• Journal of the Korean Mathematical Society
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• v.35 no.2
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• pp.295-314
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• 1998

In this article we examine certain distinctive features regarding Hardy spaces of both classical and product notions on $R^{N}$ with our focus on their interrelations through embeddings and restrictions. Applications of our results to multiple singular integrals are included.d.

• Journal of the Korean Mathematical Society
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• v.43 no.3
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• pp.635-658
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• 2006

This paper is concerned with giving some rather weak size conditions implying the $L^P$ boundedness of the multiple Marcin-kiewicz integrals for some fixed $1\;<\;p\;<\;{\infty}$, which essentially improve and extend some known results.

• Korean Journal of Mathematics
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• v.22 no.1
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• pp.71-84
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• 2014

By using the multidimensional normal approximation of functionals of Gaussian fields, we prove that functionals of Gaussian fields, as functions of t, converge weakly to a standard Brownian motion. As an application, we consider the convergence of the Stratonovich-type Riemann sums, as a function of t, of fractional Brownian motion with Hurst parameter H = 1/4.

• Journal of applied mathematics & informatics
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• v.34 no.3_4
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• pp.249-255
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• 2016

The object of the present paper is to establish two interesting unified integral formulas involving Multiple (multiindex) Mittag-Leffler functions, which is expressed in terms of Wright hypergeometric function. Some deduction from these results are also considered.

• Journal of the Korean Mathematical Society
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• v.33 no.2
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• pp.319-332
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• 1996

Many authors have studied multiple stochastic integrals in pursuit of the existence of product processes in terms of multiple integrals. But there has not been much research into the structure of the product processes themselves. In this direction, a study which gives emphasis on sample path continuity and boundedness properties was initiated in Pyke[9]. For details of problem set-ups and necessary notations, see [9]. Recently the weak limits of U-processes are shown to be chaos processes, which is product of the same Brownian measures, see [2] and [7].

• Journal of applied mathematics & informatics
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• v.20 no.1_2
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• pp.585-594
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• 2006

We consider a stochastic integral process represented by multiple Ito-Wiener integrals. We derive gaussian chaos which has some shift continuous function. We get continuity property of self-similar process represented by multiple integrals and finally we show that $Y_{H_t}$ (t) is continuous in t with probability one for Holder function $H_t$ of exponent $\beta$.

• Communications of the Korean Mathematical Society
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• v.10 no.2
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• pp.337-348
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• 1995

In 1987, Johnson and Lapidus introduced the noncommutative operations * and + on Wiener functionals and gave a precise and rigorous interpretation of certain aspects of Feynman's operational calculus for noncommuting operators. They established the operational calculus for certain functionals which involve Legesgue measure. In this paper we establish the operational calculus for the functionals applied to multiple integrals which involve some Borel measures.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.5 no.11
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• pp.2035-2051
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• 2011

Theoretical Bit Error Rate (BER) and channel capacity analysis are always of great interest to the designers of wireless communication systems. At the center of such analyses people are often encountered with a high-dimensional multiple integrals with quite complex integrands. Conventional Gaussian quadrature is inefficient in handling problems like this, as it tends to entail tremendous computational overhead, and the principal order of its error term increase rapidly with the dimension of the integral. In this paper, we propose a new approach to calculate complex multi-fold integrals based on the number theory. In contrast to Gaussian quadrature, the proposed approach requires less computational effort, and the principal order of its error term is independent of the dimension. The effectiveness of the number theory based approach is examined in BER and capacity analyses for practical systems. In particular, the results generated by numerical computation turn out in good match with that of Monte-Carlo simulations.

• Honam Mathematical Journal
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• v.40 no.4
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• pp.691-700
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• 2018

The main object of the present research paper is to establish two (potentially) useful Euler type integrals involving multiindex Mittag-Leffler functions, which are expressed in terms of Wright hypergeometric functions. Some deductions of the main results are also indicated.

• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.295-304
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• 2015

This paper considers the problem of estimation of the Hurst parameter H ${\in}$ (1/2, 1) from longitudinal data with the error term of a fractional Brownian motion with Hurst parameter H that gives the amount of the long memory of its increment. We provide a new estimator of Hurst parameter H using a two scale sampling method based on $A{\ddot{i}}t$-Sahalia and Jacod (2009). Asymptotic behaviors (consistent and central limit theorem) of the proposed estimator will be investigated. For the proof of a central limit theorem, we use recent results on necessary and sufficient conditions for multi-dimensional vectors of multiple stochastic integrals to converges in distribution to multivariate normal distribution studied by Nourdin et al. (2010), Nualart and Ortiz-Latorre (2008), and Peccati and Tudor (2005).