• Title/Summary/Keyword: Limiting probability

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

  • Jang Yoon-Sik;Nam Eun-Woo
    • The Journal of the Korea Contents Association
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    • v.6 no.4
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    • pp.63-68
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    • 2006
  • For the almost co티am convergent series $S_n$ of independent random variables, by investigating the limiting behavior of the tail series, $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}X_i$, the rate of convergence of the series $S_n$ to a random variable S is studied in this paper. More specifically, the equivalence between the tail series weak law of large numbers and a limit law is established for a quasi-monotone decreasing sequence, thereby extending a result of Previous work to the wider class of the norming constants.

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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
    • Proceedings of the Korean Nuclear Society Conference
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    • 1996.05b
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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
    • Journal of the Korean Mathematical Society
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    • v.54 no.4
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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.

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

  • Park, Chang-Kyu
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.10
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    • pp.54-62
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    • 2017
  • This paper describes the behavior and failure probability of the basic structural members in a fire for the fire safety assessment of offshore structures. A fire safety assessment can be accomplished by comparing the fire resistance of the members with the fire severity of the heat load due to fire. The fire severity is represented as the maximum temperature of the members using the Eurocode 1 standard fire curve and heat transfer equation. On the other hand, the fire resistance is the limiting temperature calculated by a simplified formula in the case of simple structural members. Considering the complexity of FPSOs and offshore structures, a general-purpose structural analysis program should be used and the limiting temperature obtained by analyzing the structural strength of the members through an elasto-plastic analysis with a large deflection, and compared with the maximum temperature. Also, the equality of these two methods of evaluating the fire resistance was confirmed by comparing them. Following three criteria, the strength, serviceability and stability, three failure modes, namely the first failure of a hinge, large deflection and buckling, were chosen. The failure temperature was verified for each failure mode. using the AFOSM method in the equation of the fire severity and fire resistance, thereby giving the failure probability of the member. By applying these processes to the example of a beam and plate, the behavior of the structure and failure (temperature?) of each failure mode can be determined.

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

  • Kim, Ji-Hyun
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.461-473
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    • 2014
  • We consider condence intervals for high quantiles of heavy-tailed distribution. The asymptotic condence intervals based on the limiting distribution of estimators are considered together with bootstrap condence intervals. We can also apply a non-parametric, parametric and semi-parametric approach to each of these two kinds of condence intervals. We considered 11 condence intervals and compared their performance in actual coverage probability and the length of condence intervals. Simulation study shows that two condence intervals (the semi-parametric asymptotic condence interval and the semi-parametric bootstrap condence interval using pivotal quantity) are relatively more stable under the criterion of actual coverage probability.

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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    • v.11 no.4
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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
    • Journal of Distribution Science
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    • v.10 no.3
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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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    • v.3 no.5
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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.

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

  • Song, Hak-Seon;Lee, Seung-Hyuk;Kim, Jin-O;Kim, Hyung-Chul
    • Proceedings of the KIEE Conference
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    • 2005.11b
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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
    • Communications of the Korean Mathematical Society
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    • v.9 no.3
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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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