• Proceedings of the Korean Institute of Intelligent Systems Conference
• /
• 2006.05a
• /
• pp.61-64
• /
• 2006

Based on the geometrical representation of a generalized intuitionistic fuzzy set, we take into account all three parameters describing generalized intuitionistic fuzzy set, propose a method to calculate the correlation coefficient for generalized intuitionistic fuzzy sets in finite set and probability space, respectively, and discuss some properties of correlation and correlation coefficient of generalized intuitionistic fuzzy sets.

• Journal of applied mathematics & informatics
• /
• v.20 no.1_2
• /
• pp.465-478
• /
• 2006

In this paper, we introduce a new class of completely generalized strongly nonlinear quasivariational inequalities and establish its equivalence with a class of fixed point problems by using the resolvent operator technique. Utilizing this equivalence, we develop a three-step iterative scheme with errors, obtain a few existence theorems of solutions for the completely generalized non-linear strongly quasivariational inequality involving relaxed monotone, relaxed Lipschitz, strongly monotone and generalized pseudocontractive mappings and prove some convergence and stability results of the sequence generated by the three-step iterative scheme with errors. Our results include several previously known results as special cases.

• Journal of applied mathematics & informatics
• /
• v.36 no.3_4
• /
• pp.245-256
• /
• 2018

In the paper, we introduce some new classes of generalized logh-convex functions in the first sense and in the second sense. We establish Hermite-Hadamard type inequality for different classes of generalized convex functions. It is shown that the classes of generalized log h-convex functions in both senses include several new and known classes of log h convex functions. Several special cases are also discussed. Results proved in this paper can be viewed as a new contributions in this area of research.

• Journal of the Korean Statistical Society
• /
• v.26 no.3
• /
• pp.365-382
• /
• 1997

In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

• Journal of applied mathematics & informatics
• /
• v.22 no.1_2
• /
• pp.285-293
• /
• 2006

Let X be a n-set and let A = [aij] be a $n {\times} n$ matrix for which $aij {\subseteq} X$, for $1 {\le} i,\;j {\le} n$. A is called a generalized Latin square on X, if the following conditions is satisfied: $U^n_{i=1}\;aij = X = U^n_{j=1}\;aij$. In this paper, we prove that every generalized Latin square has an orthogonal mate and introduce a Hv-structure on a set of generalized Latin squares. Finally, we prove that every generalized Latin square of order n, has a transversal set.

• Journal of applied mathematics & informatics
• /
• v.7 no.3
• /
• pp.941-958
• /
• 2000

Euler method is generalized to solve the system of nonlinear differential equations. The generalization is carried out by taking a special constant matrix S so that exp(tS) can be exactly computed. Such a matrix S is extracted from the Jacobian matrix of the given problem. Stability of the generalized Euler process is discussed. It is shown that the generalized Euler process is comparable to the fourth order Runge-Kutta method. We also exemplify that the important qualitative and geometric features of the underlying dynamical system can be recovered by the generalized Euler process.

• Korean Journal of Mathematics
• /
• v.24 no.2
• /
• pp.235-271
• /
• 2016

By using the Heckman-Opdam theory on ${\mathbb{R}}^d$ given in [20], we define and study in this paper, the generalized wavelets on ${\mathbb{R}}^d$ and the generalized wavelet transform on ${\mathbb{R}}^d$, and we establish their properties. Next, we prove for the generalized wavelet transform Plancherel and inversion formulas.

• Journal of the Korean Mathematical Society
• /
• v.57 no.4
• /
• pp.845-871
• /
• 2020

We consider generalized Dedekind sums in dimension n, defined as sum of products of values of periodic Bernoulli functions. For the generalized Dedekind sums, we associate a Laurent polynomial. Using this, we associate an exponential sum of a Laurent polynomial to the generalized Dedekind sums and show that this exponential sum has a nontrivial bound that is sufficient to fulfill the equidistribution criterion of Weyl and thus the fractional part of the generalized Dedekind sums are equidistributed in ℝ/ℤ.

• Journal of the Korean Mathematical Society
• /
• v.45 no.5
• /
• pp.1323-1339
• /
• 2008

In this paper, a new class of $(h,{\eta})$-proximal for proper functionals in Hilbert spaces is introduced. The existence and Lip-schitz continuity of the $(h,{\eta})$-proximal mappings for proper functionals are proved. A class of generalized nonlinear quasi-variational-like inclusions in Hilbert spaces is introduced. A perturbed three-step iterative algorithm with errors for the generalized nonlinear quasi-variational-like inclusion is suggested. The existence and uniqueness theorems of solution for the generalized nonlinear quasi-variational-like inclusion are established. The convergence and stability results of iterative sequence generated by the perturbed three-step iterative algorithm with errors are discussed.

• Communications for Statistical Applications and Methods
• /
• v.9 no.2
• /
• pp.305-313
• /
• 2002

Regarding to inference about a scalar measure of internal scatter of Ρ-variate normal population, this paper considers an interval estimation of the generalized variance, │$\Sigma$│. Due to complicate sampling distribution, fully parametric frequentist approach for the interval estimation is not available and thus Bayesian method is pursued to calculate the highest probability density (HPD) interval for the generalized variance. It is seen that the marginal posterior distribution of the generalized variance is intractable, and hence a weighted Monte Carlo method, a variant of Chen and Shao (1999) method, is developed to calculate the HPD interval of the generalized variance. Necessary theories involved in the method and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed method.