• Title/Summary/Keyword: First Passage Time Technique

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Average run length calculation of the EWMA control chart using the first passage time of the Markov process (Markov 과정의 최초통과시간을 이용한 지수가중 이동평균 관리도의 평균런길이의 계산)

  • Park, Changsoon
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.1-12
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    • 2017
  • Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

Connectivity and Conductivity of a Three-Dimensional Checkerboard-Shaped Composite Material (체커보드 형상을 가진 3차원 복합소재의 연결도와 전도율)

  • KIm, In-Chan
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.2
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    • pp.189-198
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    • 2004
  • We consider the problem of whether the three-dimensional checkerboard has the connectivity. For this purpose, we first consider the problem of determining the effective conductivity of a checkerboard-shaped composite material by the Brownian motion simulation method. Specifically, we use the efficient first-passage-time technique. Simulation results show that the effective conductivity of the three-dimensional checkerboard increases faster than the two-dimensional counterpart as the contrast between the phase conductivities increases. This implies that the three-dimensional checkerboard's connectivity is stronger than the two-dimensional checkerboard's and thus each phase material of the three-dimensional checkerboard is more likely to be connected than not to be connected.

Fluctuation of Transport Properties of Random Heterogeneous Media (비정형 혼합재 이동성질의 변동)

  • Kim, In-Chan
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.20 no.9
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    • pp.3015-3029
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    • 1996
  • The notion of effective transport property of a heterogeneous medium implies that the medium is large enough that the ergodic theorem holds and local fluctuation of the property can be neglected. In case that the medium is not large enough compared to its characteristic microstructure length scale, the effective property fluctuates and differs from the value of the medium being large enough. As a representative transport phenomenon, diffusion was considered and the fluctuation of varying effective diffusion property, diffusion coarseness $C_k$, was defined as a quantifying parameter. Scaled effective diffusion property, $^*$>/k$_1$ and $C_k$ were computed for the two phase random media consisting of matrix of diffusion coefficient k$_1$ and spheres of diffusion coefficient k$_2$. Numerical simulations were performed by use of the so-called first passage time technique and data were collected for existing microstructure models of hard spheres(HS), overlapping spheres(OS) and penetrable concentric shells(PCS).

A new culture system for in situ observation of the growth and development of Eucyclops serrulatus (Copepoda: Cyclopoida)

  • PARK Sung-Hee;CHANG Cheon-Young;SHIN Sung-Shik
    • Parasites, Hosts and Diseases
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    • v.43 no.4 s.136
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    • pp.141-147
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    • 2005
  • A practical and convenient method of rearing Eucyclops serrulatus in a microculture environment is described. A complete life cycle of E. serrulatus was maintained in a narrow space on a microscope slide glass on which a cover glass of $22{\times}40mm$ in size was mounted at a height of 0.8mm. The culture medium was constituted by bottled mineral water boiled with grains of Glycine max (soybean). Chilomonas paramecium, a free-living protozoan organism, was provided as live food. Growth of nauplii hatched from eggs to the first stage of copepodite took an average of 7.7 days, and the growth of copepodite 1 to the egg-bearing adult female took an average of 20.1 days in the microculture cell with an average life time of 44.7 days. Continuous passage of cope pods was successfully maintained as long as sufficient medium and food were provided. The microculture method enables an in situ microscopic observation on the growth and developmental process of helminth larvae experimentally infected to copepods as well as of copepod itself. Furthermore, it does not require anesthetization and, therefore, minimize the amount of stress exposed to cope pods during the handling process.

Application of Echo-Sounder Monitoring Technique as Ecological Impact Assessments of Fish on Artificial Weir Construction (인공보의 어류생태영향 평가를 위한 Echo-sounder 모니터링 기법 적용)

  • Han, Jeong-Ho;Lee, Jae Hoon;Choi, Ji-Woong;Lim, Byung Jin;Park, Jong-Hwan;An, Kwang-Guk
    • Journal of Environmental Impact Assessment
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    • v.21 no.6
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    • pp.859-877
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    • 2012
  • In this study, Echo-sounder($E_s$) monitoring methodology was applied to test environmental impacts of artificial weirs(SCW and JSW) in the Yeongsan River on fish community and habitat structures at first time, and was compared with conventional fish sampling methodologies($C_s$). For the Es monitoring in the fields, parallel transect methods was employed in determining the survey distance interval with every 125 m within the upper-lower 2 km of the weirs. Four different fish sampling gears such as casting nets, kick nets, fyke nets, and gill nets were used for applications of $C_s$ monitoring methodology. According to the Echo-sounder monitoring, fish density, expressed as a number of individuals per square meter, along the longitudinal axis of the weir was significantly greater(JSW, t = 3.506, n = 30, p < 0.001) in the down-river reach of the weir than in the up-river reach. Also, fish density along the vertical water column was highest at mid-depths of Seungchon weir, which has simple habitat substrates, while fish density was highest at hypolimnetic depth of Juksan weir. According to fish sampling by the $C_s$ methodology, the fish compositions decreased as the river goes upward, and significant differences(JSW, t = 0.248, n = 30, p < 0.05) in the compositions of fish species occurred between up-reach and down-reach of the weirs. The dominant species near the two weirs were Opsarichthys uncirostris amurensis, Hemiculter eigenmanni and Coilia nasus. Overall, our fish and habitat data, based on $E_s$ and $C_s$ monitoring methodologies, suggest that the weirs disturbed the rivers due to initial habitat disturbances by the weir constructions as well as the barrier roles of weirs on fish passage and migrations. More long-term scientific and systematic fish impact monitoring and assessments($E_s$ and $C_s$) are required in the future to predict changes of ecological structures and functions on the constructions of the weirs.