• Journal of the Korean Data and Information Science Society
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• v.19 no.2
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• pp.635-644
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• 2008

We consider estimation of reliability P(Y

• Journal of the Korean Statistical Society
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• v.34 no.1
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• pp.11-20
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• 2005

The distributional properties of R = X/(X + Y) and related estimation procedures are derived when X and Y are independent and identically distributed according to the Weibull or Levy distribution. The work is of interest in biological and physical sciences, econometrics, engineering and ranking and selection.

• Journal of the Korean Data and Information Science Society
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• v.12 no.2
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• pp.65-69
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• 2001

MLE and UMVUE of the right-tail probability in a Levy distribution will be considered, and hence the UMVUE is more efficient in a sense of simulated MSE than the MLE of the right-tail probability.

• Journal of KIISE:Software and Applications
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• v.28 no.11
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• pp.833-841
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• 2001

Abstract In this work, we analyze the Levy mutation operations based on the Levy probability distribution in the evolutionary programming via the mean square displacement and the distinctness. The Levy probability distribution is characterized by an infinite second moment and has been widely studied in conjunction with the fractals. The Levy mutation operators not only generate small varied offspring, but are more likely to generate large varied offspring than the conventional mutation operators. Based on this fact, we prove mathematically, via the mean square displacement and the distinctness, that the Levy mutation operations can explore and exploit a search space more effectively. As a result, one can get better performance with the Levy mutation than the conventional Gaussian mutation for the multi-valued functional optimization problems.

• International conference on construction engineering and project management
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• 2005.10a
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• pp.596-605
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• 2005

The cable dome, proposed by Geiger after developing Fuller's idea of tensegrity and improved by Levy, is a new type of large span space structures. In this paper, formulations of the initial forces distribution in members of two main systems of cable dome, which are Geiger dome and Levy dome, are presented. By analyzing the static performance of Levy dome and the variation of internal forces in members of the structure, four groups of design parameters in cable dome structure are represented in terms of: (1) the numbers of rings and the spaces between the rings; (2) the slopes of ridge cables; (3) the lengths of struts; (4) the initial force in one member of the structure.

• Korean Management Science Review
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• v.25 no.3
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• pp.1-12
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• 2008

The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

• Journal of the Korea institute for structural maintenance and inspection
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• v.22 no.5
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• pp.13-22
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• 2018

In this study, a governing differential equation for the bending problem of orthotropic rectangular plate is drived. It's exact solution for various boundary conditions is presented. This solution follows traditional method like Navier's solution or Levy's solution that transforms the governing differential equation into an algebraic equation by using trigonometric series. To obtain a solution by Levy's method, it is required that two opposite edges of the plate be simply supported. And the boundary conditions, for which the Navier's method is applicable, are simply supported edge at all edges. In this study, it overcomes the limitations of the previous Navier's and Levy's methods.This solution is applicable for any combination of boundary conditions with simply supported edge and clamped edge in x, y direction. The plate could be subjected to uniform, partially uniform, and line loads. The advantage of the solution is that it is the exact solution as well as it overcomes the limitations of the previous Navier's and Levy's methods. Calculations are presented for orthotropic plates with nonsymmetric boundary conditions. Comparisons between the result of this paper and the result of Navier, Levy and Szilard solutions are made for the isotropic plates. The deflections were in excellent agreement.

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.825-834
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• 2002

Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.

• Journal of the Korean Mathematical Society
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• v.35 no.1
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• pp.207-224
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• 1998

After the review of known results on the connections between selfsimilar processes with independent increments (processes of class L) and selfdecomposable distributions and between semi-selfsimilar processes with independent increments and semi-selfdecomposable distributions, dichotomy of those processes into transient and recurrent is discussed. Due to the lack of stationarity of the increments, transience and recurrence are not expressed by finiteness and infiniteness of mean sojourn times on bound sets. Comparison in transience-recurrence of the Levy process and the process of class L associated with a common distribution of class L is made.

• The Mathematical Education
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• v.16 no.1
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• pp.47-49
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• 1977