• 대한수학회보
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• 제21권2호
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• pp.99-106
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• 1984

J. Yeh has recently introduced the concept of conditional Wiener integrals which are meant specifically the conditional expectation E$^{w}$ (Z vertical bar X) of a real or complex valued Wiener integrable functional Z conditioned by the Wiener measurable functional X on the Wiener measure space (A precise definition of the conditional Wiener integral and a brief discussion of the Wiener measure space are given in Section 2). In [3] and [4] he derived some inversion formulae for conditional Wiener integrals and evaluated some conditional Wiener integrals E$^{w}$ (Z vertical bar X) conditioned by X(x)=x(t) for a fixed t>0 and x in Wiener space. Thus E$^{w}$ (Z vertical bar X) is a real or complex valued function on R$^{1}$. In this paper we shall be concerned with the random vector X given by X(x) = (x(s$_{1}$),..,x(s$_{n}$ )) for every x in Wiener space where 0=s$_{0}$ $_{1}$<..$_{n}$ =t. In Section 3 we will evaluate some conditional Wiener integrals E$^{w}$ (Z vertical bar X) which are real or complex valued functions on the n-dimensional Euclidean space R$^{n}$ . Thus we extend Yeh's results [4] for the random variable X given by X(x)=x(t) to the random vector X given by X(x)=(x(s$_{1}$).., x(s$_{n}$ )).

• 응용통계연구
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• 제32권2호
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• pp.291-300
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• 2019

본 논문에서는 반응변수가 이진형인 분류모형에 대한 평가측도들의 특성을 파악하고 사용하기 적합한 평가측도인가를 살펴보았다. 고려한 측도는 정분류율, 민감도, 특이도, 정밀도, F-measure, HSS (Heidke's skill score)의 6개이다. 각 측도들은 이원분할표에서 x(실제로 1인 비율), y(1로 예측되는 비율), z(실제와 예측이 모두 1인 비율)을 사용하여 표현하였다. 본 연구는 평가측도가 사용하기 적합한 측도가 되기 위한 조건으로 두 가지를 제안하였다. 제1조건은 랜덤모형인 경우에 평가측도는 x와 y에 대해 상수이고, 제2조건은 평가측도의 식이 세 변수들(x, y, z) 모두로 이루어지고 z에 대해서 증가함수이고 x와 y에 대해서 감소함수이어야 한다는 것이다. HSS는 두 조건을 모두 만족하므로 이진형 반응변수의 분류모형에 대한 평가측도로 항상 사용이 적합하고, 다른 측도들은 제한된 범위 내에서만 사용하는 것이 좋다.

• Journal of Biosystems Engineering
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• 제22권3호
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• pp.269-278
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• 1997

An automatic level measurement system was developed to level the land fer direct seeding of rice. A laser transmitter/receiver set was used to measure land-level. The inclination error occurred in level measurement on irregular land surface could be compensated by attaching rotating mass. The level measuring experiments were performed on three kinds of different shapes(step, random, sine). This system could accurately measure step level of which amplitude was 40mm in 0.5s, random level change within $\pm$ 5mm maximum measurement error, and sine level change of which spatial frequency was 0.5m-1. To verify performance of the inclination error compensation system, frequency transfer function(acceleration input vs. inclination error) was computed by spectral analysis. The inclination error was decreased about 20㏈ by error compensation system.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1997년도 춘계학술대회 논문집
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• pp.756-760
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• 1997

In this research, the automatic level measurement system used in land leveling was developed. By using a laser transmitter and a receiver as measuring equipments, level was measured automatically. The driving part of this system was composed of stepping motor, timing belt and pulley. It drived the laser receiver to track laser beam generated form the laser transmitter. The level measuring experiments were performed about three level change shapes (step, random, sine). This system could measure step level change of which amplitude was 40mm in 0.5s, random level change within .+-. mm, maximum measurement error. In case of sine level change, experiment was executed with varying the spatial frequency of level change. As a result, this system was able to measure sine level change of which spatial frequency was 0.5m $^{-1}$ accurately.

