• Title/Summary/Keyword: Asymptotic

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THE ULTIMATE RUIN PROBABILITY OF A DEPENDENT DELAYED-CLAIM RISK MODEL PERTURBED BY DIFFUSION WITH CONSTANT FORCE OF INTEREST

  • Gao, Qingwu;Zhang, Erli;Jin, Na
    • Bulletin of the Korean Mathematical Society
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    • v.52 no.3
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    • pp.895-906
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    • 2015
  • Recently, Li [12] gave an asymptotic formula for the ultimate ruin probability in a delayed-claim risk model with constant force of interest and pairwise quasi-asymptotically independent and extended-regularly-varying-tailed claims. This paper extends Li's result to the case in which the risk model is perturbed by diffusion, the claims are consistently-varying-tailed and the main-claim interarrival times are widely lower orthant dependent.

ASYMPTOTIC BEHAVIORS OF FUNDAMENTAL SOLUTION AND ITS DERIVATIVES TO FRACTIONAL DIFFUSION-WAVE EQUATIONS

  • Kim, Kyeong-Hun;Lim, Sungbin
    • Journal of the Korean Mathematical Society
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    • v.53 no.4
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    • pp.929-967
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    • 2016
  • Let p(t, x) be the fundamental solution to the problem $${\partial}^{\alpha}_tu=-(-{\Delta})^{\beta}u,\;{\alpha}{\in}(0,2),\;{\beta}{\in}(0,{\infty})$$. If ${\alpha},{\beta}{\in}(0,1)$, then the kernel p(t, x) becomes the transition density of a Levy process delayed by an inverse subordinator. In this paper we provide the asymptotic behaviors and sharp upper bounds of p(t, x) and its space and time fractional derivatives $$D^n_x(-{\Delta}_x)^{\gamma}D^{\sigma}_tI^{\delta}_tp(t,x),\;{\forall}n{\in}{\mathbb{Z}}_+,\;{\gamma}{\in}[0,{\beta}],\;{\sigma},{\delta}{\in}[0,{\infty})$$, where $D^n_x$ x is a partial derivative of order n with respect to x, $(-{\Delta}_x)^{\gamma}$ is a fractional Laplace operator and $D^{\sigma}_t$ and $I^{\delta}_t$ are Riemann-Liouville fractional derivative and integral respectively.

ASYMPTOTIC BEHAVIOR OF POSITIVE SOLUTIONS TO SEMILINEAR ELLIPTIC EQUATIONS IN ℝn

  • Lai, Baishun;Luo, Qing;Zhou, Shuqing
    • Journal of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.431-447
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    • 2011
  • We investigate the asymptotic behavior of positive solutions to the elliptic equation (0.1) ${\Delta}u+|x|^{l_1}u^p+|x|^{l_2}u^q=0$ in $\mathbb{R}^n$. We obtain a conclusion that, for n $\geq$ 3, -2 < $l_2$ < $l_1$ $\leq$ 0 and q > p > 1, any positive radial solution to (0.1) has the following properties: $lim_{r{\rightarrow}{\infty}}r^{\frac{2+l_1}{p-1}}\;u$ and $lim_{r{\rightarrow}0}r^{\frac{2+l_2}{q-1}}\;u$ always exist if $\frac{n+1_1}{n-2}$ < p < q, $p\;{\neq}\;\frac{n+2+2l_1}{n-2}$, $q\;{\neq}\;\frac{n+2+2l_2}{n-2}$. In addition, we prove that the singular positive solution of (0.1) is unique under some conditions.

Properties of the Variation of the Infrared Emission of OH/IR Stars III. The M Band Light Curves

  • Kwon, Young-Joo;Suh, Kyung-Won
    • Journal of Astronomy and Space Sciences
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    • v.27 no.4
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    • pp.279-288
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    • 2010
  • To study properties of the pulsation in the infrared emission for long period variables, we have collected and analyzed the infrared observational data at M band for 12 OH/IR stars. We present the light curves using the data that cover about 30 years including recent observations of ISO and Spitzer. We use Marquardt-Levenberg algorithm to determine the pulsation periods and amplitudes and compare them with previous results of infrared and radio investigations. Generally, the newly determined pulsation parameters show much less errors because of the larger database. We find that the relationship between the pulsation period and amplitudes at M band is fairly well fitted with a simple linear equation in a wide period range. For OH 42.3-0.1, we find some evidences that the object could be a post-asymptotic giant branch star.

