• Title/Summary/Keyword: Density of State

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Direct Nonparametric Estimation of State Price Density with Regularized Mixture

  • Jeon, Yong-Ho
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.721-733
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    • 2011
  • We consider the state price densities that are implicit in financial asset prices. In the pricing of an option, the state price density is proportional to the second derivative of the option pricing function and this relationship together with no arbitrage principle imposes restrictions on the pricing function such as monotonicity and convexity. Since the state price density is a proper density function and most of the shape constraints are caused by this, we propose to estimate the state price density directly by specifying candidate densities in a flexible nonparametric way and applying methods of regularization under extra constraints. The problem is easy to solve and the resulting state price density estimates satisfy all the restrictions required by economic theory.

Study of the density of horns from cervids

  • Vashukevich, Yury Evgenjevich;Vashukevich, Elena Valirievna;Polzer, Gottlieb;Polzer, Liza;Shvetsova, Svetlana Viktorovna;Khantakova, Victoria Mikhailovna
    • Journal of Species Research
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    • v.4 no.1
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    • pp.45-48
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    • 2015
  • The article is devoted to the study of the density dependence of the horns tissue on the species and the age of the representatives of the deer family. In scientific literature this problem was covered partially. Basic physical parameters (mass, volume, and density) of horns from red deer (Cervus elaphus), fallow deer (Dama dama), European (Capreolus capreolus) and Siberian roe deer (Capreolus pygargus) were estimated. The present study was designed to analyze the results for making identification of species and age of the animal possible.

Study on Engineering Properties of Earth Materials (흙의 공학적 성질에 관한 연구)

  • 김주범;윤충섭
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.17 no.3
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    • pp.3815-3832
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    • 1975
  • This study was made to investigate various engineering properties of earth materials resulting from their changes in density and moisture content. The results obtained in this study are summarized as follows: 1. The finner the grain size is, the bigger the Optimum Moisture Content(OMC) is, showing a linear relationship between percent passing of NO. 200 Sieve (n) and OMC(Wo) which can be represented by the equation Wo=0.186n+8.3 2. There is a linear relationship of inverse proportion between OMC and Maximum Dry Density (MDD) which can be represented by the equation ${\gamma}$d=2.167-0.026Wo 3. There is an exponential curve relationship between void ratio (es) and MDD whose equation can be expressed ${\gamma}$d=2.67e-0.4550.9), indicating that as MDD increases, void ratio decreases. 4. The coefficent of permeability increases in proportion to decrease of the MDD and this increase trend is more obvious in coarse material than in fine material, and more obvious in cohesionless soil than in cohesive soil. 5. Even in the same density, the coefficient of permeability is smaller in wet than in dry from the Optimum Moisture Content. 6. Showing that unconfined compressive strength increases in proportion to dry density increase, in unsaturated state the compacted in dry has bigger strength value than the compacted in wet. On the other hand, in saturated state, the compacted in dry has a trend to be smaller than the compacted in wet. 7. Even in the same density, unconfined compressive strength increases in proportion to cohesion, however, when in small density and in saturated state, this relationship are rejected. 8. In unsaturated state, cohesion force is bigger in dry than in wet from OMC. In saturated state, on the other hand, it is directly praportional to density. 9. Cohesion force decreases in proportion to compaction rate decrease. And this trend is more evident in coarse matorial than in fine material. 10. Internal friction angle of soil is not influenced evidently on the changes of moisture content and compaction rate in unsaturated state, On the other hand in saturated state it is influenced density. 11. Cohesion force is directly proportional to unconfined compressive strength(qu), indicating that it has approximately 35 percent of qu in unsaturated state and approximately 70 percent of qu in saturated state.

