• 대한수학회논문집
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• 제29권4호
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• pp.527-538
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• 2014

Let K be a compact Hausdorff space, $\mathfrak{A}$ a commutative complex Banach algebra with identity and $\mathfrak{C}(\mathfrak{A})$ the set of characters of $\mathfrak{A}$. In this note, we study the class of functions $f:K{\rightarrow}\mathfrak{A}$ such that ${\Omega}_{\mathfrak{A}}{\circ}f$ is continuous, where ${\Omega}_{\mathfrak{A}}$ denotes the Gelfand representation of $\mathfrak{A}$. The inclusion relations between this class, the class of continuous functions, the class of bounded functions and the class of weakly continuous functions relative to the weak topology ${\sigma}(\mathfrak{A},\mathfrak{C}(\mathfrak{A}))$, are discussed. We also provide some results on its completeness under the norm defined by ${\mid}{\parallel}f{\parallel}{\mid}={\parallel}{\Omega}_{\mathfrak{A}}{\circ}f{\parallel}_{\infty}$.

• Journal of applied mathematics & informatics
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• 제32권3_4호
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• pp.359-375
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• 2014

In this paper, a multiobjective nondifferentiable fractional programming problem (MFP) is considered where the objective function contains a term involving the support function of a compact convex set. A vector valued (generalized) ${\alpha}$-univex function is defined to extend the concept of a real valued (generalized) ${\alpha}$-univex function. Using these functions, sufficient optimality criteria are obtained for a feasible solution of (MFP) to be an efficient or weakly efficient solution of (MFP). Duality results are obtained for a Mond-Weir type dual under (generalized) ${\alpha}$-univexity assumptions.

• 대한수학회지
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• 제35권3호
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• pp.583-611
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• 1998

We consider a general class of real-valued Levy processes {X(t), $t\geq0$}, and obtain suitable large deviation results for the empiricals L(t, A) defined by $t^{-1}{\int^t}_01_A$(X(s)ds for t > 0 and a Borel subset A of R. These results are used to obtain the asymptotic behavior of P{Z(t) < a}, where Z(t) = $sup_{u\leqt}\midx(u)\mid$ as $t\longrightarrow\infty$, in terms of the rate function in the large deviation principle. A subclass of these processes is the Feller class: there exist nonrandom functions b(t) and a(t) > 0 such that {(X(t) - b(t))/a(t) : t > 0} is stochastically compact, i.e., each sequence has a weakly convergent subsequence with a nondegenerate limit. The stable processes are in this class, but it is much larger. We consider processes in this class for which b(t) may be taken to be zero. For any t > 0, we consider the renormalized process ${X(u\psi(t))/a(\psi(t)),u\geq0}$, where $\psi$(t) = $t(log log t)^{-1}$, and obtain large deviation probability estimates for $L_{t}(A)$ := $(log log t)^{-1}$${\int_{0}}^{loglogt}1_A$$(X(u\psi(t))/a(\psi(t)))dv$. It turns out that the upper and lower bounds are sharp and depend on the entire compact set of limit laws of {X(t)/a(t)}. The results extend to random walks in the Feller class as well. Earlier results of this nature were obtained by Donsker and Varadhan for symmetric stable processes and by Jain for random walks in the domain of attraction of a stable law.