper assumes that purchasing costs are paid at the time an order is arrived. This constraint can be easily replaced by capacity constraint or budget constraint in which' purchasing costs are paid at the time an order is placed.

• KDI Journal of Economic Policy
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• v.40 no.4
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• pp.1-22
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• 2018

We estimate three continuous-time stochastic volatility models following the approach by Aït-Sahalia and Kimmel (2007) to compare the Korean and US stock markets. To do this, the Heston, GARCH, and CEV models are applied to the KOSPI 200 and S&P 500 Index. For the latent volatility variable, we generate and use the integrated volatility proxy using the implied volatility of short-dated at-the-money option prices. We conduct MLE in order to estimate the parameters of the stochastic volatility models. To do this we need the transition probability density function (TPDF), but the true TPDF is not available for any of the models in this paper. Therefore, the TPDFs are approximated using the irreducible method introduced in Aït-Sahalia (2008). Among three stochastic volatility models, the Heston model and the CEV model are found to be best for the Korean and US stock markets, respectively. There exist relatively strong leverage effects in both countries. Despite the fact that the long-run mean level of the integrated volatility proxy (IV) was not statistically significant in either market, the speeds of the mean reversion parameters are statistically significant and meaningful in both markets. The IV is found to return to its long-run mean value more rapidly in Korea than in the US. All parameters related to the volatility function of the IV are statistically significant. Although the volatility of the IV is more elastic in the US stock market, the volatility itself is greater in Korea than in the US over the range of the observed IV.