• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.473-481
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• 2001

Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

• 대한수학회논문집
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• 제36권4호
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• pp.685-704
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• 2021

The purpose of this paper is to establish a very general Cameron-Storvick theorem involving the generalized analytic Feynman integral of functionals on the product function space C²_a,b[0, T]. The function space C_a,b[0, T] can be induced by the generalized Brownian motion process associated with continuous functions a and b. To do this we first introduce the class ${\mathcal{F}}^{a,b}_{A_1,A_2}$ of functionals on C²_a,b[0, T] which is a generalization of the Kallianpur and Bromley Fresnel class ${\mathcal{F}}_{A_1,A_2}$. We then proceed to establish a Cameron-Storvick theorem on the product function space C²_a,b[0, T]. Finally we use our Cameron-Storvick theorem to obtain several meaningful results and examples.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제4권1호
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• pp.47-60
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• 1997

In the theory of the conditional Wiener integral, the integrand is a functional of the standard Wiener process. In this paper we consider a conditional function space integral for functionals of more general stochastic process and the generalized Kac-Feynman integral equation. We first show that the existence of a partial differential equation. We then show that the generalized Kac-Feynman integral equation is equivalent to the partial differential equation.

• 대한수학회논문집
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• 제11권3호
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• pp.707-723
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• 1996

We first define the concept of the generalized analytic Fourier-Feynman transforms of a class of functionals on function space induced by a generalized Brownian motion process and study of functionals which plays on important role in physical problem of the form $ F(x) = {\int^{T}_{0} f(t, x(t))dt} $ where f is a complex-valued function on $[0, T] \times R$. We next show that the generalized analytic Fourier-Feynman transform of the convolution product is a product of generalized analytic Fourier-Feynman transform of functionals on functin space.

• 대한수학회지
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• 제53권5호
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• pp.991-1017
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• 2016

In this paper we define a generalized analytic Fourier-Feynman transform associated with Gaussian process on the function space $C_{a,b}[0,T]$. We establish the existence of the generalized analytic Fourier-Feynman transform for certain bounded functionals on $C_{a,b}[0,T]$. We then proceed to establish a translation theorem for the generalized transform associated with Gaussian process.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제16권4호
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• pp.369-382
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• 2009

In this paper we establish various relationships among the generalized integral transform, the generalized convolution product and the first variation for functionals in a Banach algebra S($L_{a,b}^2$[0, T]) introduced by Chang and Skoug in [14]. We then derive an inverse integral transform and obtain several relationships involving inverse integral transforms.

• Kyungpook Mathematical Journal
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• 제64권2호
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• pp.219-233
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• 2024

In this paper, we study the generalized Fourier-Feynman transform (GFFT) for functions on the general Wiener space C_a,b[0, T]. We establish an explicit evaluation formula for the analytic GFFT of bounded cylinder functions on C_a,b[0, T]. We start by examining certain cylinder functions which belong in a Banach algebra of bounded functions on C_a,b[0, T]. We then obtain an explicit formula for the analytic GFFT of the bounded cylinder functions.

• 충청수학회지
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• 제19권1호
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• pp.79-99
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• 2006

In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

• 대한수학회보
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• 제50권1호
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• pp.217-231
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• 2013

In this paper we establish a Fubini theorem for generalized analytic Feynman integral and $L_1$ generalized analytic Fourier-Feynman transform for the functional of the form $$F(x)=f({\langle}{\alpha}_1,\;x{\rangle},\;{\cdots},\;{\langle}{{\alpha}_m,\;x{\rangle}),$$ where {${\alpha}_1$, ${\cdots}$, ${\alpha}_m$} is an orthonormal set of functions from $L_{a,b}^2[0,T]$. We then obtain several generalized analytic Feynman integration formulas involving generalized analytic Fourier-Feynman transforms.

• 대한수학회지
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• 제57권3호
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• pp.655-668
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• 2020

In this paper, we establish the generalized Cameron-Storvick type theorem on function space. We then give relationships involving the generalized Cameron-Storvick type theorem, modified generalized integral transform and modified convolution product. A motivation of studying the generalized Cameron-Storvick type theorem is to generalize formulas and results with respect to the modified generalized integral transform on function space. From the some theories and formulas in the functional analysis, we can obtain some formulas with respect to the translation theorem of exponential functionals.