• 제목/요약/키워드: Normal process

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Computing the Ruin Probability of Lévy Insurance Risk Processes in non-Cramér Models

  • Park, Hyun-Suk
    • Communications for Statistical Applications and Methods
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    • 제17권4호
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    • pp.483-491
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    • 2010
  • This study provides the explicit computation of the ruin probability of a Le¢vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

THE BOOLEAN IDEMPOTENT MATRICES

  • Lee, Hong-Youl;Park, Se-Won
    • Journal of applied mathematics & informatics
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    • 제15권1_2호
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    • pp.475-484
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    • 2004
  • In general, a matrix A is idempotent if $A^2$ = A. The idempotent matrices play an important role in the matrix theory and some properties of the Boolean matrices are examined. Using the upper diagonal completion process, we give the characterization of the Boolean idempotent matrices in modified Frobenius normal form.

안전성이 높은 고효율 보일러 개발에 관한 연구 (Development of High Efficiency Boiler with High Safety)

  • 정원
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제11권1호
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    • pp.83-95
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    • 2011
  • Boiler efficiency has a direct impact on energy consumptions, which results in lower cost of operations and services. Usually high efficiency boilers are regarded as boilers with an efficiency of greater than 90%. However, it is likely that normal boilers are running at significantly lower efficiencies than this. This paper presents a process of developing a highly efficient energy consumption boiler. We adopt direct heat method while normal boilers are designed as indirect heat method. The submerged combustion method is considered to design for very high efficient boiler.

CHUNG-TYPE LAW OF THE ITERATED LOGARITHM OF l-VALUED GAUSSIAN PROCESSES

  • Choi, Yong-Kab;Lin, Zhenyan;Wang, Wensheng
    • 대한수학회지
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    • 제46권2호
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    • pp.347-361
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    • 2009
  • In this paper, by estimating small ball probabilities of $l^{\infty}$-valued Gaussian processes, we investigate Chung-type law of the iterated logarithm of $l^{\infty}$-valued Gaussian processes. As an application, the Chung-type law of the iterated logarithm of $l^{\infty}$-valued fractional Brownian motion is established.

다구찌 실험계획법을 이용한 탄소코팅 초박막의 마찰특성 (Friction Properties of Carbon Coated Ultra-thin Film using Taguchi Experimental Design)

  • 안준양;김대은;최진용;신경호
    • 한국정밀공학회지
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    • 제20권4호
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    • pp.143-150
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    • 2003
  • Frictional properties of ultra-thin carbon coatings on silicon wafer were investigated based on Taguchi experimental design method. Sensitivity analysis was performed with normal load, relative humidity, deposition process, and coating thickness as the variables. It was found that despite low thickness, the carbon coating resulted in relatively low friction coefficient. Also, the frictional behavior was affected significantly by humidity and normal load.

EFFICIENT BIT SERIAL MULTIPLIERS OF BERLEKAMP TYPE IN ${\mathbb{F}}_2^m$

  • KWON, SOONHAK
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제6권2호
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    • pp.75-84
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    • 2002
  • Using good properties of an optimal normal basis of type I in a finite field ${\mathbb{F}}_{2^m}$, we present a design of a bit serial multiplier of Berlekamp type, which is very effective in computing $xy^2$. It is shown that our multiplier does not need a basis conversion process and a squaring operation is a simple permutation in our basis. Therefore our multiplier provides a fast and an efficient hardware architecture for a bit serial multiplication of two elements in ${\mathbb{F}}_{2^m}$.

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ITERATIVE SOLUTIONS TO NONLINEAR EQUATIONS OF THE ACCRETIVE TYPE IN BANACH SPACES

  • Liu, Zeqing;Zhang, Lili;Kang, Shin-Min
    • East Asian mathematical journal
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    • 제17권2호
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    • pp.265-273
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    • 2001
  • In this paper, we prove that under certain conditions the Ishikawa iterative method with errors converges strongly to the unique solution of the nonlinear strongly accretive operator equation Tx=f. Related results deal with the solution of the equation x+Tx=f. Our results extend and improve the corresponding results of Liu, Childume, Childume-Osilike, Tan-Xu, Deng, Deng-Ding and others.

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Quantiles for Shapiro-Francia W' Statistic

  • Rahman, Mezbahur;Ali, Mir Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.1-10
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    • 1999
  • Table of the empirical quantiles for the well known Shapiro-Francia W' goodness of fit statistic is produced which is more accurate than the existing ones. Prediction equation for the quantiles of W' statistic for sample sizes 30 or more we developed. The process of computing the expected values for the standard normal variate is discussed. This work is intended to make the Shapiro-Francia W' statistic more accessible to the practitioner.

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STOCHASTIC SINGLE MACHINE SCHEDULING WITH WEIGHTED QUADRATIC EARLY-TARDY PENALTIES

  • Zhao, Chuan-Li;Tang, Heng-Yong
    • Journal of applied mathematics & informatics
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    • 제26권5_6호
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    • pp.889-900
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    • 2008
  • The problem of scheduling n jobs on a single machine is considered when the machine is subject to stochastic breakdowns. The objective is to minimize the weighted squared deviation of job completion times from a common due date. Two versions of the problem are addressed. In the first one the common due date is a given constant, whereas in the second one the common due date is a decision variable. In each case, a general form of deterministic equivalent of the stochastic scheduling problem is obtained when the counting process N(t) related to the machine uptimes is a Poisson process. It is proved that an optimal schedule must be V-shaped in terms of weighted processing time when the agreeable weight condition is satisfied. Based on the V-shape property, two dynamic programming algorithms are proposed to solve both versions of the problem.

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헬리컬기어 냉간압출금형의 파손해석 (Failure Analysis of Cold Extrusion Die for the Helical Gear)

  • 권혁홍
    • 한국공작기계학회논문집
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    • 제10권2호
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    • pp.79-88
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    • 2001
  • This paper suggests to predict the failure of helical gear extrusion die. The basic assumption that constitutes the frame-work for any combined stress failure theory is that failure is predicted to occur when the maximum value of stress becomes equal to or exceeds the value of the same modulus that produces failure in a simple uniaxial stress test using the same material. The stresses which were calculated to each critical points are applied maximum normal stress theory and distor-tion energy theory. The theroretical analysis and experimental results for Samanta process and New process dies were com-pared.

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