• 제목/요약/키워드: beta-mixing

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The Mixing Properties of Subdiagonal Bilinear Models

  • Jeon, H.;Lee, O.
    • Communications for Statistical Applications and Methods
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    • 제17권5호
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    • pp.639-645
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    • 2010
  • We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the $\beta$-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.

Uniform Ergodicity of an Exponential Continuous Time GARCH(p,q) Model

  • Lee, Oe-Sook
    • Communications for Statistical Applications and Methods
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    • 제19권5호
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    • pp.639-646
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    • 2012
  • The exponential continuous time GARCH(p,q) model for financial assets suggested by Haug and Czado (2007) is considered, where the log volatility process is driven by a general L$\acute{e}$vy process and the price process is then obtained by using the same L$\acute{e}$vy process as driving noise. Uniform ergodicity and ${\beta}$-mixing property of the log volatility process is obtained by adopting an extended generator and drift condition.

STATIONARITY AND β-MIXING PROPERTY OF A MIXTURE AR-ARCH MODELS

  • Lee, Oe-Sook
    • 대한수학회보
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    • 제43권4호
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    • pp.813-820
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    • 2006
  • We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

난황의 콜레스테롤 제거에 사용한 $\beta$-Cyclodextrin의 재활용 (Recycling of $\beta$-Cyclodextrin Used for Cholesterol Removal from Egg Yolk)

  • 유익종;최성유;박우문;전기홍
    • 한국축산식품학회지
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    • 제20권1호
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    • pp.30-35
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    • 2000
  • The method used to remove cholesterol from egg by using $beta$-cyclodextrin was relatively stable and efficient. The aim of this study was to cost down by recycling $\beta$-cyclodextrin used to remove cholesterol from egg yolk because $\beta$-cyclodextrin was expensive. The solvents used to separate $\beta$-cyclodextrin from $\beta$-cyclodextrin complex containing egg yolk cholesterol were butanol, chloroform, ether, hexane, methanol, 2-propanol and their mixture. The ratio of solvent and complex varied from 2 : 1 to 10 : 1. The condition of mixing time and temperature varied from 30 to 60$^{\circ}C$ and from 10 minutes to 3 hours to remove cholesterol from $\beta$-cyclodextrin complex. When the ratio of choloroform and methanol was 1 : 1, the removal efficiency of cholesterol was 98.8%. The efficiency of cholesterol removal was improved when the ratio of solvent : complex increased to 4 : 1. When mixing time and temperature was up to for 1hr, at 50$^{\circ}C$ respectively, the efficiency of cholesterol removal improved to 99%. It concluded that the efficiency of cholesterol removal of 50% renewed one contained $\beta$-cyclodextrin were 81.1% while the cholesterol removal efficiency of 100% renewed $\beta$-cyclodextrin was 24% if cholesterol removal efficiency of new $\beta$-cyclodextrin were 100%.

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Neutrinoless Double Beta Decay and Light Sterile Neutrino

  • Jang, C.H.;Kim, B.J.;Ko, Y.J.;Siyeon, K.
    • Journal of the Korean Physical Society
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    • 제73권11호
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    • pp.1625-1630
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    • 2018
  • The recent neutrino experiment results show a preference on normal mass ordering of neutrinos. The global efforts to search for neutrinoless double beta decays undergo a broad gap with the approach to the prediction in three-neutrino framework based on the normal ordering. Current research is to show that it is possible to find a neutrinoless double beta decay signal even with normal ordered neutrino masses. We propose the existence of light sterile neutrino as a solution to the higher effective mass of electron neutrino expected by experiments under operation. A few short-baseline oscillation experiments gave rise to exclusion bound to the mass of sterile neutrino and its mixing with the lightest neutrino. It is demonstrated that results of neutrinoless double beta decays can also narrow down the ranges of the mass and the mixing angle of sterile neutrino.

Geometric ergodicity for the augmented asymmetric power GARCH model

  • Park, S.;Kang, S.;Kim, S.;Lee, O.
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1233-1240
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    • 2011
  • An augmented asymmetric power GARCH(p, q) process is considered and conditions for stationarity, geometric ergodicity and ${\beta}$-mixing property with exponential decay rate are obtained.