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Flow-density Relations Satisfying Stationary Conditions using Statistical Analysis (통계적 분석에 의한 정상상태조건을 만족하는 교통량-밀도 관계 도출)

  • Kim, Yeong-Ho
    • Journal of Korean Society of Transportation
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    • v.24 no.5 s.91
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    • pp.135-142
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    • 2006
  • The flow-density relations represent equilibrium relations between flow and density in the stationary state. Using individual vehicle data this paper proposed a method to 131ter traffic data in the stationary state and showed flow-density relations produced by the traffic data in the stationary state. The Proposed method is based on the idea that free flow and congested flow show totally different traffic behaviors and time series of the traffic data observed at detection stations. The traffic data collected from the stationary state in the free flow using this filtering method consist in the left branch of the flow-density relation and the traffic data collected from the stationary state in the congested flow consist in the right branch of the flow-density relation. The traffic data in the stationary state skew reproducible flow-density relation in the almost whole range of the traffic flow.

Evaluation of Plasma Characteristics for Hg-Ar Using LIF (LIF를 이용한 Hg-Ar 플라즈마 특성 평가)

  • Moon, Jong-Dae
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.57 no.2
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    • pp.79-83
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    • 2008
  • In this paper, we introduced a LIF measurement method and summarized the theoretical side. When an altered wavelength of laser and electric power, lamp applied electric power, we measured the relative density of the metastable state in mercury after observing a laser induced fluorescence signal of 404.8nm and 546.2nm, and confirmed the horizontal distribution of plasma density in the discharge lamp. Due to this generation, the extinction of atoms in a metastable state occurred through collision, ionization, and excitation between plasma particles. The density and distribution of the metastable state depended on the energy and density of plasma particles, intensely. This highlights the importance of measuring density distribution in plasma electric discharge mechanism study. The results confirmed the resonance phenomenon regarding the energy level of atoms along a wavelength. change, and also confirmed that the largest fluorescent signal in 436nm, and that the density of atoms in 546.2nm ($6^3S_1{\to}6^3P_2$) were larger than 404.8nm ($6^3S_1{\to}6^3P_2$). According to the increase of lamp applied electric power, plasma density increased, too. When increased with laser electric power, the LIF signal reached a saturation state in more than 2.6mJ. When partial plasma density distribution along a horizontal axis was measured using the laser induced fluorescence method, the density decreased by recombination away from the center.

A New Model and Equation Derived From Surface Tension and Cohesive Energy Density of Coagulation Bath Solvents for Effective Precipitation Polymerization of Acrylonitrile

  • Zhou, You;Xue, Liwei;Yi, Kai;Zhang, Li;Ryu, Seung Kon;Jin, Ri Guang
    • Carbon letters
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    • v.13 no.3
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    • pp.182-186
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    • 2012
  • A new model and resultant equation for the coagulation of acrylonitrile monomers in precipitation polymerization are suggested in consideration of the surface tension (${\gamma}$) and cohesive energy density ($E_{CED}$). The equation was proven to be quite favorable by considering figure fittings from known surface tensions and cohesive energy densities of certain organic solvents. The relationship between scale value of surface tension (${\gamma}$/M) and cohesive energy density of monomers can be obtained by changing the coagulation bath component for effective precipitation polymerization of acrylonitrile in wet spinning.

Determination of Energy Distribution of Interface State Density in the MNOS Memory Device (MNOS 기억소자의 계면상태밀도의 에너지 분포의 결정)

  • 한태현;강창수;박종하;서광열
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 1988.10a
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    • pp.1-4
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    • 1988
  • The high frequency and quasi-state C-V curves were measured to determine the interface state density in MNOS devices. Berglund method was appropriate for determination of energy distribution of interface state density all over the energy gap. Applying Vg vs Øs relation by Berlund method to comparison-analysis method of the high-frequency and quasi-static C-V curves, we were able to determine the energy distribution by only measured C-V curves without theoretical C-V curves. The interface state density near the conduction band was high at lower temperature than room temperature.

