• 마케팅과학연구
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• 제12권
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• pp.99-119
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• 2003

A model is proposed for the role of emotional intensity of a web site, and the moderating influence of product involvement, in the Integrative Framework of persuasion (Meyers-Levy and Malvaiya 1999). The model also appropriately operationalizes the constructs emotional intensity of a web site and product involvement The three routes to persuasion, Central, Peripheral, and Experiential correspond to high, moderate, and low involvement (Meyers-Levy and Malaviya 1999). The involvement construct is measured from message recipients using the Personal Product Inventory (Pill, which was developed to capture the concept of product involvement (Zaichkowsky 1985). The conceptualization of the Personal Product Inventory is a contextrree measure that also has robust psychometric properties when applied to advertisements (Zaichkowsky 1994). The propositions highlight the expected importance of emotional intensity of a web site. The moderating influence of product involvement is also proposed. Specifically, what this work proposes is that the emotional intensity of a product site has a larger impact on attitude change under low product involvement, as opposed to moderate product involvement. Support for this reasoning can be found in the persuasion literature (Petty et al 1986). The Petty et al (1986) frame work is a dual process descriptive and predictive frame work in the area of altitude formation and change. Recently, Myers Levy and Malaviya (1999) have proposed a tri-process framework. This is in tum based on the dual process model of Petty et al. (1986). The study outlined in this paper aims to deepen the Meyers Levy and Malaviya (1999) and frame work. The propositions outlined in the model are empirically tested using a repeated measures experimental design. The emotional intensity is measured using a scale that is based on experts judgments. Using a paired comparison t-test two sites are determined to be of high and low emotional intensity. The model is tested using a repeated measures experimental design. The first independent variable Emotional Intensity of the site is manipulated. The Second independent variable, Personal Product Inventory is measured. While, the dependent variable, product altitude change will also be measured. Utilizing Analysis of Variance (ANOVA) the data is analyzed using SPSS. The results suggest that besides the rational content of messages their emotional content can also influence attitude change. Specifically, it is proposed that the manipulation of emotional intensity of a product Web site has a greater impact on product altitudes under high and low product involvement conditions, rather than moderate product involvement. However, the results for product involvement as a continuous variable has a p value of 0.09. Further, the results for three levels of product involvement were far from significant. For two levels of product involvement also, the results were insignificant, the p value approached 0.20. This evidence indicates that it is premature to conclude that there are three routes to persuasion. A caveat, however, must be added, in that the manipulations may not have been strong enough to test the proposed hypotheses. Further, undoubtedly, there is unequivocal evidence the emotional intensity of a product Web site, as measured here, has a direct impact on product attitudes.

• 대한수학회지
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• 제38권3호
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• pp.577-594
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• 2001

In this paper we establish limit theorems on the large and small increments of a two-parameter Gaussian random process on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter Gaussian random process.

• 대한수학회논문집
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• 제21권4호
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• pp.787-794
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• 2006

Two main results are presented in relation to subordination, self-decomposability and semi-stability. One of the result is that strict semi-stability of subordinand process by selfdecomposable subordinator gives semi-selfdecomposability of the subordinated process. The second result is a sufficient condition for any subordinated process arising from a semi-stable subordinand and a semi-stable subordinator to be semi-selfdecomposable.

• 대한수학회보
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• 제39권4호
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• pp.705-714
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• 2002

We consider a jump-diffusion model generated by a Levy process for an asset price. We present an error estimate for the option prices between the jump-diffusion model and the Black-scholes model when the former converges weakly to the latter.

• Journal of the Korean Statistical Society
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• 제22권1호
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• pp.93-111
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• 1993

Let ${X(t) : t \geq 0}$ be a real-valued stochastics process with stationary independent increments. In this paper, under the condition of stochastic compactness, we obtain appropriate function $\alpha(t)$ and random function $\beta(t)$ such that for some positive finite constant C, lim sup${X(t) - \alpha(t)}/\beta(t) = C$ a.s. both as t tends to zero and infinity.

