• Title/Summary/Keyword: asymptotic

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A NEW UDB-MRL TEST FOR WITH UNKNOWN

  • Na, Myung-Hwan
    • Journal of Korean Society for Quality Management
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    • v.30 no.4
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    • pp.78-85
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    • 2002
  • The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

ASYMPTOTIC SOLUTIONS OF HYDRODYNAMIC INTERFACIAL INSTABILITIES IN CYLINDRICAL FLOW

  • Sohn, Sung-Ik
    • The Pure and Applied Mathematics
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    • v.20 no.4
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    • pp.259-267
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    • 2013
  • We present a high-order potential flow model for the motion of hydrodynamic unstable interfaces in cylindrical geometry. The asymptotic solutions of the bubbles in the gravity-induced instability and the shock-induced instability are obtained from the high-order model. We show that the model gives significant high-order corrections for the solution of the bubble.

A JONCKHEERE TYPE TEST FOR THE PARALLELISM OF REGRESSION LINES

  • Jee, Eunsook
    • The Pure and Applied Mathematics
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    • v.20 no.2
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    • pp.109-116
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    • 2013
  • In this paper, we propose a Jonckheere type test statistic for testing the parallelism of k regression lines against ordered alternatives. The order restriction problems could arise in various settings such as location, scale, and regression problems. But most of theory about the statistical inferences under order restrictions has been developed to deal with location parameters. The proposed test is an application of Jonckheere's procedure to regression problem. Asymptotic normality and asymptotic distribution-free properties of the test statistic are obtained under some regularity conditions.

ASYMPTOTIC STABILIZATION FOR A DISPERSIVE-DISSIPATIVE EQUATION WITH TIME-DEPENDENT DAMPING TERMS

  • Yi, Su-Cheol
    • Journal of the Chungcheong Mathematical Society
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    • v.33 no.4
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    • pp.445-468
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    • 2020
  • A long-time behavior of global solutions for a dispersive-dissipative equation with time-dependent damping terms is investigated under null Dirichlet boundary condition. By virtue of an appropriate new Lyapunov function and the Lojasiewicz-Simon inequality, we show that any global bounded solution converges to a steady state and get the rate of convergence as well, when damping coefficients are integrally positive and positive-negative, respectively. Moreover, under the assumptions on on-off or sign-changing damping, we derive an asymptotic stability of solutions.

AN ASYMPTOTIC EXPANSION FOR THE FIRST DERIVATIVE OF THE HURWITZ-TYPE EULER ZETA FUNCTION

  • MIN-SOO KIM
    • Journal of applied mathematics & informatics
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    • v.41 no.6
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    • pp.1409-1418
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    • 2023
  • The Hurwitz-type Euler zeta function ζE(z, q) is defined by the series ${\zeta}_E(z,\,q)\,=\,\sum\limits_{n=0}^{\infty}{\frac{(-1)^n}{(n\,+\,q)^z}},$ for Re(z) > 0 and q ≠ 0, -1, -2, . . . , and it can be analytic continued to the whole complex plane. An asymptotic expansion for ζ'E(-m, q) has been proved based on the calculation of Hermite's integral representation for ζE(z, q).

CIRCULAR SPECTRUM AND ASYMPTOTIC PERIODIC SOLUTIONS TO A CLASS OF NON-DENSELY DEFINED EVOLUTION EQUATIONS

  • Le Anh Minh;Nguyen Ngoc Vien
    • Communications of the Korean Mathematical Society
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    • v.38 no.4
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    • pp.1153-1162
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    • 2023
  • In this paper, for the bounded solution of the non-densely defined non-autonomous evolution equation, we present the condition for asymptotic periodicity by using the circular spectral theory of functions on the half line and the extrapolation theory of non-densely defined evolution equation.

The asymptotic tracking using variable structure control for a minimum phase nonlinear system (가변 구조 제어 방식을 이용한 최소위상 비선형 시스템의 점근적 경로 추적)

  • Oh, Seung-Rohk
    • Journal of IKEEE
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    • v.13 no.1
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    • pp.30-35
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    • 2009
  • A new controller which can achieve the asymptotic tracking is proposed for the nonlinear system having a uncertainty in the input coefficient. A high gain observer is used to estimate the state variables when the nonlinear system has a modeling uncertainty. A variable structure control is used to achieve an asymptotic tracking, while ultimate boundness was achieved in the previous work. A Lyapunov analysis is used to justify the our proposal. The performance of proposed method is demonstrated via simulation.

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Vibrations of long repetitive structures by a double scale asymptotic method

  • Daya, E.M.;Potier-Ferry, M.
    • Structural Engineering and Mechanics
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    • v.12 no.2
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    • pp.215-230
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    • 2001
  • In this paper, an asymptotic two-scale method is developed for solving vibration problem of long periodic structures. Such eigenmodes appear as a slow modulations of a periodic one. For those, the present method splits the vibration problem into two small problems at each order. The first one is a periodic problem and is posed on a few basic cells. The second is an amplitude equation to be satisfied by the envelope of the eigenmode. In this way, one can avoid the discretisation of the whole structure. Applying the Floquet method, the boundary conditions of the global problem are determined for any order of the asymptotic expansions.

Test for Discontinuities in Nonparametric Regression

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.709-717
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    • 2008
  • The difference of two one-sided kernel estimators is usually used to detect the location of the discontinuity points of regression function. The large absolute value of the statistic imply discontinuity of regression function, so we may use the difference of two one-sided kernel estimators as the test statistic for testing null hypothesis of a smooth regression function. The problem is, however, we only know the asymptotic distribution of the test statistic under $H_0$ and we hardly expect the good performance of test if we rely solely on the asymptotic distribution for determining the critical points. In this paper, we show that if we adjust the bias of test statistic properly, the asymptotic rules hold for even small sample size situation.

A Kernel-function-based Approach to Sequential Estimation with $\beta$-protection of Quantiles

  • 김성래;김성균
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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    • 2003.09a
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    • pp.14-14
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    • 2003
  • Given a sequence { $X_{n}$} of independent and identically distributed random variables with F, a sequential procedure for the p-th quantile ξ$_{P}$= $F^{-1}$ (P), 0$\beta$-protection. Some asymptotic properties for the proposed procedure and of an involved stopping time are proved: asymptotic consistency, asymptotic efficiency and asymptotic normality. From one of the results an effect of smoothing based on kernel functions is discussed. The results are also extended to the contaminated case.e.e.

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