• The Pure and Applied Mathematics
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• v.25 no.1
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• pp.1-5
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• 2018

It is proved that 'maximum' is actually attained in the following risk measure representation $${\rho}_m(X)={max \atop Q{\in}Q_m}E_Q[-X]$$.

• Communications of the Korean Mathematical Society
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• v.34 no.1
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• pp.213-230
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• 2019

We construct new metric outer measures (multifractal analogues of the Hewitt-Stromberg measure) $H^{q,t}_{\mu}$ and $P^{q,t}_{\mu}$ lying between the multifractal Hausdorff measure ${\mathcal{H}}^{q,t}_{\mu}$ and the multifractal packing measure ${\mathcal{P}}^{q,t}_{\mu}$. We set up a necessary and sufficient condition for which multifractal Hausdorff and packing measures are equivalent to the new ones. Also, we focus our study on some regularities for these given measures. In particular, we try to formulate a new version of Olsen's density theorem when ${\mu}$ satisfies the doubling condition. As an application, we extend the density theorem given in [3].

• The Pure and Applied Mathematics
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• v.23 no.4
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• pp.377-383
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• 2016

The set of priors in the representation of coherent risk measure is expressed in terms of quantile function and increasing concave function. We show that the set of prior, $\mathcal{Q}_c$ in (1.2) is equal to the set of $\mathcal{Q}_m$ in (1.6), as maximal representing set $\mathcal{Q}_{max}$ defined in (1.7).

• Journal of Korea Society of Industrial Information Systems
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• v.14 no.5
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• pp.187-195
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• 2009

In a fault tree analysis, an uncertainty importance measure is often used to assess how much uncertainty of the top event probability (Q) is attributable to the uncertainty of a basic event probability ($q_i$), and thus, to identify those basic events whose uncertainties need to be reduced to effectively reduce the uncertainty of Q. For evaluating the measures suggested by many authors which assess a percentage change in the variance V of Q with respect to unit percentage change in the variance $\upsilon_i$ of $q_i$, V and ${\partial}V/{\partial}{\upsilon}_i$ need to be estimated analytically or by Monte Carlo simulation. However, it is very complicated to analytically compute V and ${\partial}V/{\partial}{\upsilon}_i$ for large-sized fault trees, and difficult to estimate them in a robust manner by Monte Carlo simulation. In this paper, we propose a method for experimentally evaluating the measure using a Taguchi orthogonal array. The proposed method is very computationally efficient compared to the method based on Monte Carlo simulation, and provides a stable uncertainty importance of each basic event.

• Korean Journal of Adult Nursing
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• v.26 no.5
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• pp.522-532
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• 2014

Purpose: This study's purpose is to classify and analyze caregivers' recognition of the elderly suicidal intents. Methods: This study uses applied Q-methodology to measure human subjectivity in depth. Concretely, 35 statements are composed in depth interviews and literature investigation. Then, Q-cards and distributive chart of Q-sampling were given to 25 caregivers randomly-selected, who were asked to arrange them on a 7-score based. After coding Q-factor analysis is carried out with the PC-QUANL program. Results: Four types of indicators of the elderly suicidal intents were identified by the caregivers. These are Knowledge-based recognition, Behavioral measure based recognition, Negative comprehension and Sympathy. Conclusion: In this study, four types of recognition were yielded among the caregivers and the characteristics of each type were analyzed. These findings may be useful in assessing suicidal potential and nursing interventions.

• The Journal of Information Systems
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• v.17 no.3
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• pp.25-37
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• 2008

In a fault tree analysis, an uncertainty importance measure is often used to assess how much uncertainty of the top event probability (Q) is attributable to the uncertainty of a basic event probability ($q_i$), and thus, to identify those basic events whose uncertainties need to be reduced to effectively reduce the uncertainty of Q. For evaluating the measures suggested by many authors which assess a percentage change in the variance V of Q with respect to unit percentage change in the variance $v_i$ of $q_i$, V and ${\partial}V/{\partial}v_i$ need to be estimated analytically or by Monte Carlo simulation. However, it is very complicated to analytically compute V and ${\partial}V/{\partial}v_i$ for large-sized fault trees, and difficult to estimate them in a robust manner by Monte Carlo simulation. In this paper, we propose a method for evaluating the measure using discretization technique and Monte Carlo simulation. The proposed method provides a stable uncertainty importance of each basic event.

