• Bulletin of the Korean Mathematical Society
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• v.49 no.6
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• pp.1327-1334
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• 2012

In this paper, using analytic method and the properties of the Legendre's symbol, we prove an exact calculating formula on the $2m$-th power mean value of the generalized quadratic Gauss sums for $m{\geq}2$. This solves a conjecture of He and Zhang [On the 2k-th power mean value of the generalized quadratic Gauss sums, Bull. Korean Math. Soc. 48 (2011), no. 1, 9-15].

• Bulletin of the Korean Mathematical Society
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• v.48 no.1
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• pp.9-15
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• 2011

The main purpose of this paper is using the elementary and analytic methods to study the properties of the 2k-th power mean value of the generalized quadratic Gauss sums, and give two exact mean value formulae for k = 3 and 4.

• Journal of the Chungcheong Mathematical Society
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• v.29 no.1
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• pp.123-135
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• 2016

In this article, we introduce the transforms of Pythagorean and quadratic means of weighted shifts. We then explore how the transforms of weighted shifts behaves, in comparison with the Aluthge transform.

• Bulletin of the Korean Mathematical Society
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• v.50 no.3
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• pp.873-883
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• 2013

By using the analytic methods, the mean value of the general quadratic Gauss sums weighted by the first power mean of character sums over a short interval is investigated. Several sharp asymptotic formulae are obtained, which show that these sums enjoy good distributive properties. Moreover, interesting connections among them are established.

• Korean Journal of Mathematics
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• v.25 no.1
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• pp.45-60
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• 2017

This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

• Bulletin of the Korean Mathematical Society
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• v.59 no.2
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• pp.431-452
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• 2022

For any positive integer 𝜇, we compute the mean value of the 𝜇-th derivative of quadratic Dirichlet L-functions over the rational function field 𝔽_q(t), where q is a power of 2.

• East Asian mathematical journal
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• v.5 no.1
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• pp.95-110
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• 1989

In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

• Journal of the Chungcheong Mathematical Society
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• v.27 no.1
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• pp.9-16
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• 2014

Let $\mathbb{A}=\mathbb{F}_q[T]$ be a polynomial ring over $\mathbb{F}_q$. In this paper we determine an asymptotic mean value of quadratic Dirich-let L-functions L(s, ${\chi}_{{\gamma}D}$) at the central point s=$\frac{1}{2}$, where D runs over all monic square-free polynomials of even degree in $\mathbb{A}$ and ${\gamma}$ is a generator of $\mathbb{F}_q^*$.

• Communications of the Korean Mathematical Society
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• v.37 no.3
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• pp.635-648
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• 2022

In this paper, we establish an asymptotic formula for mean value of $L^{(k)}({\frac{1}{2}},\;{\chi}_P)$ averaging over ℙ_2g+1 and over ℙ_2g+2 as g → ∞ in odd characteristic. We also give an asymptotic formula for mean value of $L^{(k)}({\frac{1}{2}},\;{\chi}_u)$ averaging over 𝓘_g+1 and over 𝓕_g+1 as g → ∞ in even characteristic.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.945-952
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• 2006

Several accelerated life test plans use tests at only two levels of stress and thus, have practical limitations. They highly depend upon the assumption of a linear relationship between stress and time-to-failure and use only two extreme stresses that can cause irrelevant failure modes. Thus 3-level stress plans are preferable. When the lifetime distribution of test unit is exponential with mean lifetime $\theta_i$ at stress $x_i$, i=0, 1, 2, 3, we derive the optimum quadratic plan under the assumption that a quadratic relationship exists between stress and log(mean lifetime), and propose the compound linear plans, as an alternative to the optimum quadratic plan. The proposed compound linear plan is better than two other compromise plans for constant stress testing and nearly as good as the optimum quadratic plan, and has the advantage of simplicity.