• 제목/요약/키워드: Limiting Probability

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독립인 확률변수들의 Tail 합의 극한 성질에 대하여 (Limiting Behavior of Tail Series of Independent Random Variable)

  • 장윤식;남은우
    • 한국콘텐츠학회논문지
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    • 제6권4호
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    • pp.63-68
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    • 2006
  • 본 연구에서는, 서로 독립인 확률변수들의 합 $S_n$이 수렴하는 경우에, 확률변수들의 Tail 합 $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}X_i$의 극한 성질을 연구함으로써, $S_n$이 하나의 확률변수 S로 수렴하는 속도를 연구한다. 좀 더 구체적으로 말하자면, 유사-단조감소(Quasi-monotone decreasing)하는 상수(Norming constants)의 수열에 대하여, 확률변수들의 Tail 합에 대한 약대수법칙과 하나의 수렴법칙이 동등함을 정리로 기술하고 증명하여, 기존의 연구 결과를 더 넓은 부류의 상수들의 경우에 적용할 수 있도록 확장한다.

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An Application of Realistic Evaluation Methodology for Large Break LOCA of Westinghouse 3 Loop Plant

  • Choi, Han-Rim;Hwang, Tae-Suk;Chung, Bub-Dong;Jun, Hwang-Yong;Lee, Chang-Sub
    • 한국원자력학회:학술대회논문집
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    • 한국원자력학회 1996년도 춘계학술발표회논문집(2)
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    • pp.513-518
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    • 1996
  • This report presents a demonstration of application of realistic evaluation methodology to a posturated cold leg large break LOCA in a Westinghouse three-loop pressurized water reactor with 17$\times$17 fuel. The new method of this analysis can be divided into three distinct step: 1) Best Estimate Code Validation and Uncertainty Quantification 2) Realistic LOCA Calculation 3) Limiting Value LOCA Calculation and Uncertainty Combination RELAP5/MOD3/K [1], which was improved from RELAP5/MOD3.1, and CONTEMPT4/MOD5 code were used as a best estimate thermal-hydraulic model for realistic LOCA calculation. The code uncertainties which will be determined in step 1) were quantified already in previous study [2], and thus the step 2) and 3) for plant application were presented in this paper. The application uncertainty parameters are divided into two categories, i.e. plant system parameters and fuel statistical parameters. Single parameter sensitivity calculations were performed to select system parameters which would be set at their limiting value in Limiting Value Approach (LVA) calculation. Single run of LVA calculation generated 27 PCT data according to the various combinations of fuel parameters and these data provided input to response surface generation. The probability distribution function was generated from Monte Carlo sampling of a response surface and the upper 95$^{th}$ percentile PCT was determined. Break spectrum analysis was also made to determine the critical break size. The results show that sufficient LOCA margin can be obtained for the demonstration NPP.

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THE PROBABILISTIC METHOD MEETS GO

  • Farr, Graham
    • 대한수학회지
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    • 제54권4호
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    • pp.1121-1148
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    • 2017
  • Go is an ancient game of great complexity and has a huge following in East Asia. It is also very rich mathematically, and can be played on any graph, although it is usually played on a square lattice. As with any game, one of the most fundamental problems is to determine the number of legal positions, or the probability that a random position is legal. A random Go position is generated using a model previously studied by the author, with each vertex being independently Black, White or Uncoloured with probabilities q, q, 1 - 2q respectively. In this paper we consider the probability of legality for two scenarios. Firstly, for an $N{\times}N$ square lattice graph, we show that, with $q=cN^{-{\alpha}}$ and c and ${\alpha}$ constant, as $N{\rightarrow}{\infty}$ the limiting probability of legality is 0, exp($-2c^5$), and 1 according as ${\alpha}$ < 2/5, ${\alpha}=2/5$ and ${\alpha}$ > 2/5 respectively. On the way, we investigate the behaviour of the number of captured chains (or chromons). Secondly, for a random graph on n vertices with edge probability p generated according to the classical $Gilbert-Erd{\ddot{o}}s-R{\acute{e}}nyi$ model ${\mathcal{G}}$(n; p), we classify the main situations according to their asymptotic almost sure legality or illegality. Our results draw on a variety of probabilistic and enumerative methods including linearity of expectation, second moment method, factorial moments, polyomino enumeration, giant components in random graphs, and typicality of random structures. We conclude with suggestions for further work.