Nonparametric Granger Causality Test

  • Jeong, Ki-ho;Nishiyama, Yoshihiko
    • Journal of the Korean Data and Information Science Society
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    • 제18권1호
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    • pp.195-210
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    • 2007
  • This paper develops a consistent nonparametric test for Granger causality in the context of strong-mixing process, which covers a large class of stationary processes including ARMA and ARCH models. The previously proposed tests require absolute regularity ($\beta$-mixing) more stringent than the strong-mixing condition. We prove the consistency of the test under a high level assumption on the approximation error of U statistic by its projection. Due to the sample splitting, the test statistic we propose is asymptotically normally distributed under the null.

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초유동 콘크리트의 최적배합 선정방법 및 경제성 분석 (The Selection of Optimal Mixing Proportion and Cost Analysis in the SFC)

  • 박칠림;김무한;권영호;이상수;원철
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 1998년도 가을 학술발표논문집(II)
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    • pp.262-268
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    • 1998
  • This research is to examine the selected method of optimal mixing proportion and cost analysis in the super flowing concrete. As confined water $ratio($\beta_p$)$ and K is introduced, itis to establish optimal mixing design of super flowing concrete according to the steps of paste, mortar and concrete. From paste and mortar test, it was led to $$\beta_p$$ and $K_p$satisfying the optimum condions depending on the kinds of binders. Then $$\beta_p$$ and $K_p$ is reflected to the mix condition of super flowing concrete. The result of test, the mix condition of super flowing concrete satisfied the quality performance of concrete with adjustment of additional rate of the superplasticizer. Besides, in case of design strength $350kg/\textrm{cm}^2$ of concrete, material cost in super flowing concrete is able to be reduced 5~16% in replacement of fly ash 30% in ordinary portland cement and slag cement.

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초유동 콘크리트의 배합설계에 관한 연구 (The Study on the Mix Design of the Super Flowing Concrete)

  • 권영호;이상수;안재현;박칠림
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 1996년도 가을 학술발표회 논문집
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    • pp.283-289
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    • 1996
  • In this paper, the mix design of the super flowing concrete is described with respcet to basic concept, confined water ratio($\beta_p$), volume ratio of water-binder(w/b), volume ratio of fine aggregates($S_r$) and coarse aggregates($G_v$). The primary purposes of this study are to evaluate the effects of cementitious materials(fly ash, slag cement, portland cement), mixing factors ($\beta_p$, w/b, $S_r$, $G_v$)., and to propose the mix design method of the super flowing concrete. As results of this study, confined water ratio($\beta_p$) of cementitious materials is very high (0.99~1.1), and then the ranges of the optimum mixing factors to be satisfied with the super flowing concrete are $S_r$ 47$\ell$ 2%, $G_v$ 52$\ell$ 1%.

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부형제의 혼합비에 따른 분말식초의 품질 특성 (Effects of the Proportions of Wall Materials on the Characteristics of Spray Dried Vinegar)

  • 황성희;홍주헌;정용진;윤광섭
    • 한국식품저장유통학회지
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    • 제9권2호
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    • pp.189-193
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    • 2002
  • 천연식초를 이용하여 분말식초의 제조방법을 개발하고자 부형제의 비율을 달리하여 제조한 분말식초의 품질특성을 평가하여 분말식초의 제조 가능성을 검토하였다. 혼합 피복 물질로 제조된 분말식초의 품질특성을 비교한 결과 $\beta$-cyclodextrin과 gum arabic이 2.5:7.5의 비율로 제조한 분말식초가 비교적 낮은 수분함량을 나타내었고 산도는 높은 수치를 나타내 식초를 포집하는 능력이 가장 좋은 것으로 나타났다. 또한 이 비율로 제조한 분말식초의 흡습성 또한 비교적 낮은 값을 나타내었으며 열안정성은 모든 시료가 높은 수치를 나타내 열에는 모두 안정함을 알 수 있었다. 주사 현미경으로 관찰한 분체의 형태는 모두 구형을 형성하여 분말식초에서 캡슐이 형성되었음을 알 수 있었다. 관능검사 결과도 신맛의 증가로 높은 점수를 받았다. 이상의 결과로 분말식초의 제조시 피복물질의 혼합비율별은 $\beta$-cyclodextrin 과 gum arabic을 2.5:7.5의 비율로 제조하는 것이 가장 우수한 것으로 나타났다.