• Title/Summary/Keyword: Chernoff bound

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EXPONENTIAL FAMILIES RELATED TO CHERNOFF-TYPE INEQUALITIES

  • Bor, G.R.Mohtashami
    • Journal of the Korean Mathematical Society
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    • v.39 no.4
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    • pp.495-507
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    • 2002
  • In this paper, the characterization results related to Chernoff-type inequalities are applied for exponential-type (continuous and discrete) families. Upper variance bound is obtained here with a slightly different technique used in Alharbi and Shanbhag [1] and Mohtashami Borzadaran and Shanbhag [8]. Some results are shown with assuming measures such as non-atomic measure, atomic measure, Lebesgue measure and counting measure as special cases of Lebesgue-Stieltjes measure. Characterization results on power series distributions via Chernoff-type inequalities are corollaries to our results.

Application of Chernoff bound to passive system reliability evaluation for probabilistic safety assessment of nuclear power plants

  • So, Eunseo;Kim, Man Cheol
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.2915-2923
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    • 2022
  • There is an increasing interest in passive safety systems to minimize the need for operator intervention or external power sources in nuclear power plants. Because a passive system has a weak driving force, there is greater uncertainty in the performance compared with an active system. In previous studies, several methods have been suggested to evaluate passive system reliability, and many of them estimated the failure probability using thermal-hydraulic analyses and the Monte Carlo method. However, if the functional failure of a passive system is rare, it is difficult to estimate the failure probability using conventional methods owing to their high computational time. In this paper, a procedure for the application of the Chernoff bound to the evaluation of passive system reliability is proposed. A feasibility study of the procedure was conducted on a passive decay heat removal system of a micro modular reactor in its conceptual design phase, and it was demonstrated that the passive system reliability can be evaluated without performing a large number of thermal-hydraulic analyses or Monte Carlo simulations when the system has a small failure probability. Accordingly, the advantages and constraints of applying the Chernoff bound for passive system reliability evaluation are discussed in this paper.

Chernoff Bound and the Refined Large Deviation Approximation for Connection Admission Control in CDMA Systems

  • Yeong Min Jang
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.4B
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    • pp.338-344
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    • 2002
  • This paper proposes a transient (predictive) connection admission control (CAC) scheme using the transient quality of service (QoS) measure for CDMA cellular systems with bursts On-Off sources. We need an approximate and bounded approach for real-time CAC applications. We derive the transient outage probability as the QoS measure using the Chernoff bound and the refuted large deviation approximation. Numerical results show that the predictive CAC is a promising approach for the multicell CDMA systems.

Performance Analysis of Trellis Coded 8PSK Systems in Fading Environment (페이딩 환경하에서 Trellis 부호화된 8PSK 시스팀의 성능 분석)

  • 김현주;박상규
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.18 no.3
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    • pp.301-309
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    • 1993
  • The performance of trellis coded 8-PSK systems over m-distributed fading channel is analyzed. To compensate the performance degradation due to the fading in mobile communication channels, the trellis code which can obtain the coding gain without bandwidth expansion is used. Using the Chernoff bound and generating function techniques for the trellis coded 8-PSK systems with 4-state and 8-state, the upper bound of the bit error probability is derived. The trellis code of 8-state is better than that of 4-state in the capability of error correction. The coded performance is much better under severe fading environment.

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APPROXIMATION OF THE QUEUE LENGTH DISTRIBUTION OF GENERAL QUEUES

  • Lee, Kyu-Seok;Park, Hong-Shik
    • ETRI Journal
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    • v.15 no.3
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    • pp.35-45
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    • 1994
  • In this paper we develop an approximation formalism on the queue length distribution for general queueing models. Our formalism is based on two steps of approximation; the first step is to find a lower bound on the exact formula, and subsequently the Chernoff upper bound technique is applied to this lower bound. We demonstrate that for the M/M/1 model our formula is equivalent to the exact solution. For the D/M/1 queue, we find an extremely tight lower bound below the exact formula. On the other hand, our approach shows a tight upper bound on the exact distribution for both the ND/D/1 and M/D/1 queues. We also consider the $M+{\Sigma}N_jD/D/1$ queue and compare our formula with other formalisms for the $M+{\Sigma}N_jD/D/1$ and M+D/D/1 queues.

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Distributed Alamouti Space Time Block Coding Based On Cooperative Relay System (협동 중계 시스템을 이용한 분산 Alamouti 시공간 블록 부호)

  • Song, Wei;Cho, Kye-Mun;Lee, Moon-Ho
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.46 no.9
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    • pp.16-23
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    • 2009
  • In this paper, we propose a new distributed Alamouti space-time block coding scheme using cooperative relay system composed of one source node, three relay nodes and one destination node. The source node is assumed to be equipped with two antennas which respectively use a 2-beam array to communicate with two nodes selected from the three relay nodes. During the first time slot, the two signals which respectively were transmitted by one antenna at the source, are selected by one relay node, added, amplified, and forwarded to the destination. During the second time slot, the other two relay nodes implement the conjugate and minusconjugate operations to the two received signals, respectively, each in turn is amplified and forwarded to the destination node. This transmission scheme represents a new distributed Alamouti space-time block code that can be constructed at the relay-destination channel. Through an equivalent matrix expression of symbols, we analyze the performance of this proposed space-time block code in terms of the chernoff upper bound pairwise error probability (PEP). In addition, we evaluate the effect of the coefficient $\alpha$ ($0{\leq}{\alpha}{\leq}1$) determined by power allocation between the two antennas at the source on the received signal performance. Through computer simulation, we show that the received signals at the three relays have same variance only when the value of $\alpha$ is equal to $\frac{2}{3}$, as a consequence, a better performance is obtained at the destination. These analysis results show that the proposed scheme outperforms conventional proposed schemes in terms of diversity gain, PEP and the complexity of relay nodes.