• 제목/요약/키워드: I-continuous function

검색결과 171건 처리시간 0.028초

ON THE DERIVATIVES OF THE VECTOR-VALUED CONTINUOUS FUNCTION

  • Lee, Choon-HO
    • Journal of applied mathematics & informatics
    • /
    • 제23권1_2호
    • /
    • pp.489-496
    • /
    • 2007
  • Let g be a continuous function on an interval I which is not constant on any subinterval of I, and let ${\mu}$ be a Borel measure on I. In this paper we give a necessary and sufficient conditions guaranteeing, for the strongly measurable function f on I with values in a Banach space X, the existence of a continuous primitive function F on I with respect to g.

SOME GENERALIZATIONS OF WEAKLY M-SEMI-CONTINUOUS AND WEAKLY M-PRECONTINUOUS FUNCTIONS

  • Noiri, Takashi;Popa, Valeriu
    • 충청수학회지
    • /
    • 제29권2호
    • /
    • pp.229-253
    • /
    • 2016
  • As a generalization of (i, j)-weakly m-continuous functions [43], we introduce the notion of weakly M(i, j)-continuous functions and obtain many characterizations and some properties of the functions. We show that the function is a unified form of some functions between m-spaces and certain kinds of weakly continuous functions in bitopological spaces.

ON CHARACTERIZATIONS OF PARETO AND WEIBULL DISTRIBUTIONS BY CONSIDERING CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
    • /
    • 제27권2호
    • /
    • pp.243-247
    • /
    • 2014
  • Let {$X_n$, $n{\geq}1$} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F(x) and the corresponding probability density function(pdf) f(x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

SUBSTITUTION OPERATORS IN THE SPACES OF FUNCTIONS OF BOUNDED VARIATION BV2α(I)

  • Aziz, Wadie;Guerrero, Jose Atilio;Merentes, Nelson
    • 대한수학회보
    • /
    • 제52권2호
    • /
    • pp.649-659
    • /
    • 2015
  • The space $BV^2_{\alpha}(I)$ of all the real functions defined on interval $I=[a,b]{\subset}\mathbb{R}$, which are of bounded second ${\alpha}$-variation (in the sense De la Vall$\acute{e}$ Poussin) on I forms a Banach space. In this space we define an operator of substitution H generated by a function $h:I{\times}\mathbb{R}{\rightarrow}\mathbb{R}$, and prove, in particular, that if H maps $BV^2_{\alpha}(I)$ into itself and is globally Lipschitz or uniformly continuous, then h is an affine function with respect to the second variable.

GENERALIZED SOLUTION OF THE DEPENDENT IMPULSIVE CONTROL SYSTEM CORRESPONDING TO VECTOR-VALUED CONTROLS OF BOUNDED VARIATION

  • Shin, Chang-Eon;Ryu, Ji-Hyun
    • 대한수학회보
    • /
    • 제37권2호
    • /
    • pp.229-247
    • /
    • 2000
  • This paper is concerned with the impulsive Cauchy problem where the control function u is a possibly discontinuous vector-valued function with finite total variation. We assume that the vector fields f, $g_i$(i=1,…, m) are dependent on the time variable. The impulsive Cauchy problem is of the form x(t)=f(t,x) +$\SUMg_i(t,x)u_i(t)$, $t\in$[0,T], x(0)=$\in\; R^n$, where the vector fields f, $g_i$ : $\mathbb{R}\; \times\; \mathbb{R}\; \longrightarrow\; \mathbb(R)^n$ are measurable in t and Lipschitz continuous in x, If $g_i's$ satisfy a condition that $\SUM{\mid}g_i(t_2,x){\mid}{\leq}{\phi}$ $\forallt_1\; <\; t-2,x\; {\epsilon}\;\mathbb{R}^n$ for some increasing function $\phi$, then the imput-output function can be continuously extended to measurable functions of bounded variation.

  • PDF

A CHARACTERIZATION OF GAMMA DISTRIBUTION BY INDEPENDENT PROPERTY

  • Lee, Min-Young;Lim, Eun-Hyuk
    • 충청수학회지
    • /
    • 제22권1호
    • /
    • pp.1-5
    • /
    • 2009
  • Let {$X_n,\;n{\geq}1}$ be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and $E(X^2)<{\infty}$. The random variables $\frac{X_i{\cdot}X_j}{(\Sigma^n_{k=1}X_k)^{2}}$ and $\Sigma^n_{k=1}X_k$ are independent for $1{\leq}i if and only if {$X_n,\;n{\geq}1}$ have gamma distribution.

  • PDF

CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
    • /
    • 제27권2호
    • /
    • pp.157-163
    • /
    • 2014
  • Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.