ALMOST PERIODIC SOLUTIONS OF PERIODIC SECOND ORDER LINEAR EVOLUTION EQUATIONS

  • Nguyen, Huu Tri;Bui, Xuan Dieu;Vu, Trong Luong;Nguyen, Van Minh
    • Korean Journal of Mathematics
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    • v.28 no.2
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    • pp.223-240
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    • 2020
  • The paper is concerned with periodic linear evolution equations of the form x"(t) = A(t)x(t)+f(t), where A(t) is a family of (unbounded) linear operators in a Banach space X, strongly and periodically depending on t, f is an almost (or asymptotic) almost periodic function. We study conditions for this equation to have almost periodic solutions on ℝ as well as to have asymptotic almost periodic solutions on ℝ+. We convert the second order equation under consideration into a first order equation to use the spectral theory of functions as well as recent methods of study. We obtain new conditions that are stated in terms of the spectrum of the monodromy operator associated with the first order equation and the frequencies of the forcing term f.

THE OSEEN-TYPE EXPANSION OF NAVIER-STOKER FLOWS WITH AN APPLICATION TO SWIMMING VELOCITY

  • Kim, Sun-Chul
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.2
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    • pp.337-346
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    • 2001
  • A linearization owing to Oseen originally is performed to study the recirculating Navier-Stokes flows at high Reynolds numbers. The procedure is generalized to produce higher order asymptotic expansion for the flow velocity. We call this the Oseen-type expansion of the given flow. As a concrete example, the velocity of a steady Navier-Stockes flow due to a swimming flexible sheet in two-dimensional infinite strip domain is calculated by an asymptotic expansion technic with two-parameters, the Reynolds number R and the perturbation parameter $\varepsilon$ first and then R secondly. The asymptotic result is up to second order in $\varepsilon$.

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Testing for Exponentiality Against Harmonic New Better than Used in Expectation Property of Life Distributions Using Kernel Method

  • Al-Ruzaiza A. S.;Abu-Youssef S. E.
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.1-12
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    • 2005
  • A new test for testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential is presented based on the highly popular 'Kernel methods' of curve fitting. This new procedure is competitive with old one in the sense of Pitman's asymptotic relative efficiency, easy to compute and does not depend on the choice of either the band width or kernel. It also enjoys good power.

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Derivation of an Asymptotic solution for a Perfect Conducting Wedge by Using the Dual Integral Equation, Part II : H-Polarized Plane Wave Incidence (쌍적분 방정식을 이용한 완전도체쐐기의 점근해 유도, II : H-분극된 평면파 입사시)

  • Ha, Huen-Tae;Ra, Jung-Woong
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.36D no.1
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    • pp.22-28
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    • 1999
  • An exact asymptotic solution for a perfect conducting wedge with H-polarized plane wave incidence is analytically derived by substituting the exact boundary fields of the perfeet conducting wedge, the well known series solution, into the dual integral exquation in the spectral domain. The validity of the derivation is assured by showing that the analytic integration gives the null fields in the complementary region. The merits taking the dual integral equation for derivation of an asymptotic solution for a perfect conduction wedge is discussed.

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A Study on Kernel Type Discontinuity Point Estimations

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.929-937
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    • 2003
  • Kernel type estimations of discontinuity point at an unknown location in regression function or its derivatives have been developed. It is known that the discontinuity point estimator based on $Gasser-M\ddot{u}ller$ regression estimator with a one-sided kernel function which has a zero value at the point 0 makes a poor asymptotic behavior. Further, the asymptotic variance of $Gasser-M\ddot{u}ller$ regression estimator in the random design case is 1.5 times larger that the one in the corresponding fixed design case, while those two are identical for the local polynomial regression estimator. Although $Gasser-M\ddot{u}ller$ regression estimator with a one-sided kernel function which has a non-zero value at the point 0 for the modification is used, computer simulation show that this phenomenon is also appeared in the discontinuity point estimation.

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EFFECT OF TIME DELAY IN AN AUTOTROPH-HERBIVORE SYSTEM WITH NUTRIENT CYCLING

  • Das, Kalyan;Sarkar, A.K.
    • Journal of applied mathematics & informatics
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    • v.5 no.3
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    • pp.597-606
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    • 1998
  • In the present study we consider a mathematical model of a non-interactive type autotroph-herbivore system in which the amount of autotroph biomass consumed by the herbivore is assumed to follow a Holling type II functional response. We have also incorpo-rated discrete time delays in the numerical response term to represent a delay due to gestation and in the recycling term which represent a delay due to gestation and in the recycling term which represents the time required for bacterial decomposition. We have derived con-dition for global asymptotic stability of the model in the absence of delays. Conditions for delay-induced asymptotic stability of the steady state are also derived. The length of the delay preserving stability has been estimated and interpreted ecologically.