• Journal of the Korean Mathematical Society
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• v.33 no.4
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• pp.763-775
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• 1996

For $Q = [0,S] \times [0,T]$ let C(Q) denote Yeh-Wiener space, i.e., the space of all real-valued continuous functions x(s,t) on Q such that x(0,t) = x(s,0) = 0 for every (s,t) in Q. Yeh [10] defined a Gaussian measure $m_y$ on C(Q) (later modified in [13]) such that as a stochastic process ${x(s,t), (s,t) \epsilon Q}$ has mean $E[x(s,t)] = \smallint_{C(Q)} x(s,t)m_y(dx) = 0$ and covariance $E[x(s,t)x(u,\upsilon)] = min{s,u} min{t,\upsilon}$. Let $C_\omega \equiv C[0,T]$ denote the standard Wiener space on [0,T] with Wiener measure $m_\omega$. Yeh [12] introduced the concept of the conditional Wiener integral of F given X, E(F$\mid$X), and for case X(x) = x(T) obtained some very useful results including a Kac-Feynman integral equation.

• Journal of the Chungcheong Mathematical Society
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• v.28 no.2
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• pp.251-259
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• 2015

Let $\mathbb{F}^d_q$ be a d-dimensional vector space over a finite field $\mathbb{F}^d_q$ with q elements. We endow the space $\mathbb{F}^d_q$ with a normalized counting measure dx. Let ${\sigma}$ be a normalized surface measure on an algebraic variety V contained in the space ($\mathbb{F}^d_q$, dx). We define the restricted averaging operator AV by $A_Vf(X)=f*{\sigma}(x)$ for $x{\in}V$, where $f:(\mathbb{F}^d_q,dx){\rightarrow}\mathbb{C}$: In this paper, we initially investigate $L^p{\rightarrow}L^r$ estimates of the restricted averaging operator AV. As a main result, we obtain the optimal results on this problem in the case when the varieties V are any nondegenerate algebraic curves in two dimensional vector spaces over finite fields. The Fourier restriction estimates for curves on $\mathbb{F}^2_q$ play a crucial role in proving our results.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2002.11a
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• pp.111-115
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• 2002

To understand the discharge characteristics in AC-PDP, it is necessary to study on the wall charge behavior. But, it is difficult to measure the wall charge directly. In this paper, the V-Q Lissajous' figure is used to measure the wall charge indirectly and analyze the wall charge behavior. With the V-Q Lissajous' figure, the discharge characteristics of AC-PDP are studied according to vary driving conditions, such as the frequency, pulse duty ratio, and rising & falling time. As a result, the V-Q Lissajous' figure is used to measure the discharge characteristics of the AC-PDP. It is confirmed that firing initial voltage and firing final voltage for discharge are effected by the aboved variables. Related with the wall voltage generation, it is thought that the difference of the slope at the V-Q Lissajous' figure is caused by charged ions inside the dielectric layer.

• Journal of the Chungcheong Mathematical Society
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• v.33 no.1
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• pp.147-156
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• 2020

The functional equation related to a distance measure f(pr, qs) + f(ps, qr) = M(r, s)f(p, q) + M(p, q)f(r, s) can be generalized a sum form functional equation as follows $${\frac{1}{n}}{\sum\limits_{i=0}^{n-1}}f(P{\cdot}{\sigma}_i(Q))=M(Q)f(P)+M(P)f(Q)$$ where f, g is information measures, P and Q are the set of n-array discrete measure, and σ_i is a permutation for each i = 0, 1, ⋯, n-1. In this paper, we obtain the hyperstability of the above type functional equation.