• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1033-1047
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• 2009

In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

• Bulletin of the Korean Chemical Society
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• v.25 no.8
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• pp.1217-1224
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• 2004

We have calculated the probability of HBr formation and energy disposal of the reaction exothermicity in HBr produced from the reaction of gas-phase bromine with highly covered chemisorbed hydrogen atoms on a Si (001)-(2 ${\times}$1) surface. The reaction probability is about 0.20 at gas temperature 1500 K and surface temperature 300 K. Raising the initial vibrational state of the adsorbate(H)-surface(Si) bond from the ground to v = 1, 2 and 3 states causes the vibrational, translational and rotational energies of the product HBr to increase equally. However, the vibrational and translational motions of product HBr share most of the reaction energy. Vibrational population of the HBr molecules produced from the ground state adsorbate-surface bond ($v_{HSi}$ =0) follows the Boltzmann distribution, but it deviates seriously from the Boltzmann distribution when the initial vibrational energy of the adsorbate-surface bond increases. When the vibration of the adsorbate-surface bond is in the ground state, the amount of energy dissipated into the surface is negative, while it becomes positive as vHSi increases. The energy distributions among the various modes weakly depends on surface temperature in the range of 0-600 K, regardless of the initial vibrational state of H(ad)-Si(s) bond.

• Journal of Korea Water Resources Association
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• v.41 no.2
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• pp.229-239
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• 2008

This study is to derive the fourth-order Geomorphologic Instantaneous Unit Hydrograph (GIUH), driven for only third-order basin, for the application of GIUH to various types of basin. The second, third, and fourth order GIUHs were compared for various topographical conditions. The results showed lower peak runoff and later peak time in GIUH with higher stream order. Initial state probability was estimated from a function of geomorphologic parameters such as area ratio and bifurcation ratio for the application of GIUH. However, initial state probabilities and early parts of the GIUHs have negative values for many basins due to the inherent errors in the parameters. Initial state probability was calculated by area ratio of direct drainage using ArcView GIS 3.2 model to solve the problem. GIUHs were estimated for three basins, Sanganmi, Byeongcheon, and Sangye, using the above suggested method, and the results showed that the method is free of the problem.

• Bulletin of the Korean Chemical Society
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• v.26 no.11
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• pp.1735-1737
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• 2005

We obtain probabilities at a crossing of two linearly time-dependent potentials that are constantly coupled to the other by solving a time-dependent Schrödinger equation. We find that the system which was initially localized at one state evolves to split into both states at the crossing. The probability splitting depends on the coupling strength $V_0$ such that the system stays at the initial state in its entirety when $V_0$ = 0 while it is divided equally in both states when $V_0 \rightarrow {\infty}$ . For a finite coupling the probability branching at the crossing is not even and thus a complete probability transfer at $t \rightarrow {\infty}$ is not achieved in the linear potential crossing problem. The Landau-Zener formula for transition probability at $t \rightarrow {\infty}$ is expressed in terms of the probabilities at the crossing.

• Journal of information and communication convergence engineering
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• v.6 no.2
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• pp.134-139
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• 2008

In this paper, we propose an analysis model for the performance of channel error probability in Stream Control Transmission Protocol (SCTP) using Markov model. In this model it is assumed that the compressor and decompressor work in Unidirectional Mode. And the average throughput of SCTP protocol is obtained by finding the throughputs of when the initial channel state is good or bad.

