• 대한수학회지
• /
• 제33권4호
• /
• pp.823-855
• /
• 1996

We study Dirichlet forms and the associated diffusion processes for the Gibbs measures related to the quantum unbounded spin systems (lattice boson systems) interacting via superstable and regular potentials. This work is a continuation of the author's previous study on the classical systems [LPY] to the quantum cases. In [LPY], we constructed Dirichlet forms and the associated diffusion processes for the Gibbs measures of classical unbounded spin systems. Furthermore, we also showed the essential self-adjointness of the Dirichlet operator and the log-Sobolev inequality for any Gibbs measure under appropriate conditions on the potentials. In this atudy we try to extend the results of the classical systems to the quantum cases. Because of some technical difficulties, we are only able to construct a Dirichlet form and the associated diffusion process for any Gibbs measure of the quantum systems. We utilize the general scheme of the previous work on the theory in infinite dimensional spaces [AH-K1-2, AKR, AR1-2, Kus, MR, Ro, Sch] and the ideas we employed in our study of the calssical systems ]LPY].

• 대한수학회논문집
• /
• 제14권3호
• /
• pp.627-633
• /
• 1999

Let the given distribution $\pi$ have a log-concave density which is proportional to exp(-V(x)) on $R^d$. We consider a Markov chain induced by the method Gibbs sampling having $\pi$ as its in-variant distribution and prove geometric ergodicity and the functional central limit theorem for the process.

• 응용통계연구
• /
• 제7권1호
• /
• pp.1-17
• /
• 1994

본 논문은 종속변수가 중도 절단된 경우 역추정을 베이지안 방법으로 접근하였는데 이때 특별히 Gibbs Sampling을 응용하여 사후분포를 계산하는 것을 토의하였다. 적용의 예로서 실제 자료에서의 점추정 및 Simulated Annealing을 이용한 구간추정도 하였다.

• Communications for Statistical Applications and Methods
• /
• 제6권1호
• /
• pp.169-180
• /
• 1999

A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

• Journal of applied mathematics & informatics
• /
• 제12권1_2호
• /
• pp.199-209
• /
• 2003

When a sampling theorem holds in wavelet subspaces, sampling expansions can be a good approximation to projection expansions. Even when the sampling theorem does not hold, the scaling function series with the usual coefficients replaced by sampled function values may also be a good approximation to the projection. We refer to such series as hybrid sampling series. For this series, we shall investigate the local convergence and analyze Gibbs phenomenon.

• Journal of applied mathematics & informatics
• /
• 제16권1_2호
• /
• pp.613-620
• /
• 2004

The concept of Gibbs’ phenomenon has not been made for higher dimension in wavelets. In this paper we extend the concept in two dimensional wavelets. We give the fundamental concept of jump discontinuity in two dimensions. We provide the criteria for the existence of Gibbs phenomenon for both separable and tensor product wavelets.

• Communications for Statistical Applications and Methods
• /
• 제10권1호
• /
• pp.203-210
• /
• 2003

In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

• Macromolecular Research
• /
• 제11권5호
• /
• pp.393-397
• /
• 2003

By applying a configurational-bias Gibbs ensemble Monte Carlo algorithm, priority simulation results regarding the conformation of non-dilute polyelectrolytes in solvents are obtained. Solutions of freely-jointed chains are considered, and a new method termed strandwise configurational-bias sampling is developed so as to effectively overcome a difficulty on the transfer of polymer chains. The structure factors of polyelectrolytes in the bulk as well as in the confined space are estimated with variations of the polymer charge density.

• 대한수학회논문집
• /
• 제13권1호
• /
• pp.181-193
• /
• 1998

The Shannon sampling series is the prototype of an interpolating series or sampling series. Also the Shannon wavelet is one of the protypes of wavelets. But the coefficients of the Shannon sampling series are different function values at the point of discontinuity, we analyze the Gibbs phenomenon for the Shannon sampling series. We also find a way to go around this overshoot effect.

• 한국정보처리학회:학술대회논문집
• /
• 한국정보처리학회 2014년도 춘계학술발표대회
• /
• pp.612-614
• /
• 2014

급격한 가격변동에 대한 다양한 속성을 갖는 주가 기대치가 상이하여 기대치 가격을 중심으로 주가가 오르고 내리는 현상이 항상 발생한다. 이 현상은 Gibbs Effect와 매우 흡사한 성격을 갖고 있다. 장이 시작할때와 끝날때의 변동성을 수학적으로 모델링하고 이를 기반으로 한 거래기법을 연구 할 필요성을 갖게되어 시스템구현을 통해 매매기법을 분석하게 되었다.