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INDONESIA
Journal of the Indonesian Mathematical Society
ISSN : 20868952     EISSN : 24600245     DOI : -
Core Subject : Education,
Journal of the Indonesian Mathematical Society disseminates new research results in all areas of mathematics and their applications. Besides research articles, the journal also receives survey papers that stimulate research in mathematics and their applications.
Arjuna Subject : -
Articles 12 Documents
Search results for , issue "Volume 15 Number 1 (April 2009)" : 12 Documents clear
THE COVARIATION FUNCTION FOR SYMMETRIC Α-STABLE RANDOM VARIABLES WITH FINITE FIRST MOMENTS Rosadi, Dedi
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.39.1-12

Abstract

In this paper, we discuss a generalized dependence measure which is designed to measure dependence of two symmetric alpha;-stable random variables with finite mean(1alpha;=2) and contains the covariance function as the special case (when alpha;=2). Weshortly discuss some basic properties of the function and consider several methods to estimate the function and further investigate the numerical properties of the estimatorusing the simulated data. We show how to apply this function to measure dependence of some stock returns on the composite index LQ45 in Indonesia Stock Exchange.DOI : http://dx.doi.org/10.22342/jims.15.1.39.1-12
ON THE OPTIMAL CONTROL COMPUTATION OF LINEAR SYSTEMS Tjahjana, H.; Pranoto, I.; Muhammad, H.; Naiborhu, J.
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.40.13-20

Abstract

In this paper, we consider a numerical method for designing optimal controlon Linear Quadratic Regulator (LQR) problem. In the optimal control design process through Pontryagin Maximum Principle (PMP), we obtain a system of diferential equations in state and costate variables. This system lacks of initial condition on the adjoint variables, and this situation creates classic dificulty for solving optimal control problems.This paper proposes a constructive method to approximate the initial condition of the adjoint system.DOI : http://dx.doi.org/10.22342/jims.15.1.40.13-20
INTERVAL OSCILLATION CRITERIA FOR HIGHER ORDER NEUTRAL NONLINEAR DIFFERENTIAL EQUATIONS WITH DEVIATING ARGUMENTS Xu, Run; Meng, Fanwei
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.41.21-35

Abstract

"Pdf File"DOI : http://dx.doi.org/10.22342/jims.15.1.41.21-35
CONSISTENCY OF A KERNEL-TYPE ESTIMATOR OF THE INTENSITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND Mangku, I Wayan; -, Siswadi; Budiarti, Retno
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.42.37-48

Abstract

A consistent kernel-type nonparametric estimator of the intensity function of a cyclic Poisson process in the presence of linear trend is constructed and investigated. It is assumed that only a single realization of the Poisson process is observed in a bounded window. We prove that the proposed estimator is consistent when the size of the window in definitely expands.DOI : http://dx.doi.org/10.22342/jims.15.1.42.37-48
NEW INEQUALITIES ON THE HOMOGENEOUS FUNCTIONS Lokesha, V.; Nagaraja, K. M.; Simsek, Y.
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.43.49-59

Abstract

"Pdf File"DOI : http://dx.doi.org/10.22342/jims.15.1.43.49-59
THE RAMSEY NUMBERS OF LINEAR FOREST VERSUS 3K3 2K4 Sudarsan, I W.; Baskoro, E. T.; Assiyatun, H.; Uttunggadewa, S.
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.44.61-67

Abstract

"Pdf File"DOI : http://dx.doi.org/10.22342/jims.15.1.44.61-67
THE COVARIATION FUNCTION FOR SYMMETRIC Α-STABLE RANDOM VARIABLES WITH FINITE FIRST MOMENTS Dedi Rosadi
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.39.1-12

Abstract

In this paper, we discuss a generalized dependence measure which is designed to measure dependence of two symmetric &alpha;-stable random variables with finite mean(1<&alpha;<=2) and contains the covariance function as the special case (when &alpha;=2). Weshortly discuss some basic properties of the function and consider several methods to estimate the function and further investigate the numerical properties of the estimatorusing the simulated data. We show how to apply this function to measure dependence of some stock returns on the composite index LQ45 in Indonesia Stock Exchange.DOI : http://dx.doi.org/10.22342/jims.15.1.39.1-12
ON THE OPTIMAL CONTROL COMPUTATION OF LINEAR SYSTEMS H. Tjahjana; I. Pranoto; H. Muhammad; J. Naiborhu
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.40.13-20

Abstract

In this paper, we consider a numerical method for designing optimal controlon Linear Quadratic Regulator (LQR) problem. In the optimal control design process through Pontryagin Maximum Principle (PMP), we obtain a system of diferential equations in state and costate variables. This system lacks of initial condition on the adjoint variables, and this situation creates classic dificulty for solving optimal control problems.This paper proposes a constructive method to approximate the initial condition of the adjoint system.DOI : http://dx.doi.org/10.22342/jims.15.1.40.13-20
INTERVAL OSCILLATION CRITERIA FOR HIGHER ORDER NEUTRAL NONLINEAR DIFFERENTIAL EQUATIONS WITH DEVIATING ARGUMENTS Run Xu; Fanwei Meng
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.41.21-35

Abstract

"Pdf File"DOI : http://dx.doi.org/10.22342/jims.15.1.41.21-35
CONSISTENCY OF A KERNEL-TYPE ESTIMATOR OF THE INTENSITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND I Wayan Mangku; Siswadi -; Retno Budiarti
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.42.37-48

Abstract

A consistent kernel-type nonparametric estimator of the intensity function of a cyclic Poisson process in the presence of linear trend is constructed and investigated. It is assumed that only a single realization of the Poisson process is observed in a bounded window. We prove that the proposed estimator is consistent when the size of the window in definitely expands.DOI : http://dx.doi.org/10.22342/jims.15.1.42.37-48

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