• 대한수학회논문집
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• 제15권4호
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• pp.715-721
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• 2000

It is known that one can generate functions distributed according to ${\gamma}$-fold Wiener measure. So we could estimate the average case errors in a similar way as in Monte-Carlo method. Hence we study the basic properties of the generator of random functions. n addition, because the ${\gamma}$-fold Wiener process is truly infinitely dimensional and a computer can only handle finitely dimensional spaces, we study in this paper, the properties of generator for an m-dimensional approximation of the ${\gamma}$-fold Wiener process.

• Wind and Structures
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• 제9권1호
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• pp.59-74
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• 2006

Vertical stabilizer plates have been found to be an effective aerodynamic measure to improve the aerodynamic stability of bridges either with an open cross section or with a streamlined box cross section in wind tunnel testings and have been adopted in some long span bridges. By taking an open deck II-shaped section and a closed box section as examples, the mechanism of vertical stabilizer plates for improving aerodynamic stability are investigated by using numerical simulation based on Random Vortex Method. It is found that vertical stabilizer plates can increase the amplitude of the heaving motion, and decrease that of the rotational motion of the bridge decks.

• 한국컴퓨터정보학회논문지
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• 제23권12호
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• pp.57-64
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• 2018

In this paper, a method to measure similarity between two graphs is proposed, which is based on centralities of the graphs. The similarity between two graphs $G_1$ and $G_2$ is defined by the difference of distance($G_1$, $G_{R_1}$) and distance($G_2$, $G_{R_2}$), where $G_{R_1}$ and $G_{R_2}$ are set of random graphs that have the same number of nodes and edges as $G_1$ and $G_2$, respectively. Each distance ($G_*$, $G_{R_*}$) is obtained by comparing centralities of $G_*$ and $G_{R_*}$. Through the computational experiments, we show that it is possible to compare graphs regardless of the number of vertices or edges of the graphs. Also, it is possible to identify and classify the properties of the graphs by measuring and comparing similarities between two graphs.

• Structural Engineering and Mechanics
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• 제60권3호
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• pp.413-431
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• 2016

A sensitivity analysis estimates the effect of the change in the uncertain variable parameter on the probability of the structural failure. A novel fuzzy random reliability sensitivity measure of the failure probability is proposed to consider the effect of the epistemic and aleatory uncertainties. The uncertainties of the engineering variables are modeled as fuzzy random variables. Fuzzy quantities are treated using the ${\lambda}$-cut approach. In fact, the fuzzy variables are transformed into the interval variables using the ${\lambda}$-cut approach. Genetic approach considers different possible combinations within the search domain (${\lambda}$-cut) and calculates the parameter sensitivities for each of the combinations.

• Journal of the Korean Data and Information Science Society
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• 제26권4호
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• pp.1017-1025
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• 2015

In mathematical statistics education, we can use mutual information as a tool for evaluating the degree of dependency between two random variables. The ordinary correlation coefficient provides information only on linear dependency, not on nonlinear relationship between two random variables if any. In this paper as a measure of the degree of dependency between random variables, we suggest the use of symmetric uncertainty and ${\lambda}$ which are defined in terms of mutual information. They can be also considered as generalized correlation coefficients for both linear and non-linear dependence of random variables.

• Journal of applied mathematics & informatics
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• 제29권3_4호
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• pp.987-1000
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• 2011

We show how the dynamic optimization problem with the capital constraint can be reduced to the problem to find an optimal modified claim $\tilde{\psi}H$ where $\tilde{\psi}$ is a randomized test in the static problem. Coherent risk measure is used as risk measure in the $L^{\infty}$ random variable spaces. The paper is written in expository style to some degree. We use an average risk of measure(AVaR), which is a special coherent risk measure, to see how to hedge the modified claim in a complete market model.