• Journal of the Korean Mathematical Society
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• v.59 no.5
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• pp.843-867
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• 2022

Maynard proved that there exists an effectively computable constant q1 such that if q ≥ q1, then $\frac{{\log}\;q}{\sqrt{q}{\phi}(q)}Li(x){\ll}{\pi}(x;\;q,\;m)<\frac{2}{{\phi}(q)}Li(x)$ for x ≥ q8. In this paper, we will show the following. Let 𝛿1 and 𝛿2 be positive constants with 0 < 𝛿1, 𝛿2 < 1 and 𝛿1 + 𝛿2 > 1. Assume that L ≠ ℚ is a number field. Then there exist effectively computable constants c0 and d1 such that for dL ≥ d1 and x ≥ exp (326n𝛿1L(log dL)1+𝛿2), we have $$\|{\pi}_C(x)-\frac{{\mid}C{\mid}}{{\mid}G{\mid}}Li(x)\|\;{\leq}\;\(1-c_0\frac{1og\;d_L}{d^{7.072}_L}\)\;\frac{{\mid}C{\mid}}{{\mid}G{\mid}}Li(x)$$.

• Journal of the Korean Statistical Society
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• v.29 no.1
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• pp.1-8
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• 2000

A spectrum minimizing the frequency-domain Kullback-Leibler information number has been proposed and used to modify a spectrum estimate. Some numerical examples have illustrated the KL spectrum estimate is superior to the initial estimate, i.e., the autocovariances obtained by the inverse Fourier transformation of the KL spectrum estimate are closer to the sample autocovariances of the given observations than those of the initial spectrum estimate. Also, it has been shown that a Gaussian autoregressive process associated with the KL spectrum is the closest in the timedomain Kullback-Leibler sense to a Gaussian white noise process subject to given autocovariance constraints. In this paper a corresponding conditional probability theorem is presented, which gives another rationale to the KL spectrum.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.23-26
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• 2000

It is noted that many econometric time series have long-memory properties. A long-memory process, or strongly dependent process, is characterized by hyperbolic decaying autocorrelations and unbounded spectral density at the origin. Since the long-memory property can be observed by data obtained from rather a long period, there is some possibility of parameter change in the process. In this paper, we consider the estimation of change-point when there is a change in the variance of a long-memory process. The estimator is based on some reasonable statistic and the consistency is shown using Taqqu's strong reduction theorem

• International Journal of Reliability and Applications
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• v.4 no.3
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• pp.97-111
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• 2003

By applying Theorem 2.6.4 (Fang and Zhang, 1990, p.66) the dispersion matrix of a multivariate power exponential (MPE) distribution is derived. It is shown that the MPE and the gamma distributions are related and thus the MPE and chi-square distributions are related. By extending Fang and Xu's Theorem (1987) from the normal distribution to the Univariate Power Exponential (UPE) distribution an explicit expression is derived for calculating the probability of an UPE random variable over an interval. A representation of the characteristic function (c.f.) for an UPE distribution is given. Based on the MPE distribution the probability density functions of the generalized non-central chi-square, the generalized non-central t, and the generalized non-central F distributions are derived.

• Journal of applied mathematics & informatics
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• v.30 no.1_2
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• pp.83-92
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• 2012

In this paper, a generalized Shannon-McMillan theorem for the nonhomogeneous Markov chains indexed by an infinite tree which has a uniformly bounded degree is discussed by constructing a nonnegative martingale and analytical methods. As corollaries, some Shannon-Mcmillan theorems for the nonhomogeneous Markov chains indexed by a homogeneous tree and the nonhomogeneous Markov chain are obtained. Some results which have been obtained are extended.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.21 no.2
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• pp.232-244
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• 1997

In this paper weight function theory is extended to the determination of the stress intensity factors for the mode I in elliptic crack. For the calculation of the fundamental fields Poisson's theorem and Ferrers's method were employed. Fundamental fields are constructed by single layer potentials with surface density of crack harmonic fundamental polynimials. Crack harmonic fundamental polynimials up to order four were given explicitly. As an example of the application of the weight function theory the stress intensity factors along crack tips in nearly penny-shaped elliptic crack are calculated.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.563-568
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• 1995

It is well-known that the sample mean and the sample variance are jointly sufficient under normality assumption. In this paper a proof of the joint sufficiency is given without using the factorization criterion. It is related to a finite Sanov-type conditional theorem, i.e., the conditional probability density of $Y_1$ given sample mean $\mu$ and sample variance $\sigma^2$, where $Y_1, Y_2, \cdots, Y_n$ are independently and identically distributed (i.i.d.) normal random variables with mean m and variance $\delta^2$, equals that of $Y_1$ given sample mean $\mu$ and sample variance $\sigma^2$, where $Y_1, Y_2, \cdots, Y_n$ are i.i.d. normal random variables with mean $\mu$ and variance $\sigma^2$.

• The Bulletin of The Korean Astronomical Society
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• v.37 no.2
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• pp.127.2-127.2
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• 2012

Space weather prediction related to flares and CMEs is an important issue these days. It is, however, hard to estimate magnetic energy of invisible coronal magnetic structure. The virial theorem is one of the ways to determine the magnetic energy. In this study, we performed a series of MHD simulation of an emerging flux tube and apply the virial theorem to the simulation results and derive energetics of coronal structures. We then analyze real observational data on NOAA 11302 to derive the distributions of physical quantities, such as density, temperature, velocity and magnetic field. We also use knowledge form simulation analysis to estimate the magnetic energy of NOAA 11302.

• Bulletin of the Korean Mathematical Society
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• v.35 no.3
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• pp.397-408
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• 1998

We often use the Hausdorff dimension as a tool of measuring how complicate the fractal is. But it is usually very difficult to calculate that value. So there have been many tries to find the dimension of the given set and most of these are related to the density theorem of invariant measure. The aims of this paper are to introduce the k-irreducible subsimilar sets as a generalization of the set defined by V.Drobot and J.Turner in ([1]) and calculate their Hausdorff dimensions by using algebraic methods.

• Journal of the Chungcheong Mathematical Society
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• v.33 no.1
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• pp.33-41
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• 2020

We introduced the concept of the 𝜖₀-density and the 𝜖₀-dense ace in [1]. This concept is related to the structure of employment. In addition to the double capacity theorem which was introduced in [1], we need the minimal dense subset. In this paper, we investigate a concept of the minimal 𝜖₀-dense subset in the Euclidean m dimensional space.