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Plasma Density Measurement of Hg-Ar by LIF Method (LIF를 이용한 Hg-Ar의 플라즈마 밀도 측정)

  • Choi, Yong-Sung;Hwang, Jong-Sun;Park, Kye-Choon;Song, Min-Jong;Kim, Hyeong-Gohn;Lee, Kyung-Sup
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2006.12a
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    • pp.27-32
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    • 2006
  • In this paper, we introduced a LIF measurement method and summarized the theoretical side. When an altered wavelength of laser and electric power, lamp applied electric power, we measured the relative density of the metastable state in mercury after observing a laser induced fluorescence signal of 404.8nm and 546.2nm, and confirmed the horizontal distribution of plasma density in the discharge lamp. Due to this generation, the extinction of atoms in a metastable state occurred through collision, ionization, and excitation between plasma particles. The density and distribution of the metastable state depended on the energy and density of plasma particles, intensely. This highlights the importance of measuring density distribution in plasma electric discharge mechanism study. The results confirmed the resonance phenomenon regarding the energy level of atoms along a wavelength change, and also confirmed that the largest fluorcscent signal in 436nm, and that the density of atoms in 546.2nm ($6^3S_1{\rightarrow}6^3P_2$) were larger than 404.8nm ($6^3S_1{\rightarrow}6^3P_2$). According to the increase of lamp applied electric power, plasma density increased, too. When increased with laser electric power, the LIF signal reached a saturation state in more than 2.6mJ. When partial plasma density distribution along a horizontal axis was measured using the laser induced fluorescence method, the density decreased by recombination away from the center.

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Plasma Density Measurement of the Hg-Ar(1Torr) by LIF Method (LIF를 이용한 Hg-Ar(1Torr)의 플라즈마 밀도 측정)

  • Lee Jong-Chan;Park Dae-Hee;Yang Jong-Kyung
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • v.54 no.5
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    • pp.213-217
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    • 2005
  • In this paper, we introduced a LIF measurement method and summarized the theoretical side. When an altered wavelength of laser and electric power, lamp applied electric power, we measured the relative density of the metastable state in mercury after observing a laser induced fluorescence signal of 404.8nm and 546.2nm, and confirmed the horizontal distribution of plasma density in the discharge lamp. Due to this generation, the extinction of atoms in a metastable state occurred through collision, ionization, and excitation between plasma particles. The density and distribution of the metastable state depended on the energy and density of plasma particles, intensely This highlights the importance of measuring density distribution in plasma electric discharge mechanism study The results confirmed the resonance phenomenon regarding the energy level of atoms along a wavelength change, and also confirmed that the largest fluorescent signal in 436nm, and that the density of atoms in 546.2nm ($6^3S_1 {\to} 6^3P_2$ ) were larger than 404.8nm ($6^3S_1 {\to} 6^3P_1$). According to the increase of lamp applied electric power, plasma density increased, too. When increased with laser electric power, the LIF signal reached a saturation state in more than 2.6mJ. When partial plasma density distribution along a horizontal axis was measured using the laser induced fluorescence method, the density decreased by recombination away from the center.

Electronic State of ZnO doped with Al, Ga and In, Calculated by Density Functional Theory (범함수궤도법을 이용하여 계산한 Al, Ga, In이 도핑된 ZnO의 전자상태)

  • Lee, Dong-Yoon;Lee, Won-Jae;Song, Jae-Sung
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2004.11a
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    • pp.218-221
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    • 2004
  • The electronic state of ZnO doped with Al, Ga and In, which belong to III family elements in periodic table, was calculated using the density functional theory. In this study, the program used for the calculation on theoretical structures of ZnO and doped ZnO was Vienna Ab-initio Simulation Package (VASP), which is a sort of pseudo potential method. The detail of electronic structure was obtained by the describe variational $X{\alpha}(DV-X{\alpha})$(DV-Xa) method, which is a sort of molecular orbital full potential method. The optimized crystal structures obtained by calculations were compared to the measured structure. The density of state and energy levels of dopant elements was shown and discussed in association with properties.

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