• Journal of the Korean Mathematical Society
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• v.36 no.5
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• pp.923-943
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• 1999

In this paper we consider functionals of the empirical age distribution of supercritical Bellman-Harris processes. Let f : R+ longrightarrow R be a measurable function that integrates to zero with respect to the stable age distribution in a supercritical Bellman-Harris process with no extinction. We present sufficient conditions for the asymptotic normality of the mean of f with respect to the empirical age distribution at time t.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.47-56
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• 1999

In this paper, for whole line ($0,\;{\infty}$), the estimation procedure of mean residual life function using product-limit estimator is studied with asymptotic properties. And also, the small sample properties of proposed estimator of MRLF are investigated through Monte Carlo study and compared with Kaplan-Meier type estimator.

• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.197-203
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• 1998

To test the hypothesis of complete or total independence for a multi-way contingency table, the Pearson chi-squared test statistic is usually employed under Poisson or multinomial models. It is well known that, under the hypothesis, this statistic follows an asymptotic chi-squared distribution. We consider the case where all marginal sums of the contingency table are fixed. Using conditional limit theorems, we show that the chi-squared test statistic has the same limiting distribution for this case.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.27 no.10
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• pp.1393-1400
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• 2003

Ignition of hydrogen and oxygen in the "third limit" is theoretically investigated in the stagnation point flow with activation energy asymptotics. With the steady-state approximations of H, OH, O and HO$_2$, a two-step reduced kinetic mechanism is derived for the regime lower than the crossover temperature T$_{c}$ at which the rates of production and consumption of all radicals are equal. Appropriate scaling of Damkohler number successfully provides the explicit relationship between pressure, temperature and strain rate at ignition. It is shown that, compared with those for the counterflow, ignition temperatures for the stagnation point flow are considerably increased with increasing the system pressure. This is because ignition in the "third limit" is characterized by the production of reduction of $H_2O$$_2$, which is reduced by wall effect. Strain rate substantially affects ignition temperature because key reaction rates of $H_2O$$_2$ are comparably with its transport rate, while the mixture temperature and the hydrogen composition do not significantly affect ignition temperature.e.

• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.295-304
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• 2015

This paper considers the problem of estimation of the Hurst parameter H ${\in}$ (1/2, 1) from longitudinal data with the error term of a fractional Brownian motion with Hurst parameter H that gives the amount of the long memory of its increment. We provide a new estimator of Hurst parameter H using a two scale sampling method based on $A{\ddot{i}}t$-Sahalia and Jacod (2009). Asymptotic behaviors (consistent and central limit theorem) of the proposed estimator will be investigated. For the proof of a central limit theorem, we use recent results on necessary and sufficient conditions for multi-dimensional vectors of multiple stochastic integrals to converges in distribution to multivariate normal distribution studied by Nourdin et al. (2010), Nualart and Ortiz-Latorre (2008), and Peccati and Tudor (2005).

• Communications of the Korean Mathematical Society
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• v.33 no.2
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• pp.605-618
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• 2018

The main goal of this paper is to study an extension of random summations of independent and identically distributed random variables when the number of summands in random summation is a partial sum of n independent, identically distributed, non-negative integer-valued random variables. Some characterizations of random summations are considered. The central limit theorems and weak law of large numbers for extended random summations are established. Some weak limit theorems related to geometric random sums, binomial random sums and negative-binomial random sums are also investigated as asymptotic behaviors of extended random summations.

• Journal of the Korean Mathematical Society
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• v.58 no.4
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• pp.819-833
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• 2021

Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history and has been widely applied in insurance, finance, queueing theory, statistics, and many other fields. Seol [27] proposed the inverse Markovian Hawkes processes and studied some asymptotic behaviors. In this paper, we consider an extended inverse Markovian Hawkes process which combines a Markovian Hawkes process and inverse Markovian Hawkes process with features of several existing models of self-exciting processes. We study the limit theorems for an extended inverse Markovian Hawkes process. In particular, we obtain a law of large number and central limit theorems.

• Proceedings of the KSME Conference
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• 2004.11a
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• pp.1247-1252
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• 2004

The present paper is devoted to the modeling method based on an averaging approach for thermal analysis of microchannel heat sinks subjected to the uniform wall temperature condition. Solutions for velocity and temperature distributions are presented using the averaging approach. When the aspect ratio of the microchannel is higher than 1, these solutions accurately evaluate thermal resistances of heat sinks. Asymptotic solutions for velocity and temperature distributions at the high-aspect-ratio limit are alsopresented by using the scale analysis. Asymptotic solutions are simple, but shown to predict thermal resistances accurately when the aspect ratio is higher than 10. The effects of the aspect ratio and the porosity on the friction factor and the Nusselt number are presented. Characteristics of the thermal resistance of microchannel heat sinks are also discussed.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.167-178
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• 1994

To estimate coefficient matrix in autoregressive model, usually ordinary least squares estimator or unconditional maximum likelihood estimator is used. It is unknown that for univariate AR(p) model, unconditional maximum likelihood estimator gives better power property that ordinary least squares estimator in testing for unit root with mean estimated. When autoregressive model contains multiple unit roots and unconditional likelihood function is used to estimate coefficient matrix, the seperation of nonstationary part and stationary part of the eigen-values in the estimated coefficient matrix in the limit is developed. This asymptotic property may give an idea to test for multiple unit roots.

• Korean Journal of Mathematics
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• v.8 no.2
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• pp.121-126
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• 2000

B.Djafari Rouhani and W.A.Kirk [3] proved the following theorem: Let Xbe a reflexive Banach space and $(x_n)_{n{\geq}0}$ be a nonexpansive (resp., firmly nonexpansive )sequence in X. Then the set of weak ${\omega}$-limit points of the sequence $(\frac{x_n}{n})_{n{\geq}1}$(resp., $(x_{n+1}-x_n)_{n{\geq}0$) always lies on a convex subset of a sphere centered at the origin of radius $d={\lim}_{n{\rightarrow}{\infty}}\frac{{\parallel}x_n{\parallel}}{n}$. In this paper we show that the above theorem for nonexpansive(resp., firmly nonexpansive) sequences holds in a general Banach space(resp., a strictly convex dual $X^*$).