Browsing by Author "Chen, Yu-Ting"

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A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps
(2009)
Chen, Yu-Ting
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Sheu, Yuan-Chung
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應用數學系
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Department of Applied Mathematics
In this article, we study the discounted penalty at ruin in a perturbed compound Poisson model with two-sided jumps. We show that it satisfies a renewal equation under suitable conditions and consider an application of this renewal equation to study some perpetual American options. In particular, our renewal equation gives a generalization of the renewal equation in Gerber and Landry [2] where only downward jumps are allowed.
A note on first passage functionals for hyper-exponential jump-diffusion processes
(2013-01-04)
Chen, Yu-Ting
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Sheu, Yuan-Chung
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Chang, Ming-Chi
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應用數學系
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Department of Applied Mathematics
This investigation concerns the hyper-exponential jump-diffusion processes. Following the exposition of the two-sided exit problem by Kyprianou [10] and Asmussen and Albrecher [1], this study investigates first passage functionals for these processes. The corresponding boundary value problems are solved to obtain an explicit formula for the first passage functionals.
A NOTE ON R-BALAYAGES OF MATRIX-EXPONENTIAL LEVY PROCESSES
(2009-04-21)
Chen, Yu-Ting
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Sheu, Yuan-Chung
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應用數學系
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Department of Applied Mathematics
In this note we give semi-explicit solutions for r-balayages of matrix-exponential Levy processes. To this end, we turn to an identity for the joint Laplace transform of the first entry time and the undershoot and a semi-explicit solution of the negative Wiener-Hopf factor. Our result is closely related to the works by Mordecki in [11], Asmussen, Avram and Pistorius in [3], Chen, Lee and Sheu in [7], and many others.
An Agent-Based Auction Protocol on Mobile Devices
(2014)
Chung, Yu-Fang
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Chen, Tzer-Long
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Chen, Tzer-Shyong
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Chiang, Dai-Lun
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Chen, Yu-Ting
This paper proposes an English auction protocol to preserve a secure, fair, and effective online auction environment, where the operations are integrated with mobile agent technology for bidders participating in online auctions. The protocol consists of four participants, namely, registration manager, agent house, auction house, and bidder.
An agent-based English auction protocol using Elliptic Curve Cryptosystem for mobile commerce
(2011-08-01)
Chung, Yu-Fang
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Chen, Yu-Ting
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Chen, Tzer-Long
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Chen, Tzer-Shyong
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資訊工程學系
Rapid development of the Internet and the extensive use of mobile phones have increased demand for mobile devices in Internet auctions. This trend is acting as an incentive to develop an auction model for mobile-based environment. Recently, Kuo-Hsuan Huang proposed a mobile auction agent model (MoAAM), which allows the bidders to participate in online auctions through a mobile agent. He used modular exponentiation operations in his method. As a result, the processing time for key generation, bidding, and verification were long. Thus, we propose to add the concept of Elliptic Curve Cryptosystem (ECC) onto MoAAM, because ECC has low computation amount and small key size, both of which will aid to increase the speed in generating keys, bidding, and verification. In terms of reduction of computation load on mobile devices and auction-manager server, the proposed method will make online auction system more efficient as well as more convenient to use. This paper mainly uses the English auction protocol as the key auction protocol. The protocol consists of four entities: Registration Manager (RM), Agent House (AH), Auction House (AUH), and Bidders (B). The Registration Manager registers and verifies Bidder identity. The Agent House manages the agents and assigns public transaction keys to Bidders. The Auction House provides a place for auction and maintains all necessary operations for a smooth online auction. Bidders are buyers who are interested in purchasing items at the auction. Our proposed method conforms to the requirements of an online auction protocol in terms of anonymity, traceability, no framing, unforgetability, non-repudiation, fairness, public verifiability, unlinkability among various auction rounds, linkability within a single auction round, efficiency of bidding, one-time registration, and easy revocation. (C) 2011 Elsevier Ltd. All rights reserved.
An Agent-Based English Auction Protocol Using Elliptic Curve Cryptosystem for Mobile Commerce
(2009)
Chung, Yu-Fang
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Chen, Tzer-Shyong
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Chen, Yu-Ting
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Lee, Chiu-Chan
;
Wang, Szu-Wen
With the rapid development of Internet and the extensive Use of mobile phones, the demand for the use of mobile devices in Internet auctions has increased. Because of this trend, there is an incentive to develop an auction model that is to be used on a mobile-based environment. Recently, Kuo-Hsuan Huang proposed a mobile auction agent model (MoAAM), which allows the bidders to participate in online auctions through a mobile agent. Huang used modular exponentiation operations in his method; however, it would increase the processing time for key generation, bidding, and verification. Thus, we propose to add the concept of Elliptic Curve Cryptosystem (ECC) onto MoAAM, because ECC is able to provide low computation amount and small key size. It would aid to increase the speed in generating keys, bidding, and verification. In terms of reduction of computation load on mobile devices and auction-manager server load, the proposed method will make online auction system become more convenient for users. This paper mainly uses the English auction protocol as the key auction protocol. The protocol consists of four entities: Registration Manager, Agent House, Auction House and Bidder. Especially, our proposed method conforms to the requirements of an online auction protocol, like anonymity, public verifiability, one-time registration, etc.