• Speech Sciences
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• v.5 no.1
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• pp.7-21
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• 1999

This paper proposes an improved training procedure in speech recognition based on the continuous density of the Hidden Markov Model (CDHMM). Of the three parameters (initial state distribution probability, state transition probability, output probability density function (p.d.f.) of state) governing the CDHMM model, we focus on the third parameter and propose an efficient algorithm that determines the p.d.f. of each state. It is known that the resulting CDHMM model converges to a local maximum point of parameter estimation via the iterative Expectation Maximization procedure. Specifically, we propose two independent algorithms that can be embedded in the segmental K -means training procedure by replacing relevant key steps; the adaptation of the number of mixture Gaussian p.d.f. and the initialization using the CDHMM parameters previously estimated. The proposed adaptation algorithm searches for the optimal number of mixture Gaussian humps to ensure that the p.d.f. is consistently re-estimated, enabling the model to converge toward the global maximum point. By applying an appropriate threshold value, which measures the amount of collective changes of weighted variances, the optimized number of mixture Gaussian branch is determined. The initialization algorithm essentially exploits the CDHMM parameters previously estimated and uses them as the basis for the current initial segmentation subroutine. It captures the trend of previous training history whereas the uniform segmentation decimates it. The recognition performance of the proposed adaptation procedures along with the suggested initialization is verified to be always better than that of existing training procedure using fixed number of mixture Gaussian p.d.f.

• Journal of applied mathematics & informatics
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• v.6 no.1
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• pp.111-126
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• 1999

The article is devoted to mathematical modeling of prob-lems of stochastic optimization of the plastic metal working. Classifi-cation and mathematical statements of such problems are proposed. Several calculation techniques of the single goal function are pre-sented. The probability theory and the Fuzzy numbers were applied for solution of the problems of stochastic optimization.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.30B no.8
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• pp.54-63
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• 1993

This paper proposes a method for improving the performances of the neural network for optimization by an optimal estimation of initial states. The optimal initial state that leads to the global minimum is estimated by using the stochastic approximation. And then the update rule of Hopfield model, which is the high speed deterministic algorithm using the steepest descent rule, is applied to speed up the optimization. The proposed method has been applied to the tavelling salesman problems and an optimal task partition problems to evaluate the performances. The simulation results show that the convergence speed of the proposed method is higher than conventinal Hopfield model. Abe's method and Boltzmann machine with random initial neuron output setting, and the convergence rate to the global minimum is guaranteed with probability of 1. The proposed method gives better result as the problem size increases where it is more difficult for the randomized initial setting to give a good convergence.

• Bulletin of the Korean Chemical Society
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• v.32 no.5
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• pp.1527-1533
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• 2011

The reaction of gas-phase atomic hydrogen with oxygen atoms chemisorbed on a silicon surface is studied by use of the classical trajectory approach. We have calculated the probability of the OH formation and energy deposit of the reaction exothermicity in the newly formed OH in the gas-surface reaction H(g) + O(ad)/Si${\rightarrow}$ OH(g) + Si. All reactive events occur in a single impact collision on a subpicosecond scale, following the Eley-Rideal mechanism. These events occur in a localized region around the adatom site on the surface. The reaction probability is dependent upon the gas temperature and shows the maximum near 1000 K, but it is essentially independent of the surface temperature. The reaction probability is also independent upon the initial excitation of the O-Si vibration. The reaction energy available for the product state is carried away by the desorbing OH in its translational and vibrational motions. When the initial excitation of the O-Si vibration increases, translational and vibrational energies of OH rise accordingly, while the energy shared by rotational motion varies only slightly. Flow of energy between the reaction zone and the solid has been incorporated in trajectory calculations, but the amount of energy propagated into the solid is only a few percent of the available energy released in the OH formation.

• ETRI Journal
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• v.35 no.5
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• pp.943-946
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• 2013

Instead of the extended Kalman filter, the unscented Kalman filter (UKF) has been used in nonlinear systems without initial accurate state estimates over the last decade because the UKF is robust against large initial estimation errors. However, in a multirate integrated system, such as an inertial navigation system (INS)/Global Positioning System (GPS) integrated navigation system, it is difficult to implement a UKF-based navigation algorithm in a low-grade or mid-grade microcontroller, owing to a large computational burden. To overcome this problem, this letter proposes a modified UKF that has a reduced computational burden based on the basic idea that the change of probability distribution for the state variables between measurement updates is small in a multirate INS/GPS integrated navigation filter. The performance of the modified UKF is verified through numerical simulations.