• Title/Summary/Keyword: FBM

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WEAK CONVERGENCE OF VARIOUS MODELS TO FRACTIONAL BROWNIAN MOTION

  • Kim, Joo-Mok
    • Korean Journal of Mathematics
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    • v.15 no.1
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    • pp.71-78
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    • 2007
  • We consider arrival process and ON/OFF source model which allows for long packet trains and long inter-train distances. We prove the weak convergence of theses processes to Fractional Brownian motion. Finally, we figure out the coefficients of $B_H(t)$ and time $t$ when ON/OFF periods have the Pareto distribution.

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A NOTE ON FUNCTIONAL LIMIT THEOREM FOR THE INCREMENTS OF FBM IN SUP-NORM

  • Hwang, Kyo-Shin
    • East Asian mathematical journal
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    • v.24 no.3
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    • pp.275-287
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    • 2008
  • In this paper, using large deviation results for Gaussian processes, we establish some functional limit theorems for increments of a fractional Brownian motion in the usual sup-norm via estimating large deviation probabilities for increments of a fractional Brownian motion.

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Transaction Update method based on Fuzzy Chunk for QoS Performance Improvement of Mobile Streaming Service (모바일 스트리밍 서비스의 QoS 개선을 위한 퍼지 청크 기반의 트랜잭션 갱신방법)

  • Jeong, Taeg-Won;Lee, Chong-Deuk
    • Journal of Digital Contents Society
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    • v.9 no.4
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    • pp.543-550
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    • 2008
  • There exist many QoS problems such as delay and jitter for mobile streaming due to limited bandwidth. This paper proposed a transaction update method based on Fuzzy chunk to solve the problems. The proposed method updated a transaction, which is classified as a read or an update, using Fuzzy filtering. A chunk block is rearranged according to the fuzziness which is classified as better relevance for fuzziness greater than 0.8, relevance for fuzziness between 0.5 and 0.7, and less irrelevance for fuzziness less than 0.5. According to the simulation result for the rearranged chunk block, the proposed method has better performance than those of RBM(Randon Based method), DBM(Distance Based Method), and FBM(Frequency Based Method).

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PARAMETER ESTIMATION AND SPECTRUM OF FRACTIONAL ARIMA PROCESS

  • Kim, Joo-Mok;Kim, Yun-Kyong
    • Journal of applied mathematics & informatics
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    • v.33 no.1_2
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    • pp.203-210
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    • 2015
  • We consider fractional Brownian motion and FARIMA process with Gaussian innovations and show that the suitably scaled distributions of the FARIMA processes converge to fractional Brownian motion in the sense of finite dimensional distributions. We figure out ACF function and estimate the self-similarity parameter H of FARIMA(0, d, 0) by using R/S method. Finally, we display power spectrum density of FARIMA process.

Validity of Bioelectrical Impedance Analysis(BIA) in Measurement of Human Body Composition (소아 체지방 평가를 위한 생체 저항분석법의 타당성 연구 : 이중 에너지 방사선 흡수법과의 비교)

  • Kim, Hyung-Suck;Kim, Su-Yung
    • Clinical and Experimental Pediatrics
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    • v.48 no.7
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    • pp.696-700
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    • 2005
  • Propose : Body composition by bioelectrical impedance analysis(BIA) is a very useful method of analysing body composition. BIA is non-invasive, inexpensive, nonhazaedous and reproducible technique. The aim of this study was to determine the level of agreement between body composition measurement by BIA and dual-energy X-ray absorptiometry(DEXA). Methods : Data was examined in 100 children(male 58; female 42), who visited Pusan National Hospital. Weight(kg) and height(cm) were measured, and body compositions were analyzed with fat mass, lean body mass, body fat percent by BIA and DEXA methods. Results : Comparison of the DEXA and BIA methods showed highly statistically significant correlations in measurement of human body composition(fat mass, lean body mass, body fat percent). Conclusion : BIA should be considered as the method of choice in measurement of human body composition, since it's non-invasive, reliable, rapid, nonhazaedous and inexpensive, using portable equipment.

Fractals in the Spreading of Drifters: Observation and Simulation (표류부표 분산의 프랙탈 성질: 관측 및 시뮬레이션)

  • KANG, YONG Q.;LEE, MOONJIN
    • 한국해양학회지
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    • v.29 no.4
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    • pp.392-401
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    • 1994
  • We examined the temporal characteristics of the oceanic eddy diffusion at 5 coastal regions of Korea by measuring the separation distances of multiple drifters released simultaneously at the same by the GPS and Decca transponder system. The observed variance of separation distance, for the time scales from minutes to hours, is proportional to t/SUP m/ with scaling exponent m between 1.2 and 2.0. The observed Lagrangian trajectories of drifters show fractal characteristics instead of random walk or Brown motion. As an effort toward a development of a realistic model of the oceanic eddy diffusion, we simulated the Lagrangian trajectories of drifters by fractional Brown motion (FBM) model. The observed variances of drifter separations can be generated by the FBM process provided the Hurst exponent is the same as the observed one. We further showed that the observed power law in the variance of drifter separations cannot be simulated with an ordinary Brown motion or random walk process.

