• 대한수학회보
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• 제38권4호
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• pp.763-772
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• 2001

The rate of convergence for an almost surely convergent series $S_n={\Sigma^n}_{i-1}X_i$ of independent random variables is studied in this paper. More specifically, when S$_{n}$ converges almost surely to a random variable S, the tail series $T_n{\equiv}$ S - S_{n-1} = {\Sigma^\infty}_{i-n} X_i$ is a well-defined sequence of random variables with T$_{n}$ $\rightarrow$ 0 almost surely. Conditions are provided so that for a given positive sequence {$b_n, n {\geq$ 1}, the limit law sup$_{\kappa}\geqn | T_{\kappa}|/b_n \rightarrow$ 0 holds. This result generalizes a result of Nam and Rosalsky [4].

• KSBB Journal
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• 제26권4호
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• pp.305-310
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• 2011

This study was carried out to establish the optimum condition of cell disruption with a sonicator for the detection of the spore, Bacillus anthracis ${\Delta}$-sterne for the purpose of developing automatic fluorometer. The efficiency of sonication on the ${\Delta}$-sterne spore disruption was very weak. The ${\Delta}$-sterne spore with zirconia bead showed greater disruption than the ${\Delta}$-sterne spore alone when sonificated. The volumn of the zirconia bead added in the spore solution has little effect on the disruption efficiency. The detection limit of the ${\Delta}$-sterne spore with zirconia bead and the ${\Delta}$-sterne spore alone was $10^6$ CFU/mL and $5{\times}10^7$ CFU/mL respectively, when sample was sonicated for 20 seconds with a sonicator probe of 13 mm diameter.

• Bulletin of the Korean Chemical Society
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• 제33권3호
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• pp.1015-1019
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• 2012

The direct calculation method is generalized to the excited-state diffusion-influenced reversible reaction of a neutral and a charged particle under an external field with two different lifetimes and quenching in three dimensions. The present method provides an alternative way to calculate the binding probability density functions and the survival probabilities from the corresponding irreversible results. The solutions are obtained as the series solutions by the diagonal approximation due to the anisotropy of the unidirectional external field. The numerical results are found to be in good agreement with those of the previous study [S. Y. Reigh et al. J. Chem. Phys. 132, 164112 (2010)] within a weak field limit. The solutions of two approaches show qualitatively the same overall behavior including the power laws at long times.

• 한국전자거래학회지
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• 제6권1호
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• pp.17-33
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• 2001

EC(Electronic Commerce) which is done on the virtual space through Internet has strong point like independence from time and space. On the contrary, it also has weak point like security problem because anybody can access easily to the system due to open network attribute of Internet, Therefore, we need the solutions that protect the EC security problem for safe and useful EC activity. One of these solutions is the implementation of strong cipher system. YK2(Young Ku King) cipher system proposed in this paper is good solution for the EC security and it overcome the limit of current block cipher system using 128 bits key length for input, output, encryption key and 32 rounds. Moreover, it is designed for the increase of time complexity by adapting more complex design for key scheduling algorithm regarded as one of important element effected to encryption.

• Bulletin of the Korean Chemical Society
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• 제28권10호
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• pp.1720-1724
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• 2007

Electrochemical behaviors of bovine hemoglobin (Hb) at an acetylene black paste electrode based on the enhancement effect of sodium dodecyl sulfate (SDS) were investigated. In the optimal conditions, a very weak reduction peak was observed at an acetylene black paste electrode for hemoglobin in the absence of SDS. However, the reduction peak current increased remarkably after the addition of 4.0 × 10?4 mol L?1 SDS, suggesting that SDS exhibits obvious enhancement effect to the determination of hemoglobin. All the experimental parameters, such as pH value, concentration of SDS, accumulation time and accumulation potential were optimized for hemoglobin analysis. The proposed method possesses high sensitivity (detection limit is 3.0 × 10?9 mol L?1), wide linearity (6.0 × 10?9 to 6.0 × 10?7 mol L?1), rapid response and low cost. Finally, the method was successfully employed to determine hemoglobin in a spiked sample.

• Journal of the Korean Statistical Society
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• 제35권4호
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• pp.397-407
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• 2006

A new stochastic process is introduced for describing a mechanism of viruses. The process generalizes the $Bartoszy\'{n}ski's$ process ($Bartoszy\'{n}ski$, 1975a, 1975b, 1976) by allowing the stochastic perturbation between consecutive jumps to take into account the persistent infection (the infection without breaking infected cells). It is shown that the new process can be obtained by a weak limit of a sequence of Markov branching processes. Along with the construction of the new process, we study how the stochastic perturbation influences the risk of a symptom in an infected host. For this purpose, the quantal response model and the threshold model are investigated and compared through their induced survival functions.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.237-256
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• 2007

This paper studies the problem of option pricing in an incomplete market. The market incompleteness comes from the discontinuity of the underlying asset price process which is, in particular, assumed to be a compound Poisson process. To find a reasonable price for a European contingent claim, we first find the unique minimal martingale measure and get a price by taking an expectation of the payoff under this measure. To get a closed-form price, we use an asymptotic expansion. In case where the minimal martingale measure is a signed measure, we use a sequence of martingale measures (probability measures) that converges to the equivalent martingale measure in the limit to compute the price. Again, we get a closed form of asymptotic option price. It is the Black-Scholes price and a correction term, when the distribution of the return process has nonzero skewness up to the first order.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.483-498
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• 1994

Suppose that a stationary process ${X_t}$ has a marginal distribution whose support consists of sufficiently large integers. We are concerned with some analogous law of large numbers for such distribution function F. In particular, we determine a weak law of large numbers for maximum queueing length in $M/M\infty$ system. We also present a limiting behavior for the maxima based on AR(1) process with binomial thining and poisson marginals (INAR(1)) introduced by E. Mckenzie. It turns out that the result of AR(1) process is the same as that of $M/M/\infty$ queueing process in limit when we observe the queues at regularly spaced intervals of time.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.575-589
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• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• Structural Engineering and Mechanics
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• 제44권2호
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• pp.127-138
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• 2012

The composite materials may be exposed to environmental (thermal or hygral or both) condition during their service life. The effect of environmental condition is usually adverse from the point of view of design of composite structures. In the present research study the effect of hygrothermal condition on the design of laminated composite structures is investigated. The active fiber composite (AFC) which may be utilized as actuator or sensor is considered in the present analysis. The sensor layer is used to sense the level of response of the composite structures. The sensed voltage is fed back to the actuator through the controller. In this study both displacement and velocity feedback controllers are employed to reduce the response of the composite laminate within acceptable limit. The Newmark direct time integration scheme is employed along with modal superposition method to improve the computational efficiency. It is observed from the numerical study that the laminated composite structures become weak in the presence of hygrothermal load. The response of the structure can be brought to the acceptable level once the AFC layer is activated through the feedback loop.