• Communications for Statistical Applications and Methods
• /
• v.18 no.2
• /
• pp.229-236
• /
• 2011

A continuous time stochastic volatility model for financial assets suggested by Barndorff-Nielsen and Shephard (2001) is considered, where the volatility process is modelled as an Ornstein-Uhlenbeck type process driven by a general L$\'{e}$vy process and the price process is then obtained by using an independent Brownian motion as the driving noise. The uniform ergodicity of the volatility process and exponential ${\alpha}$-mixing properties of the log price processes of given continuous time stochastic volatility models are obtained.

• Journal of the Korea Organic Resources Recycling Association
• /
• v.3 no.2
• /
• pp.47-57
• /
• 1995

The purpose of this study was to investigate the effect of mechanical mixing intensity on composting. The major parameters investigated were the mixing intensity and initial moisture content. Laboratory scale composting reactors with mixing equipment were used in this study. Wastes used for the study were raw nightsoil sludge, nightsoil sludge after vacuum evaporation treatment and pig manure. When moisture contents were 60% and 63%, amount of organic material degraded in the continuous mixing reactors was higher than that in the intermittent mixing reactors. Compost produced from reactors with continuous mixing had better texture than that obtained from reactors with intermittent mixing. When moisture content was 68%, organic waste was kneaded rather than mixed in the continuous mixing reactors. Amount of organic material degraded in the continuous mixing reactors also was lower than that in the intermittent mixing reactors.

• Communications for Statistical Applications and Methods
• /
• v.19 no.5
• /
• pp.639-646
• /
• 2012

The exponential continuous time GARCH(p,q) model for financial assets suggested by Haug and Czado (2007) is considered, where the log volatility process is driven by a general L$\acute{e}$vy process and the price process is then obtained by using the same L$\acute{e}$vy process as driving noise. Uniform ergodicity and ${\beta}$-mixing property of the log volatility process is obtained by adopting an extended generator and drift condition.

• Proceedings of the KSME Conference
• /
• 2001.06e
• /
• pp.436-443
• /
• 2001

In order to investigate the mixing of dissimilar grades during the arbitrary grade transition in bloom caster, a computational model has been developed. The model is fully transient and consists of two sub models, which account for mixing in the bloom tundish, mixing in the strand. The developed model was verified using concentration histories measured on 1 : 1 scale bloom tundish water model. The result of numerical model showed good agreement with the experimental results of water model. By using this numerical model, the mixing of dissimilar grades in bloom caster has been simulated. As that result, the characteristics of the steel mixing in the bloom tundish and strand was showed and the amount of the intermixed grade bloom was predicted.

• Journal of the Korean Chemical Society
• /
• v.6 no.2
• /
• pp.130-132
• /
• 1962

A new method of evaluating the mixing time in the continuous flow stirred tank is herein proposed. Experimental results to test the concept are also presented.The mixing time is defined as the time interval between the injection of a slug of an electrolyte solution into the tank and the moment at which an essentially straight line begins on a plot of the conductivity of effluent versus time.The proposed method of measuring the mixing time is valid even for the low mixing time (5 seconds) and the results obtained agree well with previous work, where the mixing time measurements were carried out by the injection of a dye into the feed stream.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.15 no.1
• /
• pp.585-592
• /
• 2014

Mixing effect on anaerobic digestion of livestock wastewater was different results depending on the researchers have been reported. The purpose of this study was to understand application of Korea livestock waste it was necessary to determine the effect of mixing. 4 anaerobic reactors were operated mesophilic and thermophilic temperature with continuous mixing or non mixing condition, respectively. Experimental result showed If temperature was same, TCOD removal efficiency of continuous mixing reactor was 0.11-0.58% higher than non mixing reactor. Different mesophilic and thermophilic temperature, there was no significant difference of TCOD removal efficiency. Continuously mixed digester gas production was 1.7-4.6% higher than non mixed digester. In addition, mesophilic digester gas production was 29.1-32.1% higher than the thermophilic digester. It was due to the thermophilic digester believe the inhibition of ammonia. This study suggest that the optimized operation condition of anaerobic digestion for livestock wastewater treatment was mesophilic continuous mixing state.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.28 no.4
• /
• pp.145-153
• /
• 2003

In this Paper, we examine the limiting distributional behaviour of extreme values of mixed Erlang random variables. We show that, in the finite mixture of Erlang distributions, the component distribution with an asymptotically dominant tail has a critical effect on the asymptotic extreme behavior of the mixture distribution and it converges to the Gumbel extreme-value distribution. Normalizing constants are also established. We apply this result to characterize the asymptotic distribution of maxima of sojourn times in M/M/s queuing system. We also show that Erlang mixtures with continuous mixing may converge to the Gumbel or Type II extreme-value distribution depending on their mixing distributions, considering two special cases of uniform mixing and exponential mixing.

• Journal of Environmental Science International
• /
• v.20 no.5
• /
• pp.639-645
• /
• 2011

This study found that flotation efficiencies for removing algae and micro particles in raw water were optimized on mixing intensity and time of the mixing and flocculation conditions with a continuous DAF system. It is more efficient for mixing intensity at 23.1 $s^{-1}$ and time at 660 s(Gt value : 15246) to float flocculated floc with the raw water in M water treatment plant. Flotation efficiency was more than about 0.9 when operated pressure and A/S ratio were sustained at 5 $kg_f{\cdot}cm^{-2}$ and up to 0.056 $mL{\cdot}mg^{-1}$. The continuous DAF system made by the study could be continuously operated for 20 days and sustained not exceeding 4 NTU with raw water with low turbidity(13.4~9.8 NTU).

• Communications of the Korean Mathematical Society
• /
• v.27 no.3
• /
• pp.537-545
• /
• 2012

In the present paper, we show that a continuous linear operator T on a Frechet space satisfies the Hypercyclic Criterion with respect to a syndetic sequence must satisfy the Kitai Criterion. On the other hand, an operator, hereditarily hypercyclic with respect to a syndetic sequence must be mixing. We also construct weighted shift operators satisfying the Hypercyclicity Criterion which do not satisfy the Kitai Criterion. In other words, hereditarily hypercyclic operators without being mixing.

• Magazine of the Korean Society of Agricultural Engineers
• /
• v.39 no.2
• /
• pp.32-43
• /
• 1997

Abstract A series of permeability tests was performed on the mixtures with specific mixing rates of sand and bentonite using modified rigid-wall permeameter. Sand-bentonite mixtures were permeated by organics, ethanol and TCE. Permeability of bentonite with several mixing rates had a tendency to decrease up to initial one pore volume and permeability was thereafter converged to a constant value. When sand-bentonite mixtures was permeated by water, permeability was decreased at the beginning but it was thereafter converged to a constant. Among several mixing rates, permeability was greatly decreased at 15% of mixing rate. When sand-bentonite mixtures with 15% mixing rate was permeated by ethanol, permeability was about 10 times larger value than permeability of water. Peameability was shown greater values when permeated by TCE (TrichloroEthylene) followed by ethanol. Suitable mixing rate of sand-bentonite for a liner of waste landfills was detected.