• 제목/요약/키워드: Density of State

검색결과 2,066건 처리시간 0.038초

Direct Nonparametric Estimation of State Price Density with Regularized Mixture

  • Jeon, Yong-Ho
    • 응용통계연구
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    • 제24권4호
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    • pp.721-733
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    • 2011
  • We consider the state price densities that are implicit in financial asset prices. In the pricing of an option, the state price density is proportional to the second derivative of the option pricing function and this relationship together with no arbitrage principle imposes restrictions on the pricing function such as monotonicity and convexity. Since the state price density is a proper density function and most of the shape constraints are caused by this, we propose to estimate the state price density directly by specifying candidate densities in a flexible nonparametric way and applying methods of regularization under extra constraints. The problem is easy to solve and the resulting state price density estimates satisfy all the restrictions required by economic theory.

Study of the density of horns from cervids

  • Vashukevich, Yury Evgenjevich;Vashukevich, Elena Valirievna;Polzer, Gottlieb;Polzer, Liza;Shvetsova, Svetlana Viktorovna;Khantakova, Victoria Mikhailovna
    • Journal of Species Research
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    • 제4권1호
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    • pp.45-48
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    • 2015
  • The article is devoted to the study of the density dependence of the horns tissue on the species and the age of the representatives of the deer family. In scientific literature this problem was covered partially. Basic physical parameters (mass, volume, and density) of horns from red deer (Cervus elaphus), fallow deer (Dama dama), European (Capreolus capreolus) and Siberian roe deer (Capreolus pygargus) were estimated. The present study was designed to analyze the results for making identification of species and age of the animal possible.

흙의 공학적 성질에 관한 연구 (Study on Engineering Properties of Earth Materials)

  • 김주범;윤충섭
    • 한국농공학회지
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    • 제17권3호
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    • pp.3815-3832
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    • 1975
  • This study was made to investigate various engineering properties of earth materials resulting from their changes in density and moisture content. The results obtained in this study are summarized as follows: 1. The finner the grain size is, the bigger the Optimum Moisture Content(OMC) is, showing a linear relationship between percent passing of NO. 200 Sieve (n) and OMC(Wo) which can be represented by the equation Wo=0.186n+8.3 2. There is a linear relationship of inverse proportion between OMC and Maximum Dry Density (MDD) which can be represented by the equation ${\gamma}$d=2.167-0.026Wo 3. There is an exponential curve relationship between void ratio (es) and MDD whose equation can be expressed ${\gamma}$d=2.67e-0.4550.9), indicating that as MDD increases, void ratio decreases. 4. The coefficent of permeability increases in proportion to decrease of the MDD and this increase trend is more obvious in coarse material than in fine material, and more obvious in cohesionless soil than in cohesive soil. 5. Even in the same density, the coefficient of permeability is smaller in wet than in dry from the Optimum Moisture Content. 6. Showing that unconfined compressive strength increases in proportion to dry density increase, in unsaturated state the compacted in dry has bigger strength value than the compacted in wet. On the other hand, in saturated state, the compacted in dry has a trend to be smaller than the compacted in wet. 7. Even in the same density, unconfined compressive strength increases in proportion to cohesion, however, when in small density and in saturated state, this relationship are rejected. 8. In unsaturated state, cohesion force is bigger in dry than in wet from OMC. In saturated state, on the other hand, it is directly praportional to density. 9. Cohesion force decreases in proportion to compaction rate decrease. And this trend is more evident in coarse matorial than in fine material. 10. Internal friction angle of soil is not influenced evidently on the changes of moisture content and compaction rate in unsaturated state, On the other hand in saturated state it is influenced density. 11. Cohesion force is directly proportional to unconfined compressive strength(qu), indicating that it has approximately 35 percent of qu in unsaturated state and approximately 70 percent of qu in saturated state.