• 대한수학회지
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• 제35권3호
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• pp.583-611
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• 1998

We consider a general class of real-valued Levy processes {X(t), $t\geq0$}, and obtain suitable large deviation results for the empiricals L(t, A) defined by $t^{-1}{\int^t}_01_A$(X(s)ds for t > 0 and a Borel subset A of R. These results are used to obtain the asymptotic behavior of P{Z(t) < a}, where Z(t) = $sup_{u\leqt}\midx(u)\mid$ as $t\longrightarrow\infty$, in terms of the rate function in the large deviation principle. A subclass of these processes is the Feller class: there exist nonrandom functions b(t) and a(t) > 0 such that {(X(t) - b(t))/a(t) : t > 0} is stochastically compact, i.e., each sequence has a weakly convergent subsequence with a nondegenerate limit. The stable processes are in this class, but it is much larger. We consider processes in this class for which b(t) may be taken to be zero. For any t > 0, we consider the renormalized process ${X(u\psi(t))/a(\psi(t)),u\geq0}$, where $\psi$(t) = $t(log log t)^{-1}$, and obtain large deviation probability estimates for $L_{t}(A)$ := $(log log t)^{-1}$${\int_{0}}^{loglogt}1_A$$(X(u\psi(t))/a(\psi(t)))dv$. It turns out that the upper and lower bounds are sharp and depend on the entire compact set of limit laws of {X(t)/a(t)}. The results extend to random walks in the Feller class as well. Earlier results of this nature were obtained by Donsker and Varadhan for symmetric stable processes and by Jain for random walks in the domain of attraction of a stable law.

• Journal of the Korean Statistical Society
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• 제30권3호
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• pp.481-498
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• 2001

Empirical Bayes procedure of nonparametric estiamtion of cumulative hazard rates based on censored data is considered using the beta process priors of Hjort(1990). Beta process priors with unknown parameters are used for cumulative hazard rates. Empirical Bayes estimators are suggested and asymptotic optimality is proved. Our result generalizes that of Susarla and Van Ryzin(1978) in the sensor that (i) the cumulative hazard rate induced by a Dirichlet process is a beta process, (ii) our empirical Bayes estimator does not depend on the censoring distribution while that of Susarla and Van Ryzin(1978) does, (iii) a class of estimators of the hyperprameters is suggested in the prior distribution which is assumed known in advance in Susarla and Van Ryzin(1978). This extension makes the proposed empirical Bayes procedure more applicable to real dta sets.

• Structural Engineering and Mechanics
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• 제28권4호
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• pp.373-386
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• 2008

In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

• Journal of Electrical Engineering and Technology
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• 제13권3호
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• pp.1202-1211
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• 2018

In this paper, induction machine operation efficiency and torque is improved using Machine Learning based Gene Optimization (ML-GO) Technique is introduced. Optimized Genetic Algorithm (OGA) is used to select the optimal induction machine data. In OGA, selection, crossover and mutation process is carried out to find the optimal electrical machine data for induction machine design. Initially, many number of induction machine data are given as input for OGA. Then, fitness value is calculated for all induction machine data to find whether the criterion is satisfied or not through fitness function (i.e., objective function such as starting to full load torque ratio, rotor current, power factor and maximum flux density of stator and rotor teeth). When the criterion is not satisfied, annealed selection approach in OGA is used to move the selection criteria from exploration to exploitation to attain the optimal solution (i.e., efficient machine data). After the selection process, two point crossovers is carried out to select two crossover points within a chromosomes (i.e., design variables) and then swaps two parent's chromosomes for producing two new offspring. Finally, Adaptive Levy Mutation is used in OGA to select any value in random manner and gets mutated to obtain the optimal value. This process gets iterated till finding the optimal value for induction machine design. Experimental evaluation of ML-GO technique is carried out with performance metrics such as torque, rotor current, induction machine operation efficiency and rotor power factor compared to the state-of-the-art works.

• Journal of the Korean Statistical Society
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• 제12권2호
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• pp.100-109
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• 1983

Let ${X_i}$ be a process with stationary and independent increments whose log characteristic function is expressed as $ibut-2^{-1}\sigma^2u^2t+t\int_{{0 }^c}{(exp(iux)-1-iux(i+x^2)^{-1})dv(x)}$. Our main result is taht $x^2(\int_{\y\>x}{dv(y)})/(\int_{$\mid$y$\mid$\leqx}{y^2dv(y)+\sigma^2}) \to 1$ as $x \to 0 (resp. x \to \infty)$ is necessary, and sufficient for ${X-i}$ to have ${A_t}$ and ${B_t}$ such that $(X_t-A_t)/B_t \to^D n(0,1)$ as $t \to 0 (resp. t \to \infty)$.