AN INTEGRAL-EQUATION APPROACH FOR DEFAULTABLE BOND PRICES WITH APPLICATION TO CREDIT SPREADS
(2009-03-01)
Chen, Yu-Ting
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Lee, Cheng-Few
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Sheu, Yuan-Chung
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應用數學系
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Department of Applied Mathematics
We study defaultable bond prices in the Black-Cox model with jumps in the asset value. The jump-size distribution is arbitrary, and following Longstaff and Schwartz (1995) and Zhou (2001) we assume that, if default occurs, the recovery at maturity depends on the,severity of default'. Under this general setting, the vehicle for our analysis is an integral equation. With the aid of this, we prove some properties of the bond price which are consistent numerically and empirically with earlier works. In particular, the limiting credit spread as time to maturity tends to 0 is nonzero. As a by product, we show that the integral equation implies an infinite-series expansion for the bond price.
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
(2007-07-01)
Chen, Yu-Ting
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Lee, Cheng-Few
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Sheu, Yuan-Chung
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應用數學系
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資訊管理與財務金融系註：原資管所+財金所
Under the assumption that the asset value follows a phase-type jump-diffusion, we show that the expected discounted penalty satisfies an ODE and obtain a general form for the expected discounted penalty. In particular, if only downward jumps are allowed, we get an explicit formula in terms of the penalty function and jump distribution. On the other band, if the downward jump distribution is a mixture of exponential distributions (and upward jumps are determined by a general Levy measure), we obtain closed-form solutions for the expected discounted penalty. As an application, we work out an example in Leland's structural model with jumps. For earlier and related results, see Gerber and Landry [Insur. Math. Econ. 22:263276, 1998], Hilberink and Rogers [Finance Stoch. 6:237-263, 2002], Asmussen et al. [Stoch. Proc. Appl. 109:79-111, 2004], and Kyprianou and Surya [Finance Stoch. 11:131-152, 2007].
Atomic-Scale Evolution of Local Electronic Structure Across Multiferroic Domain Walls
(2011-04-05)
Chiu, Ya-Ping
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Chen, Yu-Ting
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Huang, Bo-Chao
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Shih, Min-Chuan
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Yang, Jan-Chi
Direct evidence of the electronic configurations across domain walls in BiFeO(3) is quantitatively characterized by cross-sectional scanning tunneling microscopy. Atomic-scale band evolution and the asymmetrically built-in potential barrier at domain boundaries are demonstrated. The 109 degrees domain walls register a remarkable decrease in the bandgap, suggesting a new route to control the local conducting channels within 2 nm.
Blue resonant-cavity light-emitting diode with half milliwatt output power
(2016-01-01)
Yeh, Pinghui S.
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Chang, Chi-Chieh
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Chen, Yu-Ting
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Lin, Da-Wei
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Wu, Chun Chia
GaN-based resonant-cavity light-emitting diode (RCLED) has a circular output beam with superior directionality than conventional LED and has power scalability by using two-dimensional-array layout. In this work, blue RCLEDs with a top reflector of approximately 50% reflectance were fabricated and characterized. An output power of more than 0.5 mW per diode was achieved before packaging under room-temperature continuous-wave (CW) operation. The full width at half maximum (FWHM) of the emission spectrum was approximately 3.5 and 4.5 nm for 10- and 20-mu m-diameter devices, respectively. And the peak wavelength as well as the FWHM remained stable at various currents and temperatures.
Characterization and prediction of mRNA polyadenylation sites in human genes
(2011-04-01)
Chang, Tzu-Hao
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Wu, Li-Ching
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Chen, Yu-Ting
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Huang, Hsien-Da
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Liu, Baw-Jhiune
The accurate identification of potential poly(A) sites has contributed to all many studies with regard to alternative polyadenylation. The aim of this study was the development of a machine-learning methodology that will help to discriminate real polyadenylation signals from randomly occurring signals in genomic sequence. Since previous studies have revealed that RNA secondary structure in certain genes has significant impact, the authors tried to computationally pinpoint common structural patterns around the poly(A) sites and to investigate how RNA secondary structure may influence polyadenylation. This involved an initial study on the impact of RNA structure and it was found using motif search tools that hairpin structures might be important. Thus, it was propose that, in addition to the sequence pattern around poly(A) sites, there exists a widespread structural pattern that is also employed during human mRNA polyadenylation. In this study, the authors present a computational model that uses support vector machines to predict human poly(A) sites. The results show that this predictive model has a comparable performance to the current prediction tool. In addition, it was identified common structural patterns associated with polyadenylation using several motif finding programs and this provides new insight into the role of RNA secondary structure plays in polyadenylation.
