• Title/Summary/Keyword: levy

Search Result 161, Processing Time 0.051 seconds

Central Limit Theorem for Levy Processes

  • Wee, In-Suk
    • Journal of the Korean Statistical Society
    • /
    • v.12 no.2
    • /
    • pp.100-109
    • /
    • 1983
  • Let ${X_i}$ be a process with stationary and independent increments whose log characteristic function is expressed as $ibut-2^{-1}\sigma^2u^2t+t\int_{{0 }^c}{(exp(iux)-1-iux(i+x^2)^{-1})dv(x)}$. Our main result is taht $x^2(\int_{\y\>x}{dv(y)})/(\int_{$\mid$y$\mid$\leqx}{y^2dv(y)+\sigma^2}) \to 1$ as $x \to 0 (resp. x \to \infty)$ is necessary, and sufficient for ${X-i}$ to have ${A_t}$ and ${B_t}$ such that $(X_t-A_t)/B_t \to^D n(0,1)$ as $t \to 0 (resp. t \to \infty)$.

  • PDF

General Laws of the Iterated Logarithm for Levy Processes

  • Wee, In-Suk;Kim, Yun-Kyong
    • Journal of the Korean Statistical Society
    • /
    • v.17 no.1
    • /
    • pp.30-45
    • /
    • 1988
  • Let ${X(t) : 0 \leq t < \infty}$ be a real-valued process with stationary independent increments. In this paper, we obtain necesary and sufficint condition for there to exist a positive, nondecreasing function $\beta(t)$ so that $0 < lim sup $\mid$X(t)$\mid$/\beta(t) < \infty$ a.s. both as t tends to zero and infinity. When no such $\beta(t)$ exists we give a simple integral test for whether $lim sup $\mid$X(t)$\mid$/\beta(t)$ is zero or infinity for a given $\beta(t)$.

  • PDF

물류서비스 역량과 상표력이 시장점유율에 미치는 영향 - 세제ㆍ생활용품산업을 중심으로 -

  • 전달영
    • Proceedings of the Korean DIstribution Association Conference
    • /
    • 1997.07a
    • /
    • pp.121-139
    • /
    • 1997
  • 전통적인 마케팅 기능이 제품에 대한 구매 욕구를 창조하는 기능, 즉 제품 소유 효용을 창출하는 반면에 물류(logistics)는 시간 및 장소 효용을 창출하므로써 제품 소유 효용을 가능하게 만드는 중요한 부가가치 창출기능이라는 인식이 증가하고 있다. 특히 품질과 가격이 비슷한 경쟁적인 성숙시장에서는 오히려 차별적 우위의 물류서비스 제공을 통해 고객만족을 시킬 수 있기 때문에 물류서비스가 지속적인 경쟁우위 개발을 위한 무기가 될 수 있다(Sharma, Grewal, and Levy 1995). (중략)

  • PDF

INVERSE PROBLEM FOR STOCHASTIC DIFFERENTIAL EQUATIONS ON HILBERT SPACES DRIVEN BY LEVY PROCESSES

  • N. U., Ahmed
    • Nonlinear Functional Analysis and Applications
    • /
    • v.27 no.4
    • /
    • pp.813-837
    • /
    • 2022
  • In this paper we consider inverse problem for a general class of nonlinear stochastic differential equations on Hilbert spaces whose generating operators (drift, diffusion and jump kernels) are unknown. We introduce a class of function spaces and put a suitable topology on such spaces and prove existence of optimal generating operators from these spaces. We present also necessary conditions of optimality including an algorithm and its convergence whereby one can construct the optimal generators (drift, diffusion and jump kernel).

A study on low carbon car subsidy for automotive industry development (자동차 산업 발전을 위한 저탄소차 협력금제도에 대한 연구)

  • Meng, Haiyang;Jung, Junhwa
    • International Commerce and Information Review
    • /
    • v.16 no.4
    • /
    • pp.247-261
    • /
    • 2014
  • In this study, it investigates the highly controversial issue "low carbon car subsidy". Through the policy's intent, purpose, and necessity, it aims to present alternatives for automotive industry development. Introducing the low carbon car subsidy will bring a huge change to the vehicle purchase practices by changing vehicle purchase cost. It expects that this change will reduce greenhouse gas emission from vehicles. For successful settlement of the system, it shall set up the target sections for subsidy and levy appropriately in order to get the nation's consensus. Additionally, it has to conduct sufficient reviews the measures such as adjustment to the existing auto tax, divided payments of burden charge, etc before enforcing the system. In terms of the automobile industry, it must do their level best in technical development in order to meet the carbon dioxide emission level of imported cars until the enforcement. Also, the government has to strengthen its support to the industry.

  • PDF

Ontology Alignment by Using Discrete Cuckoo Search (이산 Cuckoo Search를 이용한 온톨로지 정렬)

  • Han, Jun;Jung, Hyunjun;Baik, Doo-Kwon
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.3 no.12
    • /
    • pp.523-530
    • /
    • 2014
  • Ontology alignment is the way to share and reuse of ontology knowledge. Because of the ambiguity of concept, most ontology alignment systems combine a set of various measures and complete enumeration to provide the satisfactory result. However, calculating process becomes more complex and required time increases exponentially since the number of concept increases, more errors can appear at the same time. Lately the focus is on meta-matching using the heuristic algorithm. Existing meta-matching system tune extra parameter and it causes complex calculating, as a consequence, the results in the various data of specific domain are not good performed. In this paper, we propose a high performance algorithm by using DCS that can solve ontology alignment through simple process. It provides an efficient search strategy according to distribution of Levy Flight. In order to evaluate the approach, benchmark data from the OAEI 2012 is employed. Through the comparison of the quality of the alignments which uses DCS with state of the art ontology matching systems.

