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Milang Journal of Mathematics and Its Applications
Published by Institut Pertanian Bogor
ISSN : -     EISSN : 29635233     DOI : https://doi.org/10.29244/milang.18.1
Core Subject : Science, Education, Agriculture, Engineering,
Agriculture, Biological Sciences & Forestry Computer Science & IT Control & Systems Engineering Earth & Planetary Sciences Mathematics
The name MILANG is a Sundanese word that means “to count”, and is also an acronym of the topics covered in the journal: Mathematics in Informatics, Life Sciences, Actuarial Science, Natural Sciences, and Graph Theory.
Arjuna Subject : Matematika - Matematika (Lain-Lain)
Articles 5 Documents
 1 
Search results for , issue "Vol. 3 No. 1 (2004): Journal of Mathematics and Its Applications" : 5 Documents clear
ESTIMATING THE PROBABILITY OF MISCLASSIFICATIONS IN TWO-GROUPS DISCRIMINANT ANALYSIS I W. MANGKU
MILANG Journal of Mathematics and Its Applications Vol. 3 No. 1 (2004): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (144.252 KB) | DOI: 10.29244/jmap.3.1.1-10

Abstract

This paper is a survey study on estimation of the pro- bability of misclassifications in two-groups discriminant analysis using the linear discriminant function as the classification rule. Here we consider two groups of estimators, namely parametric esti- mators and empirical estimators. The results of some comparative studies on the performances of the considered estimators are also discussed.
AN OPTIMAL TRANSACTION INTERVALS FOR PORTFOLIO SELECTION PROBLEM WITH BULLET TRANSACTION COS E. SYAHRIL
MILANG Journal of Mathematics and Its Applications Vol. 3 No. 1 (2004): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (170.573 KB) | DOI: 10.29244/jmap.3.1.11-26

Abstract

This paper discusses an optimal transaction interval for a consumption and investment decision problem for an indi- vidual who has available a riskless asset paying fixed interest rate and a risky asset driven by Brownian motion price fluctuations. The individual observes current wealth when making transactions, that transactions incur costs, and that decisions to transact can be made at any time based on all current information. The trans- actions costs is fixed for every transaction, regardless of amount transacted. In addition, the investor is charged a fixed fraction of total wealth as management fee. The investor’s objective is to maximize the expected utility of consumption over a given horizon. The problem faced by the investor is formulated in a stochastic discrete-continuous-time control problem. An optimal transaction interval for the inverstor is derived.
THE ERGODICITY OF THE OBSERVED PROCESS OF A HIDDEN MARKOV MODEL B. SETIAWATY
MILANG Journal of Mathematics and Its Applications Vol. 3 No. 1 (2004): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (99.973 KB) | DOI: 10.29244/jmap.3.1.27-34

Abstract

This paper presents some properties of a stationary hidden Markov model. The most important is the ergodicity of the observed process which is essential for limit theorems.
SUATU FORMULASI HAMILTON BAGI GERAK GELOMBANG INTERFACIAL YANG MERAMBAT DALAM DUA ARAH J. JAHARUDDIN
MILANG Journal of Mathematics and Its Applications Vol. 3 No. 1 (2004): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (105.016 KB) | DOI: 10.29244/jmap.3.1.35-44

Abstract

Dalam artikel ini dibahas suatu formulasi Hamilton untuk menggambarkan gerak gelombang interfacial yang meram- bat dalam dua arah. Persamaan Boussinesq yang diperoleh ditun- jukkan memiliki struktur sebagai suatu sistem Hamilton dengan peubah kanoniknya adalah simpangan gelombang di interface yang bergerak ke arah kanan, dan simpangan gelombang lainnya yang bergerak ke arah kiri. Dalam hal ini menggunakan asumsi batas atas rata. Hamilton dari sistem ini adalah penjumlahan energi kinetik dan energi potensialnya, tetapi berdasarkan pada asumsi gelombang panjang dan amplitudo kecil.
Bifurkasi Hopf Model Mangsa-Pemangsa Bazykin A. KUSNANTO
MILANG Journal of Mathematics and Its Applications Vol. 3 No. 1 (2004): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jmap.3.1.45

Abstract

Dalam tulisan ini dikaji model mangsa-pemangsa Bazykin [1] yang merupakan pengembangan model May [4] dengan menambahkan aspek kejenuhan interaksi pada mangsa dan pemangsanya. Setelah melakukan penskalaan baru dan pelinearan di sekitar titik tetap, akan diperoleh kelas-kelas parameter yang akan memunculkan suatu orbit periodik dengan menerapkan prinsip bifurkasi Hopf. Visualisasi keberadaan orbit periodik akan dilakukan dengan bantuan software LOCBIF.

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