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통계적 분석에 의한 정상상태조건을 만족하는 교통량-밀도 관계 도출 (Flow-density Relations Satisfying Stationary Conditions using Statistical Analysis)

  • 김영호
    • 대한교통학회지
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    • 제24권5호
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    • pp.135-142
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    • 2006
  • 교통류 이론에서 fundamental diagram이라고 불리는 교통량-밀도 관계는 stationary 상태에서의 교통량과 밀도사이의 평형관계 (equilibrium relation)를 나타낸다 본 연구에서는 개별차량 데이터를 이용하여 교통량-밀도 관계의 전제조건인 stationary 조건을 만족하는 데이터를 추출하는 방법을 제시하였고, stationary 조건을 만족하는 데이터를 교통량-밀도 평면에 도시하였다. 개별차량의 흐름이 자유교통류상태와 혼잡교통류상태에서 상이하며 지점에서 관측된 데이터가 서로 다른 특성의 시계열특성을 보인다는 점에 근거하여 두 가지 상태에 따라 서로 다른 stationary조건을 제시하였다. 본 논문에서 제시된 stationary 조건을 실제로 관측된 데이터에 적용한 결과 자유교통류상태의 stationary조건을 만족하는 데이터는 현재까지 알려진 바와 같이 교통류-밀도 관계의 왼쪽가지에 위치하고. 혼잡교통류상태의 stationary조건을 만족하는 데이터는 교통류-밀도관계의 오른쪽 가지에 위치한다. 또한 본 연구에서 제시된 방법론에 따라 교통류-밀도관계의 전범위에 걸쳐 stationary조건을 만족하는 데이터를 구별하여 교통류-밀도평면에 도시한 결과 교통류의 거의 전영역에 걸쳐 재현 가능한 관계가 나타나는 것을 확인할 수 있었다.

LIF를 이용한 Hg-Ar 플라즈마 특성 평가 (Evaluation of Plasma Characteristics for Hg-Ar Using LIF)

  • 문종대
    • 전기학회논문지P
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    • 제57권2호
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    • pp.79-83
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    • 2008
  • In this paper, we introduced a LIF measurement method and summarized the theoretical side. When an altered wavelength of laser and electric power, lamp applied electric power, we measured the relative density of the metastable state in mercury after observing a laser induced fluorescence signal of 404.8nm and 546.2nm, and confirmed the horizontal distribution of plasma density in the discharge lamp. Due to this generation, the extinction of atoms in a metastable state occurred through collision, ionization, and excitation between plasma particles. The density and distribution of the metastable state depended on the energy and density of plasma particles, intensely. This highlights the importance of measuring density distribution in plasma electric discharge mechanism study. The results confirmed the resonance phenomenon regarding the energy level of atoms along a wavelength. change, and also confirmed that the largest fluorescent signal in 436nm, and that the density of atoms in 546.2nm ($6^3S_1{\to}6^3P_2$) were larger than 404.8nm ($6^3S_1{\to}6^3P_2$). According to the increase of lamp applied electric power, plasma density increased, too. When increased with laser electric power, the LIF signal reached a saturation state in more than 2.6mJ. When partial plasma density distribution along a horizontal axis was measured using the laser induced fluorescence method, the density decreased by recombination away from the center.

A New Model and Equation Derived From Surface Tension and Cohesive Energy Density of Coagulation Bath Solvents for Effective Precipitation Polymerization of Acrylonitrile

  • Zhou, You;Xue, Liwei;Yi, Kai;Zhang, Li;Ryu, Seung Kon;Jin, Ri Guang
    • Carbon letters
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    • 제13권3호
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    • pp.182-186
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    • 2012
  • A new model and resultant equation for the coagulation of acrylonitrile monomers in precipitation polymerization are suggested in consideration of the surface tension (${\gamma}$) and cohesive energy density ($E_{CED}$). The equation was proven to be quite favorable by considering figure fittings from known surface tensions and cohesive energy densities of certain organic solvents. The relationship between scale value of surface tension (${\gamma}$/M) and cohesive energy density of monomers can be obtained by changing the coagulation bath component for effective precipitation polymerization of acrylonitrile in wet spinning.

MNOS 기억소자의 계면상태밀도의 에너지 분포의 결정 (Determination of Energy Distribution of Interface State Density in the MNOS Memory Device)

  • 한태현;강창수;박종하;서광열
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 1988년도 추계학술대회 논문집
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    • pp.1-4
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    • 1988
  • The high frequency and quasi-state C-V curves were measured to determine the interface state density in MNOS devices. Berglund method was appropriate for determination of energy distribution of interface state density all over the energy gap. Applying Vg vs Øs relation by Berlund method to comparison-analysis method of the high-frequency and quasi-static C-V curves, we were able to determine the energy distribution by only measured C-V curves without theoretical C-V curves. The interface state density near the conduction band was high at lower temperature than room temperature.