Dual operation characteristics of resistance random access memory in indium-gallium-zinc-oxide thin film transistors
(2014-04-14)
Yang, Jyun-Bao
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Chang, Ting-Chang
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Huang, Jheng-Jie
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Chen, Yu-Chun
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Chen, Yu-Ting
In this study, indium-gallium-zinc-oxide thin film transistors can be operated either as transistors or resistance random access memory devices. Before the forming process, current-voltage curve transfer characteristics are observed, and resistance switching characteristics are measured after a forming process. These resistance switching characteristics exhibit two behaviors, and are dominated by different mechanisms. The mode 1 resistance switching behavior is due to oxygen vacancies, while mode 2 is dominated by the formation of an oxygen-rich layer. Furthermore, an easy approach is proposed to reduce power consumption when using these resistance random access memory devices with the amorphous indium-gallium-zinc-oxide thin film transistor. (C) 2014 AIP Publishing LLC.
Effect of NH(3) Plasma Nitridation on Hot-Carrier Instability and Low-Frequency Noise in Gd-Doped High-kappa Dielectric nMOSFETs
(2011-03-01)
Chen, Yu-Ting
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Chen, Kun-Ming
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Lin, Cheng-Li
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Yeh, Wen-Kuan
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Huang, Guo-Wei
The effects of post-NH(3) plasma nitridation on device's hot-carrier instability and low-frequency noise in the Hf-based high-kappa/metal-gate n-channel metal-oxide-semiconductor field-effect transistors (nMOSFETs) with gadolinium (Gd) cap layers are investigated. With postnitridation, the direct-current and 1/f noise characteristics can be improved apparently. Moreover, a hot-carrier stressing-induced threshold voltage shift can be also suppressed despite of a similar transconductance degradation when comparing with that in the device without nitridation. With the charge-pumping and low-frequency noise measurements, we find that the bulk-and interfacial-trap densities can be reduced with nitrogen incorporation. The reduction of bulk and interfacial traps can be contributed to the suppression of Gd diffusion into a high-kappa layer. In this paper, appropriate post-NH(3) plasma nitridation can improve the device performance and reliability and low-frequency noise for a gate-first high-kappa/metal-gate nMOSFET with a Gd cap layer.
Effect of NH3 Plasma Nitridation on Hot-Carrier Instability and Low-Frequency Noise in Gd-Doped High-kappa Dielectric nMOSFETs
(2011-03-01)
Chen, Yu-Ting
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Chen, Kun-Ming
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Lin, Cheng-Li
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Yeh, Wen-Kuan
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Huang, Guo-Wei
The effects of post-NH3 plasma nitridation on device's hot-carrier instability and low-frequency noise in the Hf-based high-kappa/metal-gate n-channel metal-oxide-semiconductor field-effect transistors (nMOSFETs) with gadolinium (Gd) cap layers are investigated. With postnitridation, the direct-current and 1/f noise characteristics can be improved apparently. Moreover, a hot-carrier stressing-induced threshold voltage shift can be also suppressed despite of a similar transconductance degradation when comparing with that in the device without nitridation. With the charge-pumping and low-frequency noise measurements, we find that the bulk-and interfacial-trap densities can be reduced with nitrogen incorporation. The reduction of bulk and interfacial traps can be contributed to the suppression of Gd diffusion into a high-kappa layer. In this paper, appropriate post-NH3 plasma nitridation can improve the device performance and reliability and low-frequency noise for a gate-first high-kappa/metal-gate nMOSFET with a Gd cap layer.
Enhancement of the stability of resistive switching characteristics by conduction path reconstruction
(2013-07-22)
Huang, Jheng-Jie
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Chang, Ting-Chang
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Yu, Chih-Cheng
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Huang, Hui-Chun
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Chen, Yu-Ting
In this study, a Pt/BiFeO3/TiN device was fabricated and the resistance switching characteristics were investigated. After the first forming process, the conduction path was formed and exhibited unstable bipolar switching characteristics. Subsequently, the original conduction path was destroyed thoroughly by high negative bias. By reconstructing the conduction path after a second forming process (re-forming process), the device exhibits stable bipolar switching characteristics. Transmission electron microscopy analysis indicates that the stability of switching behavior was enhanced because of the joule heating effect, and is an easy way to improve the resistance switching characteristics. (C) 2013 AIP Publishing LLC.
