• Journal of the Korean Mathematical Society
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• v.50 no.5
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• pp.1009-1031
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• 2013

In this paper, using elementary calculus only, we give a simple proof that Green function estimates imply the sharp two-sided pointwise estimates for Poisson kernels for subordinate Brownian motions. In particular, by combining the recent result of Kim and Mimica [5], our result provides the sharp two-sided estimates for Poisson kernels for a large class of subordinate Brownian motions including geometric stable processes.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.4
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• pp.703-706
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• 2013

Let R be a commutative noetherian algebra and let ${\delta}$ be a nonzero derivation. Here we determine the prime ideals of the skew polynomial algebra R[z;${\delta}$] and the Poisson prime ideals of R[z;${\delta}$]p.

• Management Science and Financial Engineering
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• v.20 no.1
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• pp.27-32
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• 2014

This paper introduces three different simulation algorithms of the shifted Poisson distribution. The first algorithm is the inverse transform method, the second is the rejection sampling, and the third is gamma-Poisson hierarchy sampling. Three algorithms have different regions of parameters at which they are efficient. We numerically compare those algorithms with different sets of parameters. As an application, we give a simulation method of the constant elasticity of variance model.

• Communications for Statistical Applications and Methods
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• v.15 no.5
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• pp.793-798
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• 2008

Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.269-284
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• 2000

We show asymptotic normality of the sample mean and sample autocovariances function generated from first-order integer valued autoregressive process(INAR(1)) with a negative binomial or a Poisson marginal. It is shown that a Poisson INAR(1) process is a special case of a negative binomial INAR(1) process.

• Journal of the Korean Mathematical Society
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• v.42 no.2
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• pp.269-289
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• 2005

An infinite system of stochastic differential equations (SDE)driven by Brownian motions and compensated Poisson random measures for the locations and weights of a collection of particles is considered. This is an analogue of the work by Kurtz and Xiong where compensated Poisson random measures are replaced by white noise. The particles interact through their weighted measure V, which is shown to be a solution of a stochastic differential equation. Also a limit theorem for system of SDE is proved when the corresponding Poisson random measures in SDE converge to white noise.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.12 no.2
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• pp.97-108
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• 2008

In this paper Bayes estimator of the parameter and reliability function of the zero-truncated Poisson distribution are obtained. Furthermore, recurrence relations for the estimator of the parameter are also derived. Monte Carlo simulation technique has been made for comparing the Bayes estimator and reliability function with the corresponding maximum likelihood estimator (MLE) of zero-truncated Poisson distribution.

• Communications of the Korean Mathematical Society
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• v.17 no.1
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• pp.71-80
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• 2002

We give a formulation of the large deviation property for rescalings of random measures on the d-dimensional Euclidean space R$^{d}$ . The approach is global in the sense that the objects are Radon measures on R$^{d}$ and the dual objects are the continuous functions with compact support. This is applied to the cluster random measures with Poisson centers, a large class of random measures that includes the Poisson processes.

• Journal of the Korean Mathematical Society
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• v.47 no.4
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• pp.705-718
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• 2010

It gives a method to obtain a natural Lie bialgebra from a Poisson bialgebra by an algebraic point of view. Let g be a coboundary Lie bialgebra associated to a Poission Lie group G. As an application, we obtain a Lie bialgebra from a sub-Poisson bialgebra of the restricted dual of the universal enveloping algebra U(g).

• Computational Structural Engineering
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• v.8 no.4
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• pp.17-23
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• 1995

Based on the present FEM study for negative Poisson's-ratio UHMWPE, the following conclusions seem expected. 1) Negative Poisson's-ratio UHMWPE transfers less stresses to the subchondral or peripheral iliac bone, compared to the conventional UHMWPE with Poission's-ratio. 2) Negative Poisson's-ratio cup reduces stresses in UHMWPE cup itself as well as metal backing, and subchondral bone. 3) The reduction in periacetabular mechanical stresses would significantly reduce the rate of fatigue failure and consequently reduce the incidence of aseptic loosening of the cup due to wear or bone resorption.