화재시 구조강도에 대한 신뢰성 평가방법의 정립 (Establishment of Fire Reliability Assessment Method for Structural Strength)

  • 박창규
    • 한국산학기술학회논문지
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    • 제18권10호
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    • pp.54-62
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    • 2017
  • 본 논문에서는 해상 구조물들의 화재시 안전성 평가에 대한 연구의 일환으로써 기본적인 구조강도 부재들의 화재시 거동 및 파괴확률을 구해 보았다. 화재에서의 안전성 평가는 부재의 Fire resistance와 화염에 의한 열하중인 Fire severity를 비교하여 이루어질 수 있다고 가정하였다. Fire severity는 육상 건축물에 대한 화재안전 규정인 Eurocode 1의 표준화염 온도변화 곡선과 부재로의 열전달 방정식을 사용하여 부재의 최대온도를 구하게 되며, Fire resistance는 단순 부재의 경우, 간략식과 코드의 활용으로 해결할 수 있지만, FPSO 와 해상 구조물의 복잡성을 고려하여 상용 구조해석 프로그램의 활용을 통하여 탄소성해석 및 대변형등을 고려한 보다 실용적인 부재의 구조강도를 해석하여 주어진 파괴모드에 대한 한계 온도를 구하여 최대온도와 비교하였다. 더불어, Fire resistance 측면에서의 두 접근방식의 비교를 통해서 두 방식의 등가적 성향을 확인하였다. 여기서 Strength, Serviceability, Stability의 세 가지 측면에서 First Hinge, Large Deflection, Buckling의 세 가지 파괴모드를 상정하고 각각에 대한 파괴여부를 확인하였고, 이렇게 구해지는 Fire severity와 Fire resistance의 식에 AFOSM 방법을 적용하여 최종적으로 부재의 파괴확률을 구하는 방식을 통해, 단순 부재인 Beam 및 Plate 예제에 적용하여 구조물의 화재시 거동 및 각 파괴모드에 대한 파괴여부를 구하였다.

꼬리가 두꺼운 분포의 고분위수에 대한 신뢰구간 (Confidence Intervals for High Quantiles of Heavy-Tailed Distributions)

  • 김지현
    • 응용통계연구
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    • 제27권3호
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    • pp.461-473
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    • 2014
  • 꼬리가 두꺼운 분포의 고분위수에 대한 신뢰구간을 연구하였다. 통계량의 극한 분포에 근거한 점근적 방법과 붓스트랩 방법을 같이 고려하였다. 이 두 방법에 모수적, 비모수적, 준모수적 기법을 각각 적용할 수 있는데, 전체 11가지 신뢰구간의 성능을 실제신뢰수준과 길이로 비교하였다. 모의실험 결과 준모수적이면서 점근적인 신뢰구간과 축량을 이용하는 준모수적 붓스트랩 신뢰구간이 실제신뢰수준의 기준에서 안정된 성능을 보인다는 것을 알 수 있었다.

Naïve Decode-and-Forward Relay Achieves Optimal DMT for Cooperative Underwater Communication

  • Shin, Won-Yong;Yi, Hyoseok
    • Journal of information and communication convergence engineering
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    • 제11권4호
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    • pp.229-234
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    • 2013
  • Diversity-multiplexing tradeoff (DMT) characterizes the fundamental relationship between the diversity gain in terms of outage probability and the multiplexing gain as the normalized rate parameter r, where the limiting transmission rate is give by rlog SNR (here, SNR denote the received signal-to-noise ratio). In this paper, we analyze the DMT and performance of an underwater network with a cooperative relay. Since over an acoustic channel, the propagation delay is commonly considerably higher than the processing delay, the existing transmission protocols need to be explained accordingly. For this underwater network, we briefly describe two well-known relay transmissions: decode-and-forward (DF) and amplify-and-forward (AF). As our main result, we then show that an instantaneous DF relay scheme achieves the same DMT curve as that of multiple-input single-output channels and thus guarantees the DMT optimality, while using an instantaneous AF relay leads at most only to the DMT for the direct transmission with no cooperation. To validate our analysis, computer simulations are performed in terms of outage probability.

