• Title/Summary/Keyword: Distribution Department

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A Distribution of Terminal Time Value and Running Maximum of Two-Dimensional Brownian Motion with an Application to Barrier Option

  • Lee, Hang-Suck
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.73-78
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    • 2003
  • This presentation derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X(t) = (X$_1$(t), X$_2$(T))', t > 0}. One random variable of the joint distribution is the terminal time value of the Brownian motion {X$_1$(t), t > 0}. The other random variable is the partial-time running maximum of the Brownian motion {X$_2$(t), t > 0}. With this distribution function, this presentation also derives an explicit pricing formula for a barrier option whose monitoring period of the option starts at an arbitrary date and ends at another arbitrary date before maturity.

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A study for use a vanadium oxide in steel manufacture (제강 공정중 산화바나듐활용 연구)

  • Choi, Young-Key
    • Journal of environmental and Sanitary engineering
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    • v.24 no.3
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    • pp.55-61
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    • 2009
  • Fe-V is used as raw material of vanadium in the steel making process. The purpose of this study, Fe-V is to replace the $VO_{4}$. So the distribution behavior of vanadium in $VO_{4}$ of the steel investigated. The distribution ratio of the vanadium where potential of the free oxygen ion will increase in slag decreased. When CaO and MgO content which is a basic oxide from CaO-$SiO_2$-FetO-MgOsatd. slag increases, S distribution ratio increases. CaO-$SiO_2$-FetO-MgOsatd. slag better than CaO-$SiO_2$-$Al_2O_3$-MgO slag is the recovery of vanadum and desulfurization.

The pressure distribution on the rectangular and trapezoidal storage tanks' perimeters due to liquid sloshing phenomenon

  • Saghi, Hassan
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.8 no.2
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    • pp.153-168
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    • 2016
  • Sloshing phenomenon is a complicated free surface flow problem that increases the dynamic pressure on the sidewalls and the bottom of the storage tanks. When the storage tanks are partially filled, it is essential to be able to evaluate the fluid dynamic loads on the tank's perimeter. In this paper, a numerical code was developed to determine the pressure distribution on the rectangular and trapezoidal storage tanks' perimeters due to liquid sloshing phenomenon. Assuming the fluid to be inviscid, the Laplace equation and the nonlinear free surface boundary conditions were solved using coupled boundary element - finite element method. The code performance for sloshing modeling was validated using Nakayama and Washizu's results. Finally, this code was used for partially filled rectangular and trapezoidal storage tanks and free surface displacement, pressure distribution and horizontal and vertical forces exerted on the tanks' perimeters due to liquid sloshing phenomenon were estimated and discussed.

Efficiency Comparison between Chlorine and Chlorine Dioxide to Control Bacterial Regrowth in Water Distribution System

  • Lee, Yoon-Jin
    • Journal of Environmental Health Sciences
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    • v.32 no.4 s.91
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    • pp.282-291
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    • 2006
  • This study investigated the inactivation of the total coliform, an indicator organism in chlorine and chlorine in order to control microbial regrowth for water distribution systems and select an appropriate disinfection strategy for drinking water systems. The disinfection effects of chlorine and chlorine dioxide with regard to the dosage of disinfectant, contact time and DOC was investigated experimentally. In spite of the consistency of chlorine residuals at approximately 0.2 mg/l, bacteria regrowth was detected in the distribution system and it was confirmed by the scanning electron microscope results. The influence of organic carbon change on the killing effect of chlorine dioxide was strong.

Occurrence and Distribution of Cellular Slime Molds in South Korea

  • Shim, Kew-Cheol;Kil, Ji-Hyun;Chang, Nam-Kee
    • The Korean Journal of Ecology
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    • v.25 no.1
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    • pp.51-58
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    • 2002
  • An investigation of occurrence and distribution of dictyostelid cellular slime molds in South Korea were carried out. Thirty-one dictyostelid cellular slime molds were isolated from soils of 256 sample sites of 41 area within mountain forests, riversides, streamsides and coastal area in South Korea. The average number of species isolated at a given study area was 6.85. Based on the distribution value calculated from average frequency and site presence, four dictyostelid species distributed widely in South Korea; Polyspondylium pallidum, P violaceum, Dictyostellium mucoroides and D. minutum. Especially, P pallidum. were found in 30 area and the highest site presence. Eight dictyostelid species was described firstly in this study: D areum var. luteolum, D. delicatum, D. deminutivum, D. implicatum, D. microsporum, D. mucoroides var. stoloniferum, D septentrionalis, and P. candidum.

