• Journal of the Korean Statistical Society
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• v.36 no.2
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• pp.321-333
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• 2007

In the proportional hazard model with the beta process prior, the posterior computation with the discrete approximation is considered. The time period of interest is partitioned by small intervals. On each partitioning interval, the likelihood is approximated by that of a binomial experiment and the beta process prior is by a beta distribution. Consequently, the posterior is approximated by that of many independent binomial model with beta priors. The analysis of the leukemia remission data is given as an example. It is illustrated that the length of the partitioning interval affects the posterior and one needs to be careful in choosing it.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.9B
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• pp.783-792
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• 2003

We consider a finite-buffer discrete-time queueing system with fixed-size bulk-service discipline: Geo/ $G^{B}$1/K＋B. The main purpose of this paper is to present a performance analysis of this system that has a wide range of applications in Asynchronous Transfer Mode (ATM) and other related telecommunication systems. For this purpose, we first derive the departure-epoch probabilities based on the embedded Markov chain method. Next, based on simple rate in and rate out argument, we present stable relationships for the steady-state probabilities of the queue length at different epochs: departure, random, and arrival. Finally, based on these relationships, we present various useful performance measures of interest such as the moments of number of packets in the system at three different epochs and the loss probability. The numerical results are presented for a deterministic service-time distribution - a case that has gained importance in recent years.s.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.27 no.1
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• pp.131-134
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• 2023

The age of information (AoI) was proposed to quantify the freshness of information about the status of a remote source system, which is defined as the amount of time that has elapsed since a packet was created at its source. This paper analyzes the age of information of a discrete time Geo/D/1/1 status update system. For this purpose, the system is modeled as a discrete-time two-state Markov chain. The stationary probability distributions for peak AoI and AoI are obtained. The average peak AoI, the average AoI, and the freshness ratio of information are also derived. Some numerical results of the analysis are presented.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.11 no.3
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• pp.179-196
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• 1986

In this paper, the peformance of a statistical packet voice/data multiplexer is studied. In ths study we assume that in the packet voice/data multiplexer two separate finite queues are used for voice and data traffics, and that voice traffic gets priority over data. For the performance analysis we divide the output link of the multiplexer into a sequence of time slots. The voice signal is modeled as an (M+1) - state Markov process, M being the packet generation period in slots. As for the data traffic, it is modeled by a simple Poisson process. In our discrete time domain analysis, the queueing behavior of voice traffic is little affected by the data traffic since voice signal has priority over data. Therefore, we first analyze the queueing behavior of voice traffic, and then using the result, we study the queueing behavior of data traffic. For the packet voice multiplexer, both inpur state and voice buffer occupancy are formulated by a two-dimensional Markov chain. For the integrated voice/data multiplexer we use a three-dimensional Markov chain that represents the input voice state and the buffer occupancies of voice and data. With these models, the numerical results for the performance have been obtained by the Gauss-Seidel iteration method. The analytical results have been verified by computer simylation. From the results we have found that there exist tradeoffs among the number of voice users, output link capacity, voic queue size and overflow probability for the voice traffic, and also exist tradeoffs among traffic load, data queue size and oveflow probability for the data traffic. Also, there exists a tradeoff between the performance of voice and data traffics for given inpur traffics and link capacity. In addition, it has been found that the average queueing delay of data traffic is longer than the maximum buffer size, when the gain of time assignment speech interpolation(TASI) is more than two and the number of voice users is small.

• Journal of applied mathematics & informatics
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• v.31 no.1_2
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• pp.241-246
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• 2013

Choi [1] identified and characterized the limiting diffusion of this diploid model by defining discrete generator for the rescaled Markov chain. In this note, we define the operator of projection $S_t$ on limiting diffusion and new measure $dQ=S_tdP$. We show the martingale property on this operator and measure. Also we conclude that the martingale problem for diffusion operator of projection is well-posed.