A Simple Method of Obtaining Exact Values of the Natural Frequencies of Vibration for Some Composite Laminated Structures with Various Boundary Condition (다양한 경계조건을 갖는 복합적층판의 간편한 고유진동수 해석방법)

  • Won, Chi Moon
    • Journal of Korean Society of Steel Construction
    • /
    • v.14 no.1
    • /
    • pp.23-29
    • /
    • 2002
  • Many of the bridge systems, including the girders and cross-beams, and concrete decks behave as the special orthotropic plates. Such systems with boundary conditions other than Navier or Levy solution types, or with irregular cross sections, analytical solution is very difficult to obtain. Numerical method for eigenvalue problems are also very much involved in seeking such a solution. A method of calculating the natural frequency corresponding to the first mode of vibration of beam and tower structures with irregular cross-sections was developed and reported by Kim in 1974. Recently, this method was extended to two dimensional problems including composite laminates, and has been applied to composite plates with shear deformation effects. In this paper, application of this method to the specially orthotropic laminated plates with various boundary condition is accomplished and the result of analysis is presented.

Analytical Investigation on Elastic Behaviors of Isotropic Annular Sector Plates Subjected to Uniform Loading (등분포하중을 받는 등방성 환형 섹터판의 탄성 거동에 대한 해석적 연구)

  • Kim, Kyung-Sik
    • Journal of Korean Society of Steel Construction
    • /
    • v.22 no.3
    • /
    • pp.241-251
    • /
    • 2010
  • This paper presents the development of a new analytical solution to the governing differential equation for isotropic annular sector plates subjected to uniform loading in a three-dimensional polar coordinate system. The 4th order governing partial differential equation (PDE) was converted to an ordinary differential equation (ODE) by assuming the Levy-type series solution form and the subsequent mathematical operations. Finally, a series-type solution was assembled with homogeneous and nonhomogeneous solution parts after operating real values and complex conjugates derived from the characteristic equation. To demonstrate the convergence rate and the accuracy of the featured method, several examples with various sector angles were selected and solved. The deflections and internal moments in the example annular sector plates that were obtained from the proposed solution were compared with those obtained from other analytical studies and numerical analyses using the finite element analysis package program, ABAQUS. Very good agreement with the results of other analytical and numerical methodologies was shown.

AN ANALYSIS OF INFRARED IMAGES OF JUPITER IMPACTED BY P/SHOEMAKER-LEVY 9

  • KIM YONG HA;SUNG KIYUN;KIM SANG JOON;COCHRAN W. D.;LESTER D. F.;TRAFTON L.;CLARK B. E.
    • Journal of The Korean Astronomical Society
    • /
    • v.29 no.2
    • /
    • pp.245-253
    • /
    • 1996
  • We have analyzed infrared (IR) images of Jupiter which was observed at the McDonald Observatory, Texas, U.S.A., during the P/SHoemaker-LEvy 9 (SL9) impact period and about one week after the last impact. The IR images were obtained on the 2.7m telescope using a NICMOS array with filters to isolate the $1.5{\mu}m\;NH_3\; band,\;the\;2.3{\mu}m\;CH_4\;band,\;the\;2.12{\mu}m\;H_2\;S(0)$ pressure-induced absorption, and the continua at $1.58{\mu}m\;and\;2.0{\mu}m$ (short K-band). All images except those with the $1.58{\mu}m$ continuum filter show bright impact sites against the relatively dark Jovian disk near the impact latitude of about $45^{\circ}$ S. This implies that dusts originated from the impacts reflect the solar radiation at high altitudes before absorbed by stratospheric $CH_4,\;NH_3 \;or\;H_2$. The impact sites observed with the $2.3{\mu}m$ filter are conspicuously bright against a very dark background. The morphology of impact sites, G, L, and H at 2.3 and $2.12{\mu}m$ filters shows clearly an asymmetric structure toward the incident direction of the comet fragments, in agreement with the studies of visible impact images obtained with the Hubble Space Telescope. Comparisons of reflectances of G, L, and H sites with simple radiative transfer models suggest that optically thick dust layers were formed at high altitudes at which methane absorption attenuates incoming sunlight only by about $1\%$. The dust layers in these sites seem to form at about the same altitude regardless of the magnitude of the impacts, but they appear to descend gradually after the impacts. The dust layers have optical depths of 2-5, according to the models.

  • PDF

Failure Strength Analysis of Simply Supported Sandwich Slab Bridges made by Composite Materials (복합재료로 만들어진 단순지지 샌드위치 슬래브 교량의 파괴강도해석)

  • Han, Bong-Koo;Kim, Se-Won
    • Journal of the Korea institute for structural maintenance and inspection
    • /
    • v.11 no.1
    • /
    • pp.77-84
    • /
    • 2007
  • In this paper presented, a design method of sandwich slab bridge of simple supported made by composite materials. Many of the bridge systems, including the girders and cross-beams, and concrete decks behave as the special orthotropic plates. Such systems with sections, boundary conditions other than Navier or Levy solution types, or with irregular cross sections, analytical solution is very difficult to obtain. Thus, Finite Difference Method is used for analysis of the pertinent problem. For the design of bridge made by the composite materials, cross-section is used the form-core shape because of this shape is economical and profitable, and for output of the stress value used F.D.M. Based the experimental of a composite specialist, an equation expressing the rate of decrease of tensile strength of glass fibers based on increase of mass was obtained. From these equations, one can estimate the rate of tensile strength reduction due to increased size. Tasi-Wu failure criterion for stress space is used. Strength-failure analysis procedure, using these reduced tensile strength, is presented.