• Communications for Statistical Applications and Methods
• /
• 제18권2호
• /
• 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.

• 유기물자원화
• /
• 제3권2호
• /
• pp.47-57
• /
• 1995

본 연구의 목적은 유기성폐기물 퇴비화시 교반강도가 퇴비화공정에 미치는 영향을 알아보기 위한 것이다. 주된 연구지표는 교반강도와 초기수분함량이었다. 본 연구를 위하여 기계식 교반장치를 갖춘 실험실규모의 퇴비화반응조가 이용되었다. 실험대상폐기물은 생분뇨슬러지와 감압증발처리공정을 거친 분뇨슬러지, 그리고 돈분을 이용하였다. 초기수분함량이 60%와 63% 인 경우 연속교반시 간헐교반보다 유기물분해율이 더 높게 나타났다. 또한 시료의 물리적 성상도 연속교반이 간헐교반보다 더 균등질의 양호한 상태를 나타내었다. 한편 초기 수분함량 68%인 경우는 혼합되기 보다는 시료 일부가 반죽상태를 형성하는 문제가 발생하였으며 유기물분해율도 연속교반의 경우가 간헐교반보다 더 낮게 나타났다.

• Communications for Statistical Applications and Methods
• /
• 제19권5호
• /
• 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.

• 대한기계학회:학술대회논문집
• /
• 대한기계학회 2001년도 춘계학술대회논문집E
• /
• 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.

• 대한화학회지
• /
• 제6권2호
• /
• 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.

• 한국산학기술학회논문지
• /
• 제15권1호
• /
• pp.585-592
• /
• 2014

본 연구는 축산폐수의 혐기성 처리 시 교반의 영향에 대하여 연구자에 따라 서로 다른 결과가 보고되어 우리나라 축산폐수에 적용 시 교반의 영향을 파악할 필요가 있어 실시하였다. 4개의 혐기성 소화조를 중온 또는 고온으로 유지하면서 연속적으로 교반시키거나 교반 시키지 않고 운전하였다. 온도가 같은 경우 연속으로 교반한 반응조가 교반하지 않은 반응조의 TCOD 제거효율에 비하여 0.11-0.58% 높게 나타났다. 그리고 중온 소화조의 TCOD 제거효율이 고온 소화조의 TCOD 제거효율과 거의 같아 온도에 따른 TCOD 제거효율 간에는 큰 차이가 없었다. 연속적으로 교반한 소화조의 가스 발생량이 교반하지 않은 소화조에 비하여 1.7-4.6% 많았다. 또한 중온 소화조의 가스 발생량은 고온 소화조보다 29.1-32.1% 높고 메탄 발생량도 많았는데 이는 고온 소화조의 암모니아 저해로 인한 것으로 판단된다. 이러한 실험 결과를 종합하면 축산폐수를 혐기성으로 처리 시 중온에서 운전되고 연속적으로 교반한 반응조의 운전 조건이 더 좋은 것으로 판단된다.

• 한국경영과학회지
• /
• 제28권4호
• /
• 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.

• 한국환경과학회지
• /
• 제20권5호
• /
• 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).

• 대한수학회논문집
• /
• 제27권3호
• /
• 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.

• 한국농공학회지
• /
• 제39권2호
• /
• 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.