• Journal of the Korean Operations Research and Management Science Society
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• v.23 no.2
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• pp.67-81
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• 1998

An Automated Guided Vehicle System (AGVS) with a unidirectional loop guide path is modeled as a discrete-time stationary Markov chain. It is discussed how to estimate the mean response time, the utilization, and the cycle time of AGV for a delivery order. Three common operation strategies for idle vehicles - central zone positioning rule, circulatory loop positioning rule and point of release positioning rule - are analyzed. These different operation strategies are compared with each other based on the performance measures.

• Journal of Communications and Networks
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• v.15 no.1
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• pp.77-86
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• 2013

Cognitive radio (CR) has emerged as one of effective methods to enhance the utilization of existing radio spectrum. Main principle of CR is that secondary users (SUs) are allowed to use the spectrum unused by primary users (PUs) without interfering PU's transmissions. In this paper, PUs operate on a slot-by-slot basis and SUs try to exploit the slots unused by PUs. We propose OSA protocols in the single channel and we propose an opportunistic spectrum access (OSA) protocols in the multi-channel cognitive radio networks with one control channel and several licensed channels where a slot is divided into contention phase and transmission phase. A slot is divided into reporting phase, contention phase and transmission phase. The reporting phase plays a role of finding idle channels unused by PUs and the contention phase plays a role of selecting a SU who will send packets in the data transmission phase. One SU is selected by carrier sense multiple access / collision avoidance (CSMA/CA) with request to send / clear to send (RTS/CTS) mechanism on control channel and the SU is allowed to occupy all remaining part of all idle channels during the current slot. For mathematical analysis, first we deal with the single-channel case and we model the proposed OSA media access control (MAC) protocol by three-dimensional discrete time Markov chain (DTMC) whose one-step transition probability matrix has a special structure so as to apply the censored Markov chain method to obtain the steady state distribution.We obtain the throughput and the distribution of access delay. Next we deal with the multi-channel case and obtain the throughput and the distribution of access delay by using results of single-channel case. In numerical results, our mathematical analysis is verified by simulations and we give numerical results on throughput and access delay of the proposed MAC protocol. Finally, we find the maximum allowable number of SUs satisfying the requirements on throughput and access delay.

• Proceedings of the KIEE Conference
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• 2005.07a
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• pp.226-228
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• 2005

This paper deals with power system stabilization problem using a network control system in which the control is applied through a communication channel in feedback form. Analysis and synthesis issues are investigated by modeling the packet delivery characteristics of the network as a Bernoulli random variable, which is described by a two state Markov chain. This model assumption yields an overall system which is described by a discrete-time Markov jump linear system. These employ the norm to measure the performance of the system, and they compute the norm via a necessary and sufficient matrix inequality condition.

• Journal of Information Processing Systems
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• v.10 no.1
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• pp.119-131
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• 2014

In recent literature on traffic scheduling, the combination of the two-dimensional discrete-time Markov chain (DTMC) and the Markov modulated Poisson process (MMPP) is used to analyze the capacity of VoIP traffic in the cognitive radio system. The performance of the cognitive radio system solely depends on the accuracy of spectrum sensing techniques, the minimization of false alarms, and the scheduling of traffic channels. In this paper, we only emphasize the scheduling of traffic channels (i.e., traffic handling techniques for the primary user [PU] and the secondary user [SU]). We consider the following three different traffic models: the cross-layer analytical model, M/G/1(m) traffic, and the IEEE 802.16e/m scheduling approach to evaluate the performance of the VoIP services of the cognitive radio system from the context of blocking probability and throughput.

• The Korean Journal of Applied Statistics
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• v.21 no.4
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• pp.603-613
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• 2008

We often encounter the situation that discrete count data have a large portion of zeros. In this case, it is not appropriate to analyze the data based on standard regression models such as the poisson or negative binomial regression models. In this article, we consider Bayesian analysis for two commonly used models. They are zero-inflated poisson and negative binomial regression models. We use the Bayes factor as a model selection tool and computation is proceeded via Markov chain Monte Carlo methods. Crash count data are analyzed to support theoretical results.