First exit from an open set for a matrix-exponential Levy process
(2017-08-01)
Chen, Yu-Ting
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Chen, Yu-Tzu
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Sheu, Yuan-Chung
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應用數學系
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Department of Applied Mathematics
We study the first exit from a general open set for a one-dimensional Levy process, where the Levy measure is proportional to a two-sided matrix-exponential distribution. Under appropriate conditions on the Levy measure, we obtain an explicit solution for the joint distribution of the first-exit time and the position of the Levy process upon first exit, in terms of the zeros and poles of the corresponding Laplace exponent. The present result complements several earlier works on the use of exit sets for Levy processes with algebraically similar Laplace exponents, where exits from open intervals are the main focus. Published by Elsevier B.V.
Image formation modeling and analysis of near-eye light field displays
(2019-04-01)
Qin, Zong
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Chou, Ping-Yen
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Wu, Jui-Yi
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Chen, Yu-Ting
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Huang, Cheng-Ting
Near-eye light field displays based on integral imaging through a microlens array provide attractive features like ultra-compact volume and freedom of the vergence-accommodation conflict to head-mounted displays with virtual or augmented reality functions. To enable optimal design and analysis of such systems, it is desirable to have a physical model that incorporates all factors that affect the image formation, including diffraction, aberration, defocusing, and pixel size. Therefore, in this study, using the fundamental Huygens-Fresnel principle and the Arizona eye model with adjustable accommodation, we develop an image formation model that can numerically calculate the retinal light field image with near-perfect accuracy, and experimentally verify it with a prototype system. Next, based on this model, the visual resolution is analyzed for different field of views (FOVs). As a result, a rapid resolution decay with respect to FOV caused by off-axis aberration is demonstrated. Finally, resolution variations as a function of image depth are analyzed based on systems with different central depth planes. Significantly, the resolution decay is revealed to plateau when the image depth is large enough, which is different from real-image type light field displays.
Impact of Electroforming Current on Self-Compliance Resistive Switching in an ITO/Gd:SiOx/TiN Structure
(2013-07-01)
Tseng, Hsueh-Chih
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Chang, Ting-Chang
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Wu, Yi-Chun
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Wu, Sei-Wei
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Huang, Jheng-Jie
This letter investigates self-compliance behavior for nonvolatile resistance random access memory using the indium tin oxide (ITO)/Gd:SiOx/TiN structure. Different current compliances in the electroforming process results in different trends in the set process, including a different self-compliance scale and one-or two-step set behaviors. The oxygen ions generated during the electroforming and set process drift to ITO, inducing a semiconductor-like ITO interface formation, which can be regarded as a self-built series resistor.
Impact of Highly Compressive Interlayer-Dielectric-SiN(x) Stressing Layer on 1/f Noise and Reliability of SiGe-Channel pMOSFETs
(2010-12-01)
Chen, Yu-Ting
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Chen, Kun-Ming
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Liao, Wen-Shiang
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Huang, Guo-Wei
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Huang, Fon-Shan
The 1/f noise and reliability of SiGe-channel pMOSFETs with a highly compressive contact-etching stop-layer (CESL) interlayer-dielectric-SiN(x) stressing layer have been studied in this letter. The SiGe-channel devices with a highly compressive CESL layer have higher drain current and lower 1/f noise than the conventional SiGe-channel and bulk-Si devices. However, the device reliability is degraded while integrating with the highly compressive CESL layer. By examining the effective oxide-trap densities under hot-carrier instability stress, we find that the incorporated hydrogen in gate oxide during CESL layer deposition may play an important role on the 1/f noise and device reliability.
Impact of Highly Compressive Interlayer-Dielectric-SiNx Stressing Layer on 1/f Noise and Reliability of SiGe-Channel pMOSFETs
(2010-12-01)
Chen, Yu-Ting
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Chen, Kun-Ming
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Liao, Wen-Shiang
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Huang, Guo-Wei
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Huang, Fon-Shan
The 1/f noise and reliability of SiGe-channel pMOSFETs with a highly compressive contact-etching stop-layer (CESL) interlayer-dielectric-SiNx stressing layer have been studied in this letter. The SiGe-channel devices with a highly compressive CESL layer have higher drain current and lower 1/f noise than the conventional SiGe-channel and bulk-Si devices. However, the device reliability is degraded while integrating with the highly compressive CESL layer. By examining the effective oxide-trap densities under hot-carrier instability stress, we find that the incorporated hydrogen in gate oxide during CESL layer deposition may play an important role on the 1/f noise and device reliability.