• Title/Summary/Keyword: limiting process

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A Study on the Flame Temperature Measurement of the Transiently Propagating Flame by using Platinum-Hot-Wire-Resistance-Thermometry (열선백금저항선을 이용한 과도적 전파화염의 화염온도측정에 관한 연구)

  • 정인석;조경국;황상순
    • Journal of the korean Society of Automotive Engineers
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    • v.7 no.3
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    • pp.94-101
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    • 1985
  • The flame temperature of LPG-air premixture flame was measured by extrapolation of limiting case corresponding to the infinitely thin diameter of Platinum-resistance-hot-wire. LPG-air premixture flame, initially under atmospheric pressure and room temperature, propagates downward from top of the model combustion chamber maintained at constant pressure through the whole combustion process. Analytical calculation technique was also applied to determine full temperature history or spatial temperature distribution from flame reaction zone to burnt gas region.

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Extreme Value of Moving Average Processes with Negative Binomial Noise Distribution

  • Park, You-Sung
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.167-177
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    • 1992
  • In this paper, we investigate the limiting distribution of $M_n = max (X_1, X-2, \cdots, X_n)$ in the infinite moving average process ${X_t = \sum c_i Z_{t-i}}$ generated from i.i.d. negative binomial variables $Z_i$'s. While no limit result is possible, nonetheless asymptotic bounds are derived. We also present the tail behavior of $X_t$, i.e., weighted sum of i.i.d. random variables. This continues a study made by Rootzen (1986) for discrete innovation sequences.

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Robust Unit Root Tests for a Panel TAR Model

  • Shin, Dong-Wan
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.11-23
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    • 2011
  • Robust unit root tests are developed for dynamic panels consisting of TAR processes. The test statistics are all based on diverse combinations of individual t-type tests for significance of TAR coefficients. Limiting null distributions are established. A Monte-Carlo experiment compares the proposed tests. The tests are applied to a panel data set of Canadian unemployment rates which show asymmetric features as well as having outliers.

A New Estimator for Seasonal Autoregressive Process

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.31-39
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    • 2001
  • For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

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Lagged Unstable Regressor Models and Asymptotic Efficiency of the Ordinary Least Squares Estimator

  • Shin, Dong-Wan;Oh, Man-Suk
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.251-259
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    • 2002
  • Lagged regressor models with general stationary errors independent of the regressors are considered. The regressor process is unstable having characteristic roots on the unit circle. If the order of the lag matches the number of roots on the unit circle, the ordinary least squares estimator (OLSE) is asymptotically efficient in that it has the same limiting distribution as the generalized least squares estimator (GLSE) under the same normalization. This result extends the well-known result of Grenander and Rosenblatt (1957) for asymptotic efficiency of the OLSE in deterministic polynomial and/or trigonometric regressor models to a class of models with stochastic regressors.

A SINGLE SERVER RETRIAL QUEUE WITH VACATION

  • Kalyanaraman, R.;Murugan, S. Pazhani Bala
    • Journal of applied mathematics & informatics
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    • v.26 no.3_4
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    • pp.721-732
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    • 2008
  • A single server infinite capacity queueing system with Poisson arrival and a general service time distribution along with repeated attempt and server vacation is considered. We made a comprehensive analysis of the system including ergodicity and limiting behaviour. Some operating characteristics are derived and numerical results are presented to test the feasibility of the queueing model.

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Analytical polarization curve of DMFC anode

  • Kulikovsky, A.A.
    • Advances in Energy Research
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    • v.1 no.1
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    • pp.35-52
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    • 2013
  • A model for DMFC anode performance is developed. The model takes into account potential--independent methanol adsorption on the catalyst surface, finite rate of proton transport through the anode catalyst layer (ACL), and a potential loss due to methanol transport in the anode backing layer. An approximate analytical half--cell polarization curve is derived and equations for the anode limiting current density are obtained. The polarization curve is fitted to the curves measured by Nordlund and Lindbergh and parameters resulted from the fitting are discussed.

CHANGE POINT TEST FOR DISPERSION PARAMETER BASED ON DISCRETELY OBSERVED SAMPLE FROM SDE MODELS

  • Lee, Sang-Yeol
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.4
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    • pp.839-845
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    • 2011
  • In this paper, we consider the cusum of squares test for the dispersion parameter in stochastic differential equation models. It is shown that the test has a limiting distribution of the sup of a Brownian bridge, unaffected by the drift parameter estimation. A simulation result is provided for illustration.

A Power MOSFET with Self Current Limiting Capability (전류 제한 능력을 갖는 전력 MOSFET)

  • 윤종만;최연익;한민구
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.10
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    • pp.25-34
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    • 1995
  • A new vertical power MOSFET with over-current protection capability is proposed. The MOSFET consists of main power MOSFET cell, sensing MOSFET cell and lateral npn bipolar transistor. The proposed MOSFET may be fabricated by a conventional DMOS process without any additional fabrication step. Overcurrent state is sensed by the newly designed lateral bipolar transistor. Mixed-mode simulations proved that the overcurrent protection is achieved by the proposed MOSFET successfully with a small protection area less than 0.2 % of the total die area.

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Cusum of squares test for discretely observed sample from multidimensional di usion processes

  • Na, Ok-Young;Ko, Bang-Won;Lee, Sang-Yeol
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.547-554
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    • 2010
  • In this paper, we extend the work by Lee et al. (2010) to multidimensional di usion processes. A test statistic analogous to the one-dimensional case is proposed to inves-tigate the joint stability of covariance matrix parameters and, under certain regularity conditions, is shown to have a limiting distribution of the sup of a multidimensional Brownian bridge. A simulation result is provided for illustration.