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LIF를 이용한 Hg-Ar의 플라즈마 밀도 측정 (Plasma Density Measurement of Hg-Ar by LIF Method)

  • 최용성;황종선;박계춘;송민종;김형곤;이경섭
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2006년도 추계학술대회 논문집 광주전남지부
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    • pp.27-32
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    • 2006
  • In this paper, we introduced a LIF measurement method and summarized the theoretical side. When an altered wavelength of laser and electric power, lamp applied electric power, we measured the relative density of the metastable state in mercury after observing a laser induced fluorescence signal of 404.8nm and 546.2nm, and confirmed the horizontal distribution of plasma density in the discharge lamp. Due to this generation, the extinction of atoms in a metastable state occurred through collision, ionization, and excitation between plasma particles. The density and distribution of the metastable state depended on the energy and density of plasma particles, intensely. This highlights the importance of measuring density distribution in plasma electric discharge mechanism study. The results confirmed the resonance phenomenon regarding the energy level of atoms along a wavelength change, and also confirmed that the largest fluorcscent signal in 436nm, and that the density of atoms in 546.2nm ($6^3S_1{\rightarrow}6^3P_2$) were larger than 404.8nm ($6^3S_1{\rightarrow}6^3P_2$). According to the increase of lamp applied electric power, plasma density increased, too. When increased with laser electric power, the LIF signal reached a saturation state in more than 2.6mJ. When partial plasma density distribution along a horizontal axis was measured using the laser induced fluorescence method, the density decreased by recombination away from the center.

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LIF를 이용한 Hg-Ar(1Torr)의 플라즈마 밀도 측정 (Plasma Density Measurement of the Hg-Ar(1Torr) by LIF Method)

  • 이종찬;박대희;양종경
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제54권5호
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    • pp.213-217
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    • 2005
  • In this paper, we introduced a LIF measurement method and summarized the theoretical side. When an altered wavelength of laser and electric power, lamp applied electric power, we measured the relative density of the metastable state in mercury after observing a laser induced fluorescence signal of 404.8nm and 546.2nm, and confirmed the horizontal distribution of plasma density in the discharge lamp. Due to this generation, the extinction of atoms in a metastable state occurred through collision, ionization, and excitation between plasma particles. The density and distribution of the metastable state depended on the energy and density of plasma particles, intensely This highlights the importance of measuring density distribution in plasma electric discharge mechanism study The results confirmed the resonance phenomenon regarding the energy level of atoms along a wavelength change, and also confirmed that the largest fluorescent signal in 436nm, and that the density of atoms in 546.2nm ($6^3S_1 {\to} 6^3P_2$ ) were larger than 404.8nm ($6^3S_1 {\to} 6^3P_1$). According to the increase of lamp applied electric power, plasma density increased, too. When increased with laser electric power, the LIF signal reached a saturation state in more than 2.6mJ. When partial plasma density distribution along a horizontal axis was measured using the laser induced fluorescence method, the density decreased by recombination away from the center.

범함수궤도법을 이용하여 계산한 Al, Ga, In이 도핑된 ZnO의 전자상태 (Electronic State of ZnO doped with Al, Ga and In, Calculated by Density Functional Theory)

  • 이동윤;이원재;송재성
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2004년도 추계학술대회 논문집 Vol.17
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    • pp.218-221
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    • 2004
  • The electronic state of ZnO doped with Al, Ga and In, which belong to III family elements in periodic table, was calculated using the density functional theory. In this study, the program used for the calculation on theoretical structures of ZnO and doped ZnO was Vienna Ab-initio Simulation Package (VASP), which is a sort of pseudo potential method. The detail of electronic structure was obtained by the describe variational $X{\alpha}(DV-X{\alpha})$(DV-Xa) method, which is a sort of molecular orbital full potential method. The optimized crystal structures obtained by calculations were compared to the measured structure. The density of state and energy levels of dopant elements was shown and discussed in association with properties.

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