• Honam Mathematical Journal
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• v.39 no.4
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• pp.575-590
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• 2017

A new class of functions called $R_{\theta}$-supercontinuous functions is introduced. Their basic properties are studied and their place in the hierarchy of strong variants of continuity, which already exist in the literature, is elaborated. The class of $R_{\theta}$-supercontinuous functions properly contains the class of $R_z$-supercontinuous functions [39] which in turn properly contains the class of $R_{cl}$-supercontinuous functions [43] and so includes all cl-supercontinuous (clopen continuous) functions ([38], [34]) and is properly contained in the class of $R_{\delta}$-supercontinuous functions [24].

• Honam Mathematical Journal
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• v.43 no.2
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• pp.183-197
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• 2021

Recently several authors have extended the Beta function by using its integral representation. However, in many cases no expression of these extended functions in terms of classic special functions is known. In the present paper, we introduce a further extension by defining a family of functions G_r,s : ℝ^*₊ → ℂ, with r, s ∈ ℂ and ℜ(r) > 0. For given r, s, we prove that this function satisfies a second-order linear differential equation with rational coefficients. Solving this ODE, we express G_r,s as a combination of confluent hypergeometric functions. From this we deduce a new integral relation satisfied by Tricomi's function. We then investigate additional specific properties of G_r,1 which take the form of new non trivial integral relations involving exponential and error functions. We discuss the connection between G_r,1 and Stokes' first problem (or Rayleigh problem) in fluid mechanics which consists in determining the flow created by the movement of an infinitely long plate. For $r{\in}{\frac{1}{2}}{\mathbb{N}}^*$, we find additional relations between G_r,1 and Hermite polynomials. In view of these results, we believe the family of extended beta functions G_r,s will find further applications in two directions: (i) for improving our knowledge of confluent hypergeometric functions and Tricomi's function, (ii) and for engineering and physics problems.

• Journal of applied mathematics & informatics
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• v.29 no.3_4
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• pp.1059-1066
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• 2011

We introduce the concept of fuzzy S-weakly r-M-continuous functions on fuzzy r-minimal spaces, and investigate some characterizations of such functions and the relations between the continuity and fuzzy r-minimal compactness on fuzzy r-minimal spaces.

• Journal of applied mathematics & informatics
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• v.28 no.3_4
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• pp.993-1001
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• 2010

In this paper, we introduce the concept of fuzzy weakly r-M continuous function on r-minimal structures and investigate characterizations and properties for such functions.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.10 no.2
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• pp.124-127
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• 2010

In this paper, we introduce the concepts of fuzzy r-minimal continuous function and fuzzy r-minimal open function between a fuzzy r-minimal space and a fuzzy topological space. We also investigate characterizations and properties for such functions.

• The Korean Journal of Applied Statistics
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• v.24 no.3
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• pp.523-533
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• 2011

Most nancial preference methods for market risk management are to estimate VaR. In many real cases, it happens to obtain the VaRs of the univariate as well as multivariate distributions based on multivariate data. Copula functions are used to explore the dependence of non-normal random variables and generate the corresponding multivariate distribution functions in this work. We estimate Archimedian Copula functions including Clayton Copula, Gumbel Copula, Frank Copula that are tted to the multivariate earning rate distribution, and then obtain their VaRs. With these Copula functions, we estimate the VaRs of both a certain integrated industry and individual industries. The parameters of three kinds of Copula functions are estimated for an illustrated stock data of two Korean industries to obtain the VaR of the bivariate distribution and those of the corresponding univariate distributions. These VaRs are compared with those obtained from other methods to discuss the accuracy of the estimations.

• Journal of the Korean Mathematical Society
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• v.56 no.5
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• pp.1333-1354
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• 2019

In authors' paper in 2007, it was shown that the BSE-extension of $C^1_0(R)$, the algebra of continuously differentiable functions f on the real number space R such that f and df /dx vanish at infinity, is the Lipschitz algebra $Lip_1(R)$. This paper extends this result to the case of $C^n_0(R^d)$ and $C^{n-1,1}_b(R^d)$, where n and d represent arbitrary natural numbers. Here $C^n_0(R^d)$ is the space of all n-times continuously differentiable functions f on $R^d$ whose k-times derivatives are vanishing at infinity for k = 0, ${\cdots}$, n, and $C^{n-1,1}_b(R^d)$ is the space of all (n - 1)-times continuously differentiable functions on $R^d$ whose k-times derivatives are bounded for k = 0, ${\cdots}$, n - 1, and (n - 1)-times derivatives are Lipschitz. As a byproduct of our investigation we obtain an important result that $C^{n-1,1}_b(R^d)$ has a predual.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1291-1308
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• 2016

In this paper we obtain the closed forms of some hypergeometric functions. As an application, we obtain the explicit forms of the Bergman kernel functions for intersection of two complex ellipsoids {$z{\in}\mathbb{C}^3:{\mid}z_1{\mid}^p+{\mid}z_2{\mid}^q$ < 1, ${\mid}z_1{\mid}^p+{\mid}z_3{\mid}^r$ < 1}. We consider cases p = 6, q = r = 2 and p = q = r = 2. We also investigate the Lu Qi-Keng problem for p = q = r = 2.

• The Korean Journal of Applied Statistics
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• v.35 no.5
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• pp.645-655
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• 2022

In this paper, we investigate automatic functions for time series forecasting in R system and compare their performances. For the exponential smoothing models and ARIMA (autoregressive integrated moving average) models, we focus on the representative time series forecasting functions in R: forecast::ets(), forecast::auto.arima(), smooth::es() and smooth::auto.ssarima(). In order to compare their forecast performances, we use M3-Competiti on data consisting of 3,003 time series and adopt 3 accuracy measures. It is confirmed that each of the four automatic forecasting functions has strengths and weaknesses in the flexibility and convenience for time series modeling, forecasting accuracy, and execution time.

• Bulletin of the Korean Mathematical Society
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• v.33 no.3
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• pp.487-496
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• 1996

Let f(z) be an entire function. Then the order $\rho(f)$ of f is defined by $$ \rho(f) = \overline{lim}_r\to\infty \frac{log r}{log^+ T(r,f)} = \overline{lim}_r\to\infty \frac{log r}{log^+ log^+ M(r,f)}, $$ where T(r,f) is the Nevanlinna characteristic of f (see [4]), $M(r,f) = max_{$\mid$z$\mid$=r} $\mid$f(z)$\mid$$ and $log^+ t = max(log t, 0)$.