• 대한수학회보
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• 제57권5호
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• pp.1115-1126
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• 2020

The main purpose of this paper is to establish the rates of convergence in weak limit theorems for normalized geometric sums of independent identically distributed random variables via Zolotarev's probability metric.

• 대한수학회보
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• 제53권5호
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• pp.1411-1425
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• 2016

We provide a partial differential equation for European options on a stock whose price process follows a general geometric Riemannian Brownian motion. The existence and the uniqueness of solutions to the partial differential equation are investigated, and then an expression of the value for European options is obtained using the fundamental solution technique. Proper Riemannian metrics on the real number field can make the distribution of return rates of the stock induced by our model have the character of leptokurtosis and fat-tail; in addition, they can also explain option pricing bias and implied volatility smile (skew).

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2008년도 추계학술대회 논문집
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• pp.33-34
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• 2008

• 한국환경보건학회지
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• 제26권2호
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• pp.108-115
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• 2000

The mass fraction of PM10 had a bimodal distribution in the middle of between 2.1 ${\mu}{\textrm}{m}$, and the average mass fraction of particles less than 2.1~3.1 ${\mu}{\textrm}{m}$ was 54.1% for Pb and 890.8 ng/㎥ for Fe, respectively. For the concentration of PM10 and metallic elements by seasonal variation, PM10 showed bimodal distribution, while metallic elements showed different distributions by their sources. The ratios of fine particles to total mass were 0.45 for PM10, 0.41 for Cr, and 0.20 for Fe, 0.57 for Zn, 0.68 for Cd and 0.63 for Pb, respectively. That facts indicated that PM10, Zn, Cd, Cr and Pb were from anthropogenic sources, and Fe was from natural source. The geometric means and geometric standard deviations by seasonal variations were 3.6 ${\mu}{\textrm}{m}$ , 2.31 ${\mu}{\textrm}{m}$ in winter, 3.0 ${\mu}{\textrm}{m}$ , 2.49 ${\mu}{\textrm}{m}$ in spring, 2.7 ${\mu}{\textrm}{m}$ , 2.03 ${\mu}{\textrm}{m}$ in summer respectively. And, total efficiency of cascade impactor by seasonal variations were 49.6% in winter, 45.9% in spring and 44.5% in summer.

• Communications for Statistical Applications and Methods
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• 제24권1호
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• pp.29-41
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• 2017

The estimation problem of expected time to failure of units is studied in a discrete set up. A simple step-stress accelerated life testing is considered with a Type-I censored sample from geometric distribution that is a commonly used distribution to model the lifetime of a device in discrete case. Maximum likelihood estimators as well as the associated distributions are derived. Exact, approximate and bootstrap approaches construct confidence intervals that are compared via a simulation study. Optimal confidence intervals are suggested in view of the expected width and coverage probability criteria. An illustrative example is also presented to explain the results of the paper. Finally, some conclusions are stated.

• Journal of Mechanical Science and Technology
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• 제20권5호
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• pp.717-727
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• 2006

The present study experimentally investigated the effect of flow direction and other flow parameters on two-phase flow distribution of refrigerants at a T-junction, and also suggested a prediction model for refrigerant in a T-junction by modifying previous model for air-water flow. R-22, R-134a, and R-410A were used as test refrigerants. As geometric parameters, the direction of the inlet or branch tube and the tube diameter ratio of branch to inlet tube were chosen. The measured data were compared with the values predicted by the models developed for air-water or steam-water mixture in the literature. We propose a modified model for application to the reduced T-junction and vertical tube orientation. Among the geometric parameters, the branch tube direction showed the biggest sensitivity to the mass flow rate ratio for the gas phase, while the inlet quality showed the biggest sensitivity to the mass flow rate ratio among the inlet flow parameters.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2007년도 Proceedings of ISRS 2007
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• pp.317-320
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• 2007

This research focuses on a network based data distribution and visualization system of Multi-functional Tran-port SATellite (MTSAT). Institute of Industrial Science (IIS) and Institute of Earthquake Research Institute (ERI) both at University of Tokyo have been receiving, processing, archiving and distributing of MTSAT imagery with a direct receiving of High Rate Information Transmit (HRIT) since October 2006. A software package, mtsatgeo, is developed including radiometric correction, geometric correction and spatial subset, and they are available on a web-based data distribution and processing service accessed at http://webgms.iis.u-tokyo.ac.jp/.

• 한국공간구조학회:학술대회논문집
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• 한국공간구조학회 2006년도 춘계 학술발표회 논문집 제3권1호(통권3호)
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• pp.191-204
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• 2006

This paper investigate the optimum thickness distribution of plate structure with different essential boundary conditions in the fundamental natural frequency maximization problem. In this study, the fundamental natural frequency is considered as the objective function to be maximized and the initial volume of structures is used as the constraint function. The computer-aided geometric design (CAGD) such as Coon's patch representation is used to represent the thickness distribution of plates. A reliable degenerated shell finite element is adopted calculate the accurate fundamental natural frequency of the plates. Robust optimization algorithms implemented in the optimizer DoT are adopted to search optimum thickness values during the optimization iteration. Finally, the optimum thickness distribution with respect to different boundary condition

• 비파괴검사학회지
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• 제30권3호
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• pp.225-235
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• 2010

There are many types of the geometric transitions such as dent, bulge, protrusion, expansion, etc, on the inner and outer surfaces of heat exchanger tubes, steam generator tubes, and condenser tubes of nuclear power plants. Such geometric transition causes a local residual stress in heat exchanger tubes and acts as a structural factor accelerating the evolution of defects, in particular stress corrosion cracks. In the conventional eddy current test methods, the bobbin coil profilometry can provide 2-dimensional geometric information on the variation of the average inner diameter along the tube length, but the 3-dimensional distribution and the quantitative size of a local geometric transition existing in the tube cannot be measured. In this paper, a new eddy current probe, developed for the 3-dimensional profile measurement, is introduced and its superior performance is compared with that from the conventional bobbin coil profilometry for the various types of geometric transition. Also, the accuracy of the probe for the quantitative profile measurement is verified by comparing the results with that from the laser profilometry. It is expected that the new eddy current probe and techniques can be effectively used for an optimization of the tube expansion process, and the management of tubes with geometric transitions in service.

• 한국대기환경학회지
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• 제2권3호
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• pp.34-44
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• 1986

Particle size distribution of airborne suspended particulate concentrations according to particle size in the events of yellow sand phenomena, have been measured and analyzed by using Andersen air sampler for four years, January 1982 through December 1985. The conclusions are as follows: 1. Yellow sand phenomena, generally, occur between March and May. 2. The frequent occurrences of yellow sand were observed during March and April and airborne suspended particulate concentrations in the cases of yellow sand appeared to be 2 $\sim$ 3.4 times higher than those of normal conditions. 3. Geometric mean particle diameter and its geometric mean standard deviation by logarithmic normal distribution sheet, were quite close to each other and log-distribution curves showed similar shapes. 4. Analysis by particle size distribution curve showed bi-modal distribution. 5. Concentrations of coarse particles in normal conditions were 1.2 $\sim$ 2 times higher than those of fine particles and, similarly, coarse particle concentrations in yellow sand cases were 1.3 $\sim$ 2.5 times higher than those of fine particles. 6. Concentrations of coarse particles in yellow sand cases were 2 $\sim$ 3.6 times higher than those in normal conditions and those of fine particles were 1.7 $\sim$ 3.5 times higher.