• Title/Summary/Keyword: Archimedian

Search Result 5, Processing Time 0.024 seconds

ON A GENERALIZED DIFFERENCE SEQUENCE SPACES OVER NON-ARCHIMEDIAN FIELDS AND RELATED MATRIX TRANSFORMATIONS

  • BATAINEH AHMAD H. A.;AL-ZA'AREER HAMZA B.
    • Communications of the Korean Mathematical Society
    • /
    • v.20 no.4
    • /
    • pp.723-729
    • /
    • 2005
  • Let F be a non-trivial non-Archimedian field. The sequence spaces $\Gamma\;(F)\;and\;{\Gamma}^{\ast}(F)$ were defined and studied by Soma-sundaram[4], where these spaces denote the spaces of entire and analytic sequences defined over F, respectively. In 1997, these spaces were generalized by Mursaleen and Qamaruddin[1] by considering an arbitrary sequence $U\;=\;(U_k),\;U_k\;{\neq}\;0 \;(\;k\;=\;1,2,3,{\cdots})$. They characterized some classes of infinite matrices considering these new classes of sequences. In this paper, we further generalize the above mentioned spaces and define the spaces $\Gamma(u,\;F,\;{\Delta}),\;{\Gamma}^{\ast}(u,\;F,\;{\Delta}),\;l_p(u,\;F,\;{\Delta})$), and $b_v(u,\;F,\;{\Delta}$). We also study some matrix transformations on these new spaces.

On the historical investigation of p-adic invariant q-integral on $\mathbb{Z}_p$ (p-진 q-적분의 변천사에 대한 고찰)

  • Jang, Lee-Chae;Seo, Jong-Jin;Kim, Tae-Kyun
    • Journal for History of Mathematics
    • /
    • v.22 no.4
    • /
    • pp.145-160
    • /
    • 2009
  • In the end of 20th century, the concept of p-adic invariant q-integral was introduced by Taekyun Kim. The p-adic invariant q-integral is the extension of Jackson's q-integral on complex space. It is also considered as the answer of the question whether the ultra non-archimedian integral exists or not. In this paper, we investigate the background of historical mathematics for the p-adic invariant q-integral on $Z_p$ and the trend of the research in this field at present.

  • PDF

A study on implementation of beam forming system for LED communication using micro controller (마이크로 컨트롤러를 이용한 LED 통신의 선택적 빔 포밍 시스템 구현에 관한 연구)

  • Lee, JungHoon;Kim, Chan;Cha, Jaesang
    • Journal of Satellite, Information and Communications
    • /
    • v.7 no.2
    • /
    • pp.25-29
    • /
    • 2012
  • In this paper, we implemented LED beam forming communication system controlled by stepping motor. ATMega1284 was used as a MCU of main control board which has two main external IO, one is RS232 for connection with PC, the other is PORT for connection with motor driving board. Stepping motor rotated 360 degree when provided 160 clock and its rotation radius was increased by Archimedian Spiral. So LED can provide its light anywhere in the space and its beam forming was controlled by PC connected with RS232 of main control board. The action of beam forming was verified via actual HW/SW implementation.

On left, right weakly prime ideals on po-semigroups

  • Lee, Sang-Keun;Kwon, Young-In
    • Communications of the Korean Mathematical Society
    • /
    • v.11 no.2
    • /
    • pp.315-321
    • /
    • 1996
  • Recently, N. Kehayopulu [4] introduced the concepts of weakly prime ideals of ordered semigroups. In this paper, we define the concepts of left(right) weakly prime and left(right) semiregular. Also we investigate the properties of them.

  • PDF

VaR Estimation of Multivariate Distribution Using Copula Functions (Copula 함수를 이용한 이변량분포의 VaR 추정)

  • Hong, Chong-Sun;Lee, Jae-Hyung
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.3
    • /
    • pp.523-533
    • /
    • 2011
  • Most nancial preference methods for market risk management are to estimate VaR. In many real cases, it happens to obtain the VaRs of the univariate as well as multivariate distributions based on multivariate data. Copula functions are used to explore the dependence of non-normal random variables and generate the corresponding multivariate distribution functions in this work. We estimate Archimedian Copula functions including Clayton Copula, Gumbel Copula, Frank Copula that are tted to the multivariate earning rate distribution, and then obtain their VaRs. With these Copula functions, we estimate the VaRs of both a certain integrated industry and individual industries. The parameters of three kinds of Copula functions are estimated for an illustrated stock data of two Korean industries to obtain the VaR of the bivariate distribution and those of the corresponding univariate distributions. These VaRs are compared with those obtained from other methods to discuss the accuracy of the estimations.