• Bulletin of the Korean Mathematical Society
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• v.28 no.2
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• pp.147-161
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• 1991

In this paper we define the conditional generalized Wiener measure and then express the conditional generalized Wiener integral over this new measure. In particular we consider a conditional expectation of functionals of the generalized Brownian paths under the condition that the paths pass through the given points .xi.$_{1}$, .xi.$_{2}$, .., .xi.$_{n}$ at times t$_{1}$, t$_{2}$, .., t$_{n}$, respectively.ely.

• Bulletin of the Korean Mathematical Society
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• v.53 no.3
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• pp.903-924
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• 2016

In the present paper, using a simple formula for the conditional expectations given a generalized conditioning function over an analogue of vector-valued Wiener space, we prove that the analytic operator-valued Feynman integrals of certain classes of functions over the space can be expressed by the conditional analytic Feynman integrals of the functions. We then provide the conditional analytic Feynman integrals of several functions which are the kernels of the analytic operator-valued Feynman integrals.

• Bulletin of the Korean Mathematical Society
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• v.42 no.2
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• pp.369-378
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• 2005

In this paper we will consider the weighted composition operator $W=uC_{\varphi}$ between two different $L^p(X,\;\Sigma,\;\mu)$ spaces, generated by measurable and non-singular transformations $\varphi$ from X into itself and measurable functions u on X. We characterize the functions u and transformations $\varphi$ that induce weighted composition operators between $L^p-spaces$ by using some properties of conditional expectation operator, pair $(u,\;\varphi)$ and the measure space $(X,\;\Sigma,\;\mu)$. Also, Fredholmness of these type operators will be investigated.

• Kyungpook Mathematical Journal
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• v.32 no.3_spc
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• pp.533-546
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• 1992

• Honam Mathematical Journal
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• v.35 no.2
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• pp.179-200
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• 2013

Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $X_n:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ by $Xn(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t$ is a partition of $[0,t]$. In the present paper, using a simple formula for the conditional expectation given the conditioning function $X_n$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions which have the form $$f((v_1,x),{\cdots},(v_r,x))\;for\;x{\in}C[0,t]$$, where {$v_1,{\cdots},v_r$} is an orthonormal subset of $L_2[0,t]$ and $f{\in}L_p(\mathbb{R}^r)$. We then investigate several relationships between the conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions.

• Proceedings of the Korean Nuclear Society Conference
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• 1997.05a
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• pp.292-297
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• 1997

An alternating conditional expectation (ACE) algorithm, a kind of non-parametric regression method, is proposed to generate empirical correlations automatically. The ACE algorithm yields an optimal relationship between a dependent variable and multiple independent variables without any preprocessing and initial assumption on the functional forms. This algorithm is applied to a collection of 12,879 CHF data points for forced convective boiling hi vertical tubes to develop a new critical heat flux (CHF) correlation. The meat root mean square, and maximum errors of our new correlation are -0.558%, 12.5%, and 122.6%, respectively. Our CHF correlation represents the entire set of CHF data with an overall accuracy equivalent to or better than that of three existing correlations.

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.673-683
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• 2012

Cabral et al. (2012) defined a mixture model of multivariate skew t-distributions(STMM), and proposed the use of an ECME algorithm (a variation of a standard EM algorithm) to fit the model. Their estimation by the ECME algorithm is closely related to the estimation of the degree of freedoms in the STMM. With the ECME, their purpose is to escape from the calculation of a conditional expectation that is not provided by a closed form; however, their estimates are quite unstable during the procedure of the ECME algorithm. In this paper, we provide a conditional expectation as a closed form so that it can be easily calculated; in addition, we propose to use the ECM algorithm in order to stably fit the STMM.

• Kyungpook Mathematical Journal
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• v.55 no.2
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• pp.345-353
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• 2015

Subnormality of bounded weighted composition operators on $L^2({\Sigma})$ of the form $Wf=uf{\circ}T$, where T is a nonsingular measurable transformation on the underlying space X of a ${\sigma}$-finite measure space (X, ${\Sigma}$, ${\mu}$) and u is a weight function on X; is studied. The standard moment sequence characterizations of subnormality of weighted composition operators are given. It is shown that weighted composition operators are subnormal if and only if $\{J_n(x)\}^{+{\infty}}_{n=0}$ is a moment sequence for almost every $x{{\in}}X$, where $J_n=h_nE_n({\mid}u{\mid}^2){\circ}T^{-n}$, $h_n=d{\mu}{\circ}T^{-n}/d{\mu}$ and $E_n$ is the conditional expectation operator with respect to $T^{-n}{\Sigma}$.

• Journal of the Korean Mathematical Society
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• v.41 no.1
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• pp.95-105
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• 2004

In this paper we will consider the weighted composition operators W = $uC_{\tau}$ between $L^{p}$$(X,\sum,\mu$) spaces and Orlicz spaces $L^{\phi}$$(X,\sum,\mu$) generated by measurable and non-singular transformations $\tau$ from X into itself and measurable functions u on X. We characterize the functions u and transformations $\tau$ that induce weighted composition operators between $L^{p}$ -spaces by using some properties of conditional expectation operator, pair (u,${\gamma}$) and the measure space $(X,\sum,\mu$). Also, some other properties of these types of operators will be investigated.

• Bulletin of the Korean Mathematical Society
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• v.21 no.2
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• pp.99-106
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• 1984

J. Yeh has recently introduced the concept of conditional Wiener integrals which are meant specifically the conditional expectation E$^{w}$ (Z vertical bar X) of a real or complex valued Wiener integrable functional Z conditioned by the Wiener measurable functional X on the Wiener measure space (A precise definition of the conditional Wiener integral and a brief discussion of the Wiener measure space are given in Section 2). In [3] and [4] he derived some inversion formulae for conditional Wiener integrals and evaluated some conditional Wiener integrals E$^{w}$ (Z vertical bar X) conditioned by X(x)=x(t) for a fixed t>0 and x in Wiener space. Thus E$^{w}$ (Z vertical bar X) is a real or complex valued function on R$^{1}$. In this paper we shall be concerned with the random vector X given by X(x) = (x(s$_{1}$),..,x(s$_{n}$ )) for every x in Wiener space where 0=s$_{0}$ $_{1}$<..$_{n}$ =t. In Section 3 we will evaluate some conditional Wiener integrals E$^{w}$ (Z vertical bar X) which are real or complex valued functions on the n-dimensional Euclidean space R$^{n}$ . Thus we extend Yeh's results [4] for the random variable X given by X(x)=x(t) to the random vector X given by X(x)=(x(s$_{1}$).., x(s$_{n}$ )).