Numerical Analysis on the Characteristic of Thermal Distribution for High Temperature Operating Battery Module (고온 작동형 전지모듈 온도분포 특성에 관한 수치해석)

  • Yi, Chung Seob;Lee, Byung Ho
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.12 no.5
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    • pp.102-108
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    • 2013
  • In this study, the experiment result and numerical analysis on temperature distribution of a secondary battery module for high temperature operation type were compared. Because experimental battery has been in danger of explosions, experiment on temperature distribution was carried out using dummy batteries. Study on NAS battery module, which is secondary battery of high temperature operation type, is as follows ; Test result showed that battery's temperature is in steady state uniformly after 8 hours in each section. It is similar to experimental result for temperature distribution from the result of numerical analysis, and it takes about 8.5 hours to the $300^{\circ}C$.

Attribute based User Authentication for Contents Distribution Environments

  • Yoo, Hye-Joung
    • International Journal of Contents
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    • v.8 no.3
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    • pp.79-82
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    • 2012
  • In digital contents distribution environments, a user authentication is an important security primitive to allow only authenticated user to use right services by checking the validity of membership. For example, in Internet Protocol Television (IPTV) environments, it is required to provide an access control according to the policy of content provider. Remote user authentication and key agreement scheme is used to validate the contents accessibility of a user. We propose a novel user authentication scheme using smart cards providing a secure access to multimedia contents service. Each user is authenticated using a subset of attributes which are issued in the registration phase without revealing individual's identity. Our scheme provides the anonymous authentication and the various permissions according to the combination of attributes which are assigned to each user. In spite of more functionality, the result of performance analysis shows that the computation and communication cost is very low. Using this scheme, the security of contents distribution environments in the client-server model can be significantly improved.

THE INVERSION FORMULA OF THE STIELTJES TRANSFORM OF SPECTRAL DISTRIBUTION

  • Choi, Sang-Il
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.3
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    • pp.519-524
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    • 2009
  • In multivariate analysis, the inversion formula of the Stieltjes transform is used to find the density of a spectral distribution of random matrices of sample covariance type. Let $B_{n}\;=\;\frac{1}{n}Y_{m}^{T}T_{m}Y_{m}$ where $Ym\;=\;[Y_{ij}]_{m{\times}n}$ is with independent, identically distributed entries and $T_m$ is an $m{\times}m$ symmetric nonnegative definite random matrix independent of the $Y_{ij}{^{\prime}}s$. In the present paper, using the inversion formula of the Stieltjes transform, we will find the density function of the limiting distribution of $B_n$ away from zero.

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Asymptotic Properties of Upper Spacings

  • Yun, Seok-Hoon
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.289-297
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    • 1997
  • It is well known that the spacings, the differences of two successive order statistics, in a random sample of size n from a distribution function F are independent and exponentially distributed if F is itself the exponential distribution. In this paper we obtain an asymptotically similar result on a fixed number of upper spacings as n .to. .infty. for a general F under the assumption that F is in the domain of attraction of some extreme value distribution. For a heavy or short tailed F, appropriate log transformations of the sample should be proceded to get the result. As a by-product, we also get that each upper spacing diverges in probability to .infty. and converges in probability to 0 as n .to. .infty. for a heavy and short tailed F, respectively, which is fully expected.

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COMPARISON STUDY OF BIVARIATE LAPLACE DISTRIBUTIONS WITH THE SAME MARGINAL DISTRIBUTION

  • Hong, Chong-Sun;Hong, Sung-Sick
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.107-128
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    • 2004
  • Bivariate Laplace distributions for which both marginal distributions and Laplace are discussed. Three kinds of bivariate Laplace distributions which are extended bivariate exponential distributions of Gumbel (1960) are introduced in this paper. These symmetrical distributions are compared with asymmetrical distributions of Kotz et al. (2000). Their probability density functions, cumulative distribution functions are derived. Conditional skewnesses and kurtoses are also defined. Their correlation coefficients are calculated and compared with others. We proposed bivariate random vector generating methods whose distributions are bivariate Laplace. With sample means and medians obtained from generated random vectors, variance and covariance matrices of means and medians are calculated and discussed with those of bivariate normal distribution.