• Title/Summary/Keyword: Dependence structure

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A weakly negative structure of stochastic ordering

  • Baek, Jong-Il
    • Bulletin of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.211-223
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    • 1997
  • Lehmann [13] introduced the concept of positive(negative) dependence together with some other dependence concepts. Since then, a great numerous multivariate inequalities have been obtained. For a references of available results, see Karlin and Rinott [12], Ebrahimi and Ghosh [8] and Sampson [14]. Whereas a number of dependence notions exist for multivariate processes (see Friday [10]), recently, Ebrahimi [7] introduced some new dependence concepts of the hitting times of stochastic processes.

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Temperature Dependence of Energy Gap and Thermodynamic Function Properties of Coblt-doped $Cd_4GeS_6$Single Crystals (Cobalt를 첨가한 $Cd_4GeS_6$ 단결정에서 Energy Gap의 온도의존성 및 열역학적 함수 추정)

  • 김덕태
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.11 no.9
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    • pp.693-699
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    • 1998
  • In this work $Cd_4GeS_6:Co^{2+}$(0.5mole%) single crystals were grown by the chemical transporting reactiov(CTR) method using high purity(6N) elements. The grown single crystals crystallized in a monoclinic structure(space group Cc). The direct optical energy gap of this single crystals was found to be 2.445eV at 300K and the temperature dependence of optical energy gap was fitted well to Varshni equation. But at temperatures lower than 70K an anomalous temperature dependence of the optical energy gap was obtained. This anomalous temperature dependence accored well with the anomalous temperature dependence of the unit cell volume. Also, the entropy, enthalpy and heat capacity were deduced from the temperature dependence of optical energy gaps.

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The Impact of COVID-19 Pandemic on the Relationship Structure between Volatility and Trading Volume in the BTC Market: A CRQ approach (COVID-19 팬데믹이 BTC 변동성과 거래량의 관계구조에 미친 영향 분석: CRQ 접근법)

  • Park, Beum-Jo
    • Economic Analysis
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    • v.27 no.1
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    • pp.67-90
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    • 2021
  • This study found an interesting fact that the nonlinear relationship structure between volatility and trading volume changed before and after the COVID-19 pandemic according to empirical analysis using Bitcoin (BTC) market data that sensitively reflects investors' trading behavior. That is, their relationship appeared positive (+) in a stable market state before COVID-19 pandemic, as in theory based on the information flow paradigm. In a state under severe market stress due to COVID-19 pandemic, however, their dependence structure changed and even negative (-). This can be seen as a consequence of increased market stress caused by COVID-19 pandemics from a behavioral economics perspective, resulting in structural changes in the asset market and a significant impact on the nonlinear dependence of volatility and trading volume (in particular, their dependence at extreme quantiles). Hence, it should be recognized that in addition to information flows, psychological phenomena such as behavioral biases or herd behavior, which are closely related to market stress, can be a key in changing their dependence structure. For empirical analysis, this study performs a test of Ross (2015) for detecting a structural change, and proposes a Copula Regression Quantiles (CRQ) approach that can identify their nonlinear relationship structure and the asymmetric dependence in their distribution tails without the assumption of i.i.d. random variable. In addition, it was confirmed that when the relationship between their extreme values was analyzed by linear models, incorrect results could be derived due to model specification errors.

ON THE DEPENDENCE CONCEPTS OF STOCHASTIC PROCESSES

  • Ryu, Dae-Hee;Choi, Jeong-Yeol
    • Journal of applied mathematics & informatics
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    • v.6 no.3
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    • pp.959-968
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    • 1999
  • In this paper we are obtained new results for bivariate pro-cesses which help us to tell the dependent structure among hitting times of the processes. We are proposed both dependence properties and the-oretical results among the processes and certain kinds of dependence properties when we are imposed on processes are reflected as analo-gous properties of corresponding hitting times. Finlly we are given some examples to illustrate these concepts.

Temperature Dependence of Energy Gap and Thermodynamic Function Properties of Undoped and Co-doped $Cd_{4}GeSe_{6}$ Sing1e Crystals by Chemical Transport Reaction Method (화학수송법으로 성장한 $Cd_4GeSe_{6}$$Cd_{4}GeSe_{6}$ : $CO^{2+}$ 단결정에서 에너지 띠 간격의 온도의존성 및 열역학함수 추정)

  • Kim, Nam-Oh;Kim, Hyung-Gon;Kim, Duck-Tae;Hyun, Seung-Cheol;Oh, Gum-Kon
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • v.52 no.2
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    • pp.85-90
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    • 2003
  • In this work $Cd_{4}GeSe_{6}$ and $Cd_{4}GeSe_{6}$ : $Co^{2+}$ single crystals were grown by the chemical transport reaction method and the structure of $Cd_{4}GeSe_{6}$ and $Cd_{4}GeSe_{6}$ : $Co^{2+}$ single crystals were monoclinic structure. The temperature dependence of optical energy 9ap was fitted well to Varshni equation. Also, the entropy, enthalpy and heat capacity were deduced from the temperature dependence of optical energy gap.