Antecedents to Customer Repurchase in Korean Social Commerce Service

  • Lee, Suk-Jun;Youn, Myoung-Kil;Kim, Wanki
    • 유통과학연구
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    • 제10권3호
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    • pp.7-13
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    • 2012
  • Recently, with the success of Groupon in the USA using the new business model referred to as social commerce, which is a commercial transaction involving group purchases on social network service (SNS), social commerce business receives much attention. Social commerce is capable of effectively promoting additional purchasing by customers through unprecedented price discounts and limiting the number of purchasers and time allotted for purchases, and is able to achieve promotional effects over and above those of simple product promotion due to customers' voluntary word of mouth. Although social commerce is effective for short-term increase in the sales of products, there are numerous dissenting opinions on whether it can promote repurchasing by customers. In particular, social commerce in Korea focuses only on unprecedented discounted prices and does not have the marketing effect that SNS can produce over and above the sales promotion. The objective of this study is to find the factors that influence the repurchase intention on social commerce and to analyze factors that contribute the social commerce product. For this, this study extracts repurchase intention factors and computes a repurchase probability to assess the influence of factors other than price discount on social commerce customers at the time of repurchasing. In addition, the importance of factors toward sales revenue for each of the social commerce products (e.g., restaurant/café, beauty, tour/leisure, show/exhibition, and fashion/clothes) is estimated by using the computed repurchase probabilities. The repurchase probability through the analysis can be used for development of social commerce business in Korea.

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Spectrum Reuse with Power Control for Two-Tier Femtocell Networks

  • Kim, Youngju;Wang, Hano;Hong, Daesik
    • IEIE Transactions on Smart Processing and Computing
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    • 제3권5호
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    • pp.275-284
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    • 2014
  • This paper considers two-tier networks consisting of macrocells and femtocells operating in the same spectrum. This paper proposes a femtocell spectrum reuse scheme that determines the shared spectrum and transmit power for the femtocells to mitigate the effects of cross-tier interference between the macrocells and femtocells. The proposed scheme provides macrocell throughput that is unaffected by the increasing number of femtocells per cell site and improves the femtocell signal quality at the same time by limiting the cross-tier interference. This study analyzed the per-tier signal-to-interference ratio (SIR) and outage probability of the proposed scheme to investigate the macrocell and femtocell performance. The total throughput of the proposed scheme was analyzed based on the outage probabilities. The analysis and numerical results proved that high femtocell throughput can be achieved using only a small fraction of the spectrum while protecting the macrocell throughput. As a result, an improved total throughput was achieved enforcing higher spatial reuse.

Markov Chain을 이용한 철도계통의 고조파 분석 (Harmonics Analysis of Railroad Systems using Markov Chain)

  • 송학선;이승혁;김진오;김형철
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 추계학술대회 논문집 전력기술부문
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    • pp.230-233
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    • 2005
  • This paper proposes power qualify assessment using Markov Chain applied to Ergodic theorem. The Ergodic theorem introduces the state of aperiodic, recurrent, and non-null. The proposed method using Markov Chain presents very well generated harmonic characteristics according to the traction's operation of electric railway system. In case of infinite iteration, the characteristic of Markov Chain that converges on limiting probability Is able to expected harmonic currents posterior transient state. TDD(Total Demand Distortion) is also analyzed in expected current of each harmonic. The TDD for power quality assesment is calculated using Markov Chain theory in the Inceon international airport IAT power system.

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LIMITING PROPERTIES FOR A MARKOV PROCESS GENERATED BY NONDECREASING CONCAVE FUNCTIONS ON $R_{n}^{+}$

  • Lee, Oe-Sook
    • 대한수학회논문집
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    • 제9권3호
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    • pp.701-710
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    • 1994
  • Suppose ${X_n}$ is a Markov process taking values in some arbitrary space $(S, \varphi)$ with n-stemp transition probability $$ P^{(n)}(x, B) = Prob(X_n \in B$\mid$X_0 = x), x \in X, B \in \varphi.$$ We shall call a Markov process with transition probabilities $P{(n)}(x, B)$ $\phi$-irreducible for some non-trivial $\sigma$-finite measure $\phi$ on $\varphi$ if whenever $\phi(B) > 0$, $$ \sum^{\infty}_{n=1}{2^{-n}P^{(n)}}(x, B) > 0, for every x \in S.$$ A non-trivial $\sigma$-finite measure $\pi$ on $\varphi$ is called invariant for ${X_n}$ if $$ \int{P(x, B)\pi(dx) = \pi(B)}, B \in \varphi $$.

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