• Communications of the Korean Mathematical Society
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• v.11 no.3
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• pp.855-865
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• 1996

In this paper, we establish the weak convergences of processes occurring in a generalized Curie-Weiss model and its dual.

• Journal of the Korean Mathematical Society
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• v.39 no.2
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• pp.163-191
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• 2002

We introduce Clapp-Puppe type generalized Lusternik-Schnirelmann (co)category in a Quillen model category. We establish some of their basic properties and give various characterizations of them. As the first application of these characterizations, we show that our generalized (co)category is invariant under Quillen modelization equivalences. In particular, generalized (co)category is invariant under Quillen modelization equivalences. In particular, generalized (co)category of spaces and simplicial sets coincide. Another application of these characterizations is to define and study rational cocategory. Various other applications are also given.

• Communications for Statistical Applications and Methods
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• v.23 no.5
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• pp.363-383
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• 2016

The Weibull family of lifetime distributions play a fundamental role in reliability engineering and life testing problems. This paper investigates the potential usefulness of transmuted new generalized Weibull (TNGW) distribution for modeling lifetime data. This distribution is an important competitive model that contains twenty-three lifetime distributions as special cases. We can obtain the TNGW distribution using the quadratic rank transmutation map (QRTM) technique. We derive the analytical shapes of the density and hazard functions for graphical illustrations. In addition, we explore some mathematical properties of the TNGW model including expressions for the quantile function, moments, entropies, mean deviation, Bonferroni and Lorenz curves and the moments of order statistics. The method of maximum likelihood is used to estimate the model parameters. Finally the applicability of the TNGW model is presented using nicotine in cigarettes data for illustration.

• Communications of the Korean Mathematical Society
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• v.10 no.1
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• pp.215-233
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• 1995

• Journal of the Korean Mathematical Society
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• v.43 no.2
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• pp.357-371
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• 2006

Let $X\;=\;(X_t,\;t{\in}[0, T])$ be a generalized Brownian motion(gBm) determined by mean function a(t) and variance function b(t). Let $L^2({\mu})$ denote the Hilbert space of square integrable functionals of $X\;=\;(X_t - a(t),\; t {in} [0, T])$. In this paper we consider a class of nonlinear functionals of X of the form F(. + a) with $F{in}L^2({\mu})$ and discuss their analysis. Firstly, it is shown that such functionals do not enjoy, in general, the square integrability and Malliavin differentiability. Secondly, we establish regularity conditions on F for which F(.+ a) is in $L^2({\mu})$ and has its Malliavin derivative. Finally we apply these results to compute the price and the hedging portfolio of a contingent claim in our financial market model based on a gBm X.

• Bulletin of the Korean Mathematical Society
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• v.53 no.3
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• pp.733-749
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• 2016

We aim to compute discretely monitored geometric Asian option prices under the Heston model. This method involves explicit formula for multivariate generalized Fourier transform of volatility process and their integrals over different time intervals using a recursive method. As numerical results, we illustrate efficiency and accuracy of our method. In addition, we simulate scenarios which show evidently practical importance of our work.

• Structural Engineering and Mechanics
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• v.81 no.1
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• pp.29-37
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• 2022

The present paper deals with the application of one dimensional piezoelectric materials in particular piezo-thermoelastic nanobeam. The generalized piezo-thermo-elastic theory with two temperature and Euler Bernoulli theory with small scale effects using nonlocal Eringen's theory have been used to form the mathematical model. The ends of nanobeam are considered to be simply supported and at a constant temperature. The mathematical model so formed is solved to obtain the non-dimensional expressions for lateral deflection, electric potential, thermal moment, thermoelastic damping and frequency shift. Effect of frequency and nonlocal parameter on the lateral deflection, electric potential, thermal moment with generalized piezothermoelastic theory are represented graphically using the MATLAB software. Comparisons are made with the different theories of thermoelasticity.

• Communications of the Korean Mathematical Society
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• v.12 no.3
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• pp.789-796
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• 1997

We consider a Pfaffian and its combinatorial model. We give a bijection between Pfaffian and the generating function of weights of generalized Young tableaux by this combinatorial model, and we find an explicit formula for the Pfaffian by this bijection.

• Communications for Statistical Applications and Methods
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• v.22 no.4
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• pp.333-348
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• 2015

In this paper, we study a generalization of the modified Weibull distribution. The generalization follows the recent work of Cordeiro et al. (2013) and is based on a class of exponentiated generalized distributions that can be interpreted as a double construction of Lehmann. We introduce a class of exponentiated generalized modified Weibull (EGMW) distribution and provide a list of some well-known distributions embedded within the proposed distribution. We derive some mathematical properties of this class that include ordinary moments, generating function and order statistics. We propose a maximum likelihood method to estimate model parameters and provide simulation results to assess the model performance. Real data is used to illustrate the usefulness of the proposed distribution for modeling reliability data.

• Journal of the Korean Mathematical Society
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• v.47 no.2
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• pp.385-407
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• 2010

To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.