Application of Convariance Process to Tests for Censored Paired Data

  • Jeong, Gyu-Jin
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.565-584
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    • 1999
  • the covariance process of two martingales provides a useful tool to capture the dependence structure for paired censored data. in this paper it is applied to modify the variances of weighted logrank tests in order to take account of dependence between paired subjects. In the process of modification a 'variance correction term' is introduced. Some variance estimators based on separate samples are considered together. Performance of the estimators are compared through simulation studies. Several independence tests for bivariate sruvival date are also proposed which are naturally reduced from the weighted logrank tests accomodating dependence structure. Simulation studies are carried out to compare the independence tests. Both the weighted logrank tests and the independence tests are illustrated by an example.

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Temperature Dependence of Energy Gap and Thermodynamic Function Properties of Undoped and Co-doped $Cd_{4}GeSe_{6}$ Single Crystals by Chemical Transport Reaction Method (화학수송법으로 성장한 $Cd_{4}GeSe_{6}$$Cd_{4}GeSe_{6}:Co$ 단결정에서 Energy Gap의 온도의존성 및 열역학함수 추정)

  • Kim, D.T.;Kim, N.O.;Choi, Y.I.;Kim, B.C.;Kim, H.G.;Hyun, S.C.;Kim, B.I.;Song, C.I.
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2002.08a
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    • pp.31-36
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    • 2002
  • In this work $Cd_{4}GeSe_{6}$ and $Cd_{4}GeSe_{6}:Co^{2+}$ single crystals were grown by the chemical transport reaction method and the structure of $Cd_{4}GeSe_{6}$ and $Cd_{4}GeSe_{6}:Co$ single crystals were monoclinic structure. The temperature dependence of optical energy gap was fitted well to Varshni equation. Also, the entropy, enthalpy and heat capacity were deduced from the temperature dependence of optical energy gap.

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Environmental Dependence of Luminosity-Size Relation of Local Galaxies

  • Ann, Hong Bae
    • Journal of the Korean earth science society
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    • v.38 no.5
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    • pp.333-344
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    • 2017
  • We present the environmental dependence of the luminosity-size relation of galaxies in the local universe (z < 0.01) along with their dependence on galaxy morphology represented by five broad types (E, dEs, S0, Sp, and Irr). The environmental parameters we consider are the local background density and the group/cluster membership together with the clustercenteric distance for the Virgo cluster galaxies. We derive the regression coefficient (${\beta}$), i.e., the slope of the line representing the least-squares fitting to the data and the Pearson correlation coefficient (c.c.) representing the goodness of the least-squares fit along with the confidence interval from bootstrap resampling. We find no significant dependence of the luminosity-size relation on galaxy morphology. However, there is a weak dependence of the luminosity-size relations on the environment of galaxies, in the sense that galaxies in the low density environment have shallower slopes than galaxies in the high density regions except for elliptical galaxies that show an opposite trend.

Determination of the Dielectrophoretic Force on a Cell in a Micro Planar Electrode Structure

  • Park, Jung-Hoon;Lee, Sang-Wook;Kim, Yong-Kweon
    • Journal of Electrical Engineering and information Science
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    • v.2 no.4
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    • pp.66-71
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    • 1997
  • The dielectrophoretic(DEP) force acting on a cell in an electric field is experimentally determined. A cell is accelerated by the DEP force in an electric field generated between micro planar electrodes. the position of the cell is measured and the velocity and acceleration of the cell are calculated based on the measured position data. The DE force is determined from the motion equation of a moving cell in suspension. The electrode structure is fabricated by micromachining technology and the height of electrodes is 1 $\mu\textrm{m}$. Radish cell and yeast are used in th experiments. In the case of radish cell, the DEP force increases as voltage or frequency(1MHz∼3MHz) increases. The voltage dependence can be explained that the DEP force increases when ▽│E│$^2$increases. The frequency dependence means that Re[x\ulcorner] of radish cell is maximized in a certain frequency. In the case of yeast, the DEP force increases only as voltage increases. The reason for the voltage dependence is the same with the case of radish. The DEP force increases only as voltage increases. The reason for the voltage dependence is the same with the case of radish. The DEP force on a yeast does not vary when the frequency varies from 1MHz to 3MHz. This result coincides with the fact that the value of calculated Re[x\ulcorner] is constant in the test frequency range.

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