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Modeling Heavy-tailed Behavior of 802.11b Wireless LAN Traffic (무선 랜 802.11b 트래픽의 두꺼운 꼬리분포 모델링)

  • Yamkhin, Dashdorj;Won, You-Jip
    • Journal of Digital Contents Society
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    • v.10 no.2
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    • pp.357-365
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    • 2009
  • To effectively exploit the underlying network bandwidth while maximizing user perceivable QoS, mandatory to make proper estimation on packet loss and queuing delay of the underling network. This issue is further emphasized in wireless network environment where network bandwidth is scarce resource. In this work, we focus our effort on developing performance model for wireless network. We collect packet trace from actually wireless network environment. We find that packet count process and bandwidth process in wireless environment exhibits long range property. We extract key performance parameters of the underlying network traffic. We develop an analytical model for buffer overflow probability and waiting time. We obtain the tail probability of the queueing system using Fractional Brown Motion (FBM). We represent average queuing delay from queue length model. Through our study based upon empirical data, it is found that our performance model well represent the physical characteristics of the IEEE 802.11b network traffic.

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GPU-based modeling and rendering techniques of 3D clouds using procedural functions (절차적 함수를 이용한 GPU기반 실시간 3D구름 모델링 및 렌더링 기법)

  • Sung, Mankyu
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.23 no.4
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    • pp.416-422
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    • 2019
  • This paper proposes a GPU-based modeling and rendering of 3D clouds using procedural functions. The formation of clouds is based on modified noise function made with fbm(Fractional Brownian Motion). Those noise values turn into densities of droplets of liquid water, which is a critical parameter for forming the three different types of clouds. At the rendering stage, the algorithm applies the ray marching technique to decide the colors of cloud using density values obtained from the noise function. In this process, all lighting attenuation and scattering are calculated by physically based manner. Once we have the clouds, they are blended on the sky, which is also rendered physically. We also make the clouds moving in the sky by the wind force. All algorithms are implemented and tested on GPU using GLSL.

Antioxidant and α-glucosidase inhibitory activities of fresh bitter melon and change of charantin and lutein content upon brining and blanching treatments of pickling (생여주의 산화방지, 알파글루코시데이스 저해 활성 및 여주초절임의 카란틴과 루테인 함량 변화)

  • Park, HyoSun;Moon, BoKyung;Kim, Suna
    • Korean Journal of Food Science and Technology
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    • v.50 no.4
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    • pp.430-436
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    • 2018
  • This study aimed to analyze charantin and lutein from fresh bitter melon (FBM) for their antioxidant and ${\alpha}$-glucosidase inhibitory activities. We subsequently compared our results with charantin and lutein content of pickled bitter melon (PBM11, PBM13, PBM51, and PBM53), obtained by brining (1 and 5% salt) and blanching (1 and 3 min). Charantin, lutein, $\text\tiny{L}$-ascorbic acid, and total polyphenolic content in FBM were $777.92{\pm}27.59$, $16.87{\pm}2.07$, $94.78{\pm}0.61$, and $22.07{\pm}0.74mg$ catechin equivalents/g on dry basis, respectively. Antioxidant activity of 5 mg/L FBM extract was $31.76{\pm}0.42%$ in ABTS assay and $56.19{\pm}2.39%$ in DPPH assay; ${\alpha}$-glucosidase inhibitory activity of 0.5 mg/L FBM extract was $55.60{\pm}1.34%$. Charantin and lutein content of all PBM samples were higher than control without brining and blanching treatments, those in PBM53 being $375.63{\pm}9.03$ and $4.07{\pm}0.40mg/100g$, respectively. These showed that brining and blanching in pickling process were very effective in retaining charantin and lutein in bitter melon.

Calculation of Effective Rainfalls in Paddy Fields Using Large Lysimeters (대형 Lysimeter를 이용한 논에서의 유효우량의 계산)

  • 최승만;정하;최진용
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1999.10c
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    • pp.75-80
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    • 1999
  • The water requirement of crops in paddy fields is composed of evapotranspiration and infiltration. The determination of effective rainfall has the great significance for the irrigation managements and system design. There are numerous methods to estimate effective rainfall. The FreeBoard Model(FBM), ond of them , is popular because it can describe the algorithm of effective rainfal with simplified and general formation. The purpose of this study is to evaluate effective rainfall by field measurement , to compare this closely with the results from freeboard model and modified freeboard model , and to find out which of two models is more consistent with the results obtained by measurements.