• 대한수학회지
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• 제45권5호
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• pp.1255-1274
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• 2008

The purpose of this paper is to discuss the constant term appearing in the BFK-gluing formula for the zeta-determinants of Laplacians on a complete Riemannian manifold when the warped product metric is given on a collar neighborhood of a cutting compact hypersurface. If the dimension of a hypersurface is odd, generally this constant is known to be zero. In this paper we describe this constant by using the heat kernel asymptotics and compute it explicitly when the dimension of a hypersurface is 2 and 4. As a byproduct we obtain some results for the value of relative zeta functions at s=0.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.303-312
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• 1995

We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.41-52
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• 2013

The stationary bootstrap of Politis and Romano (1994) is adopted to develop prediction intervals of returns and volatilities in a generalized autoregressive heteroskedastic (GARCH)(p, q) model. The stationary bootstrap method is applied to generate bootstrap observations of squared returns and residuals, through an ARMA representation of the GARCH model. The stationary bootstrap estimators of unknown parameters are defined and used to calculate the stationary bootstrap samples of volatilities. Estimates of future values of returns and volatilities in the GARCH process and the bootstrap prediction intervals are constructed based on the stationary bootstrap; in addition, asymptotic validities are also shown.

• Journal of the Korean Statistical Society
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• 제33권1호
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• pp.1-24
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• 2004

This paper is concerned with statistical methods for multivariate data when the number p of variables is large compared to the sample size n. Such data appear typically in analysis of DNA microarrays, curve data, financial data, etc. However, there is little statistical theory for high dimensional data. On the other hand, there are some asymptotic results under the assumption that both and p tend to $\infty$, in some ratio p/n ${\rightarrow}$c. The results suggest that the new asymptotic results are more useful and insightful than the classical large sample asymptotics. The main purpose of this paper is to review some asymptotic results for high dimensional statistics as well as classical statistics under a high dimensional asymptotic framework.

• Journal of the Korean Data and Information Science Society
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• 제25권5호
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• pp.1137-1149
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• 2014

Since the bifurcating autoregressive (BAR) model was developed by Cowan and Staudte (1986) to analyze cell lineage data, a lot of research has been directed to BAR and its generalizations. Based mainly on the author's works, this paper is concerned with a contemporary review on the BAR in terms of an overview and perspectives. Specifically, bifurcating structure is extended to multi-cast tree and to branching tree structure. The AR(1) time series model of Cowan and Staudte (1986) is generalized to tree structured random processes. Branching correlations between individuals sharing the same parent are introduced and discussed. Various methods for estimating parameters and related asymptotics are also reviewed. Consequently, the paper aims to give a contemporary overview on the BAR model, providing some perspectives to the future works in this area.

• 대한기계학회논문집
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• 제18권1호
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• pp.150-155
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• 1994

An Approximate solution for plane two-dimensional incompressible laminar jet issuing from a finite opening with arbitrary initial profile into the same ambient fluid is proposed. For an arbitrary initial velocity profile, the problem is generated from the well known similarity solution for the jet of infinitesimal opening and provides good approximations in the region where the similarity solution cannot be used as an approximation. The asymptotic behavior of this solution is investigated and it is shown that, as goes downstream, the present solution approachs the similarity solution.

• 대한수학회지
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• 제58권4호
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• pp.819-833
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• 2021

Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history and has been widely applied in insurance, finance, queueing theory, statistics, and many other fields. Seol [27] proposed the inverse Markovian Hawkes processes and studied some asymptotic behaviors. In this paper, we consider an extended inverse Markovian Hawkes process which combines a Markovian Hawkes process and inverse Markovian Hawkes process with features of several existing models of self-exciting processes. We study the limit theorems for an extended inverse Markovian Hawkes process. In particular, we obtain a law of large number and central limit theorems.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제27권2호
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• pp.87-108
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• 2023

This is a review paper on recent development on the spectral theory of the Neumann-Poincaré operator. The topics to be covered are convergence rate of eigenvalues of the Neumann-Poincaré operator and surface localization of the single layer potentials of its eigenfunctions. Study on these topics is motivated by their relations with the cloaking by anomalous localized resonance. We review on this topic as well.

• Journal of Communications and Networks
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• 제6권4호
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• pp.352-361
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• 2004

In this paper, we study how to achieve the maximum capacity under delay constraints for large mobile wireless networks. We develop a systematic methodology for studying this problem in the asymptotic region when the number of nodes n in the network is large. We first identify a number of key parameters for a large class of scheduling schemes, and investigate the inherent tradeoffs among the capacity, the delay, and these scheduling parameters. Based on these inherent tradeoffs, we are able to compute the upper bound on the maximum per-node capacity of a large mobile wireless network under given delay constraints. Further, in the process of proving the upper bound, we are able to identify the optimal values of the key scheduling parameters. Knowing these optimal values, we can then develop scheduling schemes that achieve the upper bound up to some logarithmic factor, which suggests that our upper bound is fairly tight. We have applied this methodology to both the i.i.d. mobility model and the random way-point mobility model. In both cases, our methodology allows us to develop new scheduling schemes that can achieve larger capacity than previous proposals under the same delay constraints. In particular, for the i.i.d. mobility model, our scheme can achieve (n-1/3/log3/2 n) per-node capacity with constant delay. This demonstrates that, under the i.i.d. mobility model, mobility increases the capacity even with constant delays. Our methodology can also be extended to incorporate additional scheduling constraints.

• 대한기계학회논문집B
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• 제27권10호
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• pp.1393-1400
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• 2003

Ignition of hydrogen and oxygen in the "third limit" is theoretically investigated in the stagnation point flow with activation energy asymptotics. With the steady-state approximations of H, OH, O and HO$_2$, a two-step reduced kinetic mechanism is derived for the regime lower than the crossover temperature T$_{c}$ at which the rates of production and consumption of all radicals are equal. Appropriate scaling of Damkohler number successfully provides the explicit relationship between pressure, temperature and strain rate at ignition. It is shown that, compared with those for the counterflow, ignition temperatures for the stagnation point flow are considerably increased with increasing the system pressure. This is because ignition in the "third limit" is characterized by the production of reduction of $H_2O$$_2$, which is reduced by wall effect. Strain rate substantially affects ignition temperature because key reaction rates of $H_2O$$_2$ are comparably with its transport rate, while the mixture temperature and the hydrogen composition do not significantly affect ignition temperature.e.