• Bulletin of the Korean Chemical Society
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• 제29권10호
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• pp.1941-1945
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• 2008

A new chromatographic stationary phase has been prepared by cross polymerization between allylsilica and perallyloxycucurbit[6]uril and characterized by elemental analysis and FT-IR spectroscopy. The double endcapping has been proven to improve the separation efficiency of the cucurbituril-based stationary phase material. The first end-capping was carried out when allylsilica was made. The second end-capping was done as the final step of the whole process, and the use of a mixture of hexamethyldisilazane (HMDS) and trimethylchlorosilane (TMCS) as an end-capping reagent was found better than the use of only HMDS or TMCS. Our stationary phase has shown generally good results in separation of nonpolar and polar analytes. This phase showed even better separation performance than the commercial C18 phase for the case where hostguest chemistry was properly incorporated in solute retention.

• 한국시뮬레이션학회논문지
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• 제19권3호
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• pp.109-117
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• 2010

본 연구에서는 3개의 단일서버 노드(기계 1, 기계 2, 조립기계)로 구성된 단순 조립형 대기행렬 망의 안정대기시간에 대해 분석한다. 하나의 재생도착과정을 가정하며, 각 기계의 서비스시간은 서로 독립이며 상수 또는 겹침이 없는 시간으로 가정한다. 기계 1과 기계 2는 무한크기의 버퍼를 가지며, 조립기계는 각 기계로부터의 이송되는 부품을 위해 2개의 유한버퍼를 가진다. 각 기계는 FIFO 규칙과 통신차단규칙에 따라 서비스를 제공한다. 단순 조립형 대기행렬 망의 안정대기시간에 대한 간결한 표현식을 (max,+)-대수를 활용하여 유한버퍼의 크기에 대한 함수의 형태로 도출하였다. 이러한 표현식으로부터 평균, 고차평균, 꼬리확률과 같은 다양한 성능 특성치들의 값을 구할 수 있다.

• Journal of the Korean Statistical Society
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• 제30권3호
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• pp.407-418
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• 2001

Buhlmann(1944) established the validity of the block bootstrap proposed by Kunsch when it is applied to p-dimensional $\alpha$-mixing dependent sequence. But his result requires a rather restrictive condition on p in the sense that p is entangled with dependence structure. We address that such restriction on p(or complication of dependence structure with p) could be removed completely when the underlying dependence structure is replace by more weakly dependent structure such as ø-mixing.

• 한국품질경영학회:학술대회논문집
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• 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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• pp.174-179
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• 1998

This research explores the application of the bootstrap methods to the construction of control limits for the x charts and the EWMA charts based on single observations with stationary autoregressive processes. The subsample means-based control chars in the presence autocorrelation are also considered. We use a technique for inferring confidence intervals using bootstrap, the percentile method. Simulation studies are conducted to compare the performance of the bootstrap method and that of standard method for constructing control charts under several conditions.

• 호남수학학술지
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• 제32권1호
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• pp.91-99
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• 2010

In this paper we introduce the concept of asymptotically almost negatively associated random variables in a Hilbert space and obtain the strong law of large numbers for a strictly stationary asymptotically almost negatively associated sequence of H-valued random variables with zero means and finite second moments. As an application we prove a strong law of large numbers for a linear process generated by asymptotically almost negatively random variables in a Hilbert space with this result.

• 대한수학회지
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• 제32권4호
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• pp.725-737
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• 1995

Let $X_t = (X_t^(1), X_t^(2))', t \geqslant 0$, be a real stationary 2-dimensional Gaussian process with $EX_t^(1) = EX_t^(2) = 0$ and $$ EX_0 X'_t = (_{\rho(t) r(t)}^{r(t) \rho(t)}), $$ where $r(t) \sim $\mid$t$\mid$^-\alpha, 0 < \alpha < 1/2, \rho(t) = o(r(t)) as t \to \infty, r(0) = 1, and \rho(0) = \rho (0 \leqslant \rho < 1)$. For $t > 0, u > 0, and \upsilon > 0, let L_t (u, \upsilon)$ be the time spent by $X_s, 0 \leqslant s \leqslant t$, above the level $(u, \upsilon)$.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.417-427
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• 1997

In this paper the parameter change problem in the stationary time series is considered. We propose a cumulative sum (CUSUM) of squares-type test statistic for detection of parameter changes in the AR(1) process. The proposed test statistic is based on the CUSIM of the squared observations and is shown to converge to a standard Brownian bridge. Simulations are performed to evaluate the performance of the proposed statistic and a real example is provided to illustrate the procedure.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.281-286
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• 2003

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive process to determine whether or not a time series is stationary. The tests have an exact binomial null distribution and are robust to the outliers and the heteroscedastic errors. Monte-Carlo simulation shows that the sign test is locally more powerful than the OLSE-based tests for heavy-tailed and/or heteroscedastic error distributions.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.191-197
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• 2003

This paper considers the independence test for two stationary infinite order autoregressive processes. For a test, we follow the empirical process method devised by Hoeffding (1948) and Blum, Kiefer and Rosenblatt (1961), and construct the Cram${\acute{e}}$r-von Mises type test statistics based on the least squares residuals. It is shown that the proposed test statistics behave asymptotically the same as those based on true errors.

• Journal of applied mathematics & informatics
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• 제29권3_4호
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• pp.803-811
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• 2011

We present an algorithmic solution for the stationary distribution of the M/M/c retrial queue in which the retrial times of each customer in orbit are of phase type distribution of order 2. The system is modeled by the level dependent quasi-birth-and-death (LDQBD) process.