• Title/Summary/Keyword: asymptotic value

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REMARK ON THE MEAN VALUE OF L(½, χ) IN THE HYPERELLIPTIC ENSEMBLE

  • Jung, Hwanyup
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.1
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    • pp.9-16
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    • 2014
  • Let $\mathbb{A}=\mathbb{F}_q[T]$ be a polynomial ring over $\mathbb{F}_q$. In this paper we determine an asymptotic mean value of quadratic Dirich-let L-functions L(s, ${\chi}_{{\gamma}D}$) at the central point s=$\frac{1}{2}$, where D runs over all monic square-free polynomials of even degree in $\mathbb{A}$ and ${\gamma}$ is a generator of $\mathbb{F}_q^*$.

ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL

  • Kim, Jai Heui;Veng, Sotheara
    • East Asian mathematical journal
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    • v.34 no.1
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    • pp.1-16
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    • 2018
  • We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

ASYMPTOTIC DIRICHLET PROBLEM FOR HARMONIC MAPS ON NEGATIVELY CURVED MANIFOLDS

  • KIM SEOK WOO;LEE YONG HAH
    • Journal of the Korean Mathematical Society
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    • v.42 no.3
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    • pp.543-553
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    • 2005
  • In this paper, we prove the existence of nonconstant bounded harmonic maps on a Cartan-Hadamard manifold of pinched negative curvature by solving the asymptotic Dirichlet problem. To be precise, given any continuous data f on the boundary at infinity with image within a ball in the normal range, we prove that there exists a unique harmonic map from the manifold into the ball with boundary value f.

ASYMPTOTIC MAXIMUM PACKET SWITCH THROUGHPUT UNDER NONUNIFORM TRAFFIC

  • JEONG-HUN PARK
    • Management Science and Financial Engineering
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    • v.4 no.2
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    • pp.43-58
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    • 1998
  • Packet switch is a key component in high speed digital networks. This paper investigates congestion phenomena in the packet switching with input buffers. For large value of switch size N, mathematical models have been developed to analyze asymptotic maximum switch throughput under nonuniform traffic. Simulation study has also been done for small values of finite N. The rapid convergence of the switch performance with finite switch size to asymptotic solutions implies that asymptotic analytical solutions approximate very closely to maximum throughputs for reasonably large but finite N. Numerical examples show that non-uniformity in traffic pattern could result in serious degradation in packet switch performance, while the maximum switch throughput is 0.586 when the traffic load is uniform over the output trunks. Window scheduling policy seems to work only when the traffic is relatively uniformly distributed. As traffic non-uniformity increases, the effect of window size on throughput is getting mediocre.

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MEAN VALUES OF DERIVATIVES OF QUADRATIC PRIME DIRICHLET L-FUNCTIONS IN FUNCTION FIELDS

  • Jung, Hwanyup
    • Communications of the Korean Mathematical Society
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    • v.37 no.3
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    • pp.635-648
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    • 2022
  • In this paper, we establish an asymptotic formula for mean value of $L^{(k)}({\frac{1}{2}},\;{\chi}_P)$ averaging over ℙ2g+1 and over ℙ2g+2 as g → ∞ in odd characteristic. We also give an asymptotic formula for mean value of $L^{(k)}({\frac{1}{2}},\;{\chi}_u)$ averaging over 𝓘g+1 and over 𝓕g+1 as g → ∞ in even characteristic.

Asymptotics in Load-Balanced Tandem Networks

  • Lee, Ji-Yeon
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.155-162
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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Asymptotics in Load-Balanced Tandem Networks

  • Lee, Ji-Yeon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.715-723
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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A study on the scores for right censored data

  • 박효일
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.11a
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    • pp.363-363
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    • 2000
  • We derive an asymptotic relation between the scores for the censored and uncensored observations for the untied value case among uncensored observations. With this relation, we show that two types of the linear rank statistics which are based on any consistent estimates of the distribution function, are asymptotically equivalent. Also, we discuss another asymptotic equivalence considered by Cuzick (1985).

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