• Journal of the Korean Mathematical Society
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• v.53 no.1
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• pp.57-72
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• 2016

We establish maximal moment inequalities of partial sums under ${\psi}$-weak dependence, which has been proposed by Doukhan and Louhichi [P. Doukhan and S. Louhichi, A new weak dependence condition and application to moment inequality, Stochastic Process. Appl. 84 (1999), 313-342], to unify weak dependence such as mixing, association, Gaussian sequences and Bernoulli shifts. As an application of maximal moment inequalities, a functional central limit theorem is developed for linear processes with ${\psi}$-weakly dependent innovations.

• Management Science and Financial Engineering
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• v.19 no.1
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• pp.37-41
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• 2013

This study presents an application of stochastic model for limit order book (LOB) dynamics to Korean Stock Index Futures (KOSPI 200 Futures). Since KOSPI 200 futures market is widely known as one of the most liquid markets in the world, direct application of an existing model is hardly possible. Therefore, we modified an existing model to successfully model and predict the dynamics of extremely liquid KOSPI 200 futures market.

• Journal of Korean Society for Quality Management
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• v.49 no.4
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• pp.467-482
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• 2021

Purpose: The main theme of this study is to determine the optimal control limit of conditional variance investigation by mathematical approach. According to the determination approach of control limit presented in this study, it is possible with only one parameter to calculate the control limit necessary for budgeting control system or standard costing system, in which the limit could not be set in advance, that's why it has the advantage of high practical application. Methods: This study followed the analytical methodology in terms of the decision model of information economics, Bayesian probability theory and Taguchi's quality loss function concept. Results: The function suggested by this study is as follows; ${\delta}{\leq}\frac{3}{2}(k+1)+\frac{2}{\frac{3}{2}(k+1)+\sqrt{\{\frac{3}{2}(k+1)\}^2}+4$ Conclusion: The results of this study will be able to contribute not only in practice of variance investigation requiring in the standard costing and budgeting system, but also in all fields dealing with variance investigation differences, for example, intangible services quality control that are difficult to specify tolerances (control limit) unlike tangible product, and internal information system audits where materiality standards cannot be specified unlike external accounting audits.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.43 no.6
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• pp.927-935
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• 1994

Detailed analysis of the commutation circuit of the proposed wide-frequency current source inverter is given. In this inverter a spike-limit circuit and a precommutation circuit are used. The spike-limit circuit is intended to limit spike voltage which is arising during commutation time in a current source inverter, and the precommutation circuit to reuse the energy which flows from main inverter to spike-limit circuit during commutation time to aid commutation. Thus voltage stress of main thyristor is minimized. Since this inverter can be made up of thyristors for phase control, it has some advantage in high voltage and high power application.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.31 no.8
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• pp.833-838
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• 2007

In tube hydroforming process, several defective products could be obtained such as bursting, wrinkling, folding, buckling. Because, especially, bursting is most frequently occurred failure among the well known failures, it is mostly important to predict the onset of bursting failure on tube hydroforming process. For most sheet metal forming processes, strain based forming limit diagram(FLD) is used often as a criteria to estimate the possibility of onset of the failures proposed above. However, FLD has a shortcoming that it is dependent on strain path while stress based diagram is independent on strain history. Generally, tube hydroforming consists of three main processes such as pre-bending, pre-forming, and hydroforming and it means that the strain histories of final products are nonlinear. Therefore, forming limit stress diagram(FLSD) is more suitable to predict forming limit for hydroforming parts. In this study, FLSD is applied to estimate bursting failure for an engine cradle of an automobile part. Consequently, it is proved that application of FLSD to predict forming limit is available for tube hydroforming parts.

