• 제목/요약/키워드: mixing property

검색결과 457건 처리시간 0.017초

A Note on the Strong Mixing Property for a Random Coefficient Autoregressive Process

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
    • /
    • 제24권1호
    • /
    • pp.243-248
    • /
    • 1995
  • In this article we show that a class of random coefficient autoregressive processes including the NEAR (New exponential autoregressive) process has the strong mixing property in the sense of Rosenblatt with mixing order decaying to zero. The result can be used to construct model free prediction interval for the future observation in the NEAR processes.

  • PDF

흙다짐 적용을 위한 흙의 선정 및 입도조건에 관한 연구 (A study on selection and size of Earth in application of Rammed Earth)

  • 황혜주;김태훈;양준혁
    • KIEAE Journal
    • /
    • 제9권2호
    • /
    • pp.65-71
    • /
    • 2009
  • Results from tests for what mixing rate of soil and sand is proper for the rammed earth and for how much additives are optimum are as under. 1) In the test to evaluate what mixing rate of soil and sand is desirable, peptizing property and surface sticking rate are found similar in its degree, but compression strength is found most stable when the ratio of soil and sand mixing shows 30:70 which indicates the best mixing rate of soil and sand. 2) In a test to add hydrated lime, compression strength, peptizing property, and surface sticking rate are found best when the mixing rate of soil and sand shows 23:7. 3) In a test to add sea weeds, the peptizing property goes down at 75% of sea weeds input a little bit more than at 100%, but compression strength shows best at 75% which is thought to be the best rate. 4) In a drop test, more soil powder mixed, the sticking strength gets better and more sands are contained, the sticking strength gets far worse to be scattered in powder type. 5) As concluding all results mentioned in the above item, the most desirable mixing rate of soil, sand, and hydrated lime is found to be 23:7:70 for the rammed earth where compression strength, peptizing property, and surface sticking rate are best.

POSITIVELY EXPANSIVE MAPS AND THE LIMIT SHADOWING PROPERTIES

  • Sakai, Kazuhiro
    • 대한수학회지
    • /
    • 제58권1호
    • /
    • pp.207-218
    • /
    • 2021
  • In this paper, the notion of two-sided limit shadowing property is considered for a positively expansive open map. More precisely, let f be a positively expansive open map of a compact metric space X. It is proved that if f is topologically mixing, then it has the two-sided limit shadowing property. As a corollary, we have that if X is connected, then the notions of the two-sided limit shadowing property and the average-shadowing property are equivalent.

STATIONARITY AND β-MIXING PROPERTY OF A MIXTURE AR-ARCH MODELS

  • Lee, Oe-Sook
    • 대한수학회보
    • /
    • 제43권4호
    • /
    • pp.813-820
    • /
    • 2006
  • We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

On geometric ergodicity and ${\beta}$-mixing property of asymmetric power transformed threshold GARCH(1,1) process

  • Lee, Oe-Sook
    • Journal of the Korean Data and Information Science Society
    • /
    • 제22권2호
    • /
    • pp.353-360
    • /
    • 2011
  • We consider an asymmetric power transformed threshold GARCH(1.1) process and find sufficient conditions for the existence of a strictly stationary solution, geometric ergodicity and ${\beta}$-mixing property. Moments conditions are given. Box-Cox transformed threshold GARCH(1.1) is also considered as a special case.

유기금속화학기상증착법에 의한 ZnO:Al 필름 합성에서 플라즈마 인가 효과 (Effect of Plasma Enhancement on the Al-doped ZnO Thin Film Synthesis by MOCVD)

  • 서문규
    • 한국태양에너지학회 논문집
    • /
    • 제39권1호
    • /
    • pp.33-40
    • /
    • 2019
  • Al-doped ZnO (AZO) thin films were synthesized on Si(100) wafers via plasma enhanced metal organic chemical vapor deposition (PE-MOCVD) method using diethyl zinc (DEZ) and N-methylpyrrolidine alane (MPA) as precursors. Effects of Al/Zn mixing ratio, plasma power on the surface morphology, crystal structure, and electrical property were investigated with SEM, XRD and 4-point probe measurement respectively. Growth rate of the film decreased slightly with increasing the Al/Zn mixing ratio, however electrical property was enhanced and resistivity of the film decreased greatly about 2 orders from $9.5{\times}10^{-1}$ to $8.0{\times}10^{-3}{\Omega}cm$ when the Al/Zn mixing ratio varied from 0 to 9 mol%. XRD analysis showed that the grain size increased with increasing the Al/Zn mixing ratio. Growth rate and electrical property were enhanced in a mild plasma condition. Resistivity of AZO film decreased down to $7.0{\times}10^{-4}{\Omega}cm$ at an indirect plasma of 100 W condition which was enough value to use for the transparent conducting oxide (TCO) material.

STATIONARY $\beta-MIXING$ FOR SUBDIAGONAL BILINEAR TIME SERIES

  • Lee Oe-Sook
    • Journal of the Korean Statistical Society
    • /
    • 제35권1호
    • /
    • pp.79-90
    • /
    • 2006
  • We consider the subdiagonal bilinear model and ARMA model with subdiagonal bilinear errors. Sufficient conditions for geometric ergodicity of associated Markov chains are derived by using results on generalized random coefficient autoregressive models and then strict stationarity and ,a-mixing property with exponential decay rates for given processes are obtained.

A Laplacian Autoregressive Moving-Average Time Series Model

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
    • /
    • 제22권2호
    • /
    • pp.259-269
    • /
    • 1993
  • A moving average model, LMA(q) and an autoregressive-moving average model, NLARMA(p, q), with Laplacian marginal distribution are constructed and their properties are discussed; Their autocorrelation structures are completely analogus to those of Gaussian process and they are partially time reversible in the third order moments. Finally, we study the mixing property of NLARMA process.

  • PDF