• Structural Engineering and Mechanics
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• v.33 no.2
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• pp.159-177
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• 2009

The aim of this paper is to give a rigorous framework for the interpretation of limit analysis results including large displacements. The presentation is oriented towards unidimensional media (beams) but two-dimensional (plates) or three-dimensional media are also concerned. A single-degree-of-freedom system is first considered: it shows the basic phenomena of large displacement limit analysis or second-order limit analysis. The results are compared to those of a continuous system and the differences between both systems are discussed. Theoretical results are obtained using the kinematical approach of limit analysis. An admissible load-displacement plane is then defined, according to the yield design theory. The methodology used is applied to frame structures. The presented results are nevertheless different from those already published in the literature, as the virtual displacement field can be distinguished from the displacement field at collapse. The simplicity of large displacement limit analysis makes it attractive for practical engineering applications. The load-displacement upper bound can be used for instance in the optimal design of steel frames in seismic areas.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.23 no.10
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• pp.788-792
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• 2010

The yttrium-barium-copper-oxide (YBCO) coated conductor, which supplement the fault of the existing superconducting current-limit materials YBCO thin film, bismuth-strontium-calcium-copper-oxide(BSCCO) wire and bulk, has been improved its mechanical weakness and has high index; hence, after quench YBCO coated conductor could limit the fault current effectively because of fast resistance occurrence speed. Furthermore, it has wide applicable area as an current limit material because it shows different resistance occurrence tendency by the thickness and kind of stabilization material sputtered on the superconducting layer. Therefore, many researchers are carrying out the study of application of YBCO coated conductor to superconducting fault current limiter (SFCL) for making high quality current limit element, based on resistance type. On the other hand, the study for other type except resistance type has been rarely conducted for the application of YBCO coated conductor to SFCL as an current limit element. Consequently, in this study, YBCO coated conductor with different stabilization layer Cu and Stainless steel, is applied to SFCL using iron core and coil, and examine the many index points as an current limit element, such as current limit characteristic, the tendency of resistance occurrence, response time, the temperature trend for stability.

• Bulletin of the Korean Mathematical Society
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• v.52 no.3
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• pp.789-807
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• 2015

We propose coincidence and common fixed point results for a quadruple of self mappings satisfying common limit range property and weakly compatibility under generalized ${\Phi}$-contractive conditions i Non-Archimedean Menger PM-spaces. As examples we exhibit different types of situations where these conditions can be used. A common fixed point theorem for four finite families of self mappings is presented as an application of the proposed results. The existence and uniqueness of solutions for certain system of functional equations arising in dynamic programming are also presented as another application.

• Journal of the Korean Society of Marine Environment & Safety
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• v.21 no.3
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• pp.274-282
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• 2015

This research is the result on calculating the logical speed limit through certain process which some elements must be considered on selecting the speed limit of harbour and waterway. The suggested speed limit select model on this research is processed from 1~6 steps by forming a professional group of experts. Each step has its information which 1st step(water division), 2nd step(selecting the model vessel and vessel applied with speed limit.), 3rd step(selecting the maximum and minimum speed range on each section), 4th step(evaluation on the safeness of traffic), 5th step(suggesting the appropriate speed limit), 6th step(execution and evaluation.). The appropriate speed limit was decided on consideration of the safety of maritime traffic on the range of the maximum speed and the minimum speed. This model was used to derive the appropriate speed limit on the harbour water and Busan harbour entrance waterway. As the result, the harbour water was calculated to be 6.9 knots, the appropriate speed limit of Busan entrance harbour was 9.3 knots. The present calculation of the speed limit on the approaching channel area is 10 knots, inner harbour area is 7 knots, which are similar to the result of the speed limit. This research is the first research on selecting the speed limit model and has its limits on finding the perfect speed limit result. More detailed standards on the safeness of traffic evaluation must be found and additional study is necessary on discriminating consideration of the elements. This research has its value which it provides instances of aboard cases on guidelines of selecting the speed limit.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.353-359
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• 1993

In this note we consider other type of tightness than that of Birkel (1988) and prove an invariance principle for nonstationary associated processes by an application of the central limit theorem of Cox and Grimmett (1984), thus avoiding the argument of uniform integrability. This result is an extension to the nonstationary case of an invariance priciple of Newman and Wright (1981) as well as an improvement of the central limit theorem of Cox and Grimmett (1984).