• Journal of Environmental Science International
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• v.6 no.2
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• pp.95-106
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• 1997

The characteristics on the transtion probabilities and periodicity for the daily precipitation occurrence in Korean peninsula are investigated by applying the Markov chain properties to daily precipitation occurrence. In order to examine the responses of Markov Chain properties to the applied period and their magnitudes, three cases (Case A: 1956~ 1985 at 14 stations, Case B: 1965~ 1994 at 14 stations, and Case C: 1985~ 1994 at 63 stations) are considered In this study. The transition probabilities from wet day to wet day for all cases are about 0.50 and in summer, especially July, are higher. In addition, considering them in each station we can find that they are the highest at Ullung-do and lowest at Inchon for all cases. The annual equilibrium probabilities of a wet day appear 0.31 In Case A, 0.30 Case B, and 0. 29 Case C, respectively. This may explain that as the data-period used becomes shorter, the higher the equilibrium probability is. The seasonal distributions of equilibrium probabilities are appeared the lowest(0.23~0.28) in winter and the highest(more than 0.39) in spring and monthly in .truly and in October, repectively. The annual mean wet duration for all cases is 2.04 days in Case A, 1.99 Case B, and 1.89 Case C, repectively. The weather cycle obtained from the annual mean wet and dry duration is 6.54~6.59 days, which are closely associated with the movement of synoptic systems. And the statistical tests show that the transitions of daily precipitation occurrence for all cases may have two-state first Markov chain property, being the stationarity in time and heterogeneity in space.

• International Journal of Quality Innovation
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• v.1 no.1
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• pp.64-74
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• 2000

This paper investigates the issue of performance testing on web browsing environments. Among the typical non-functional characteristics, index of link validity will be deeply explored. A framework to certify link correctness in web site is proposed. All possible navigation paths are first formulated to represent a usage model with the Markov chain property, which is then used to generate test script file statistically. With collecting any existing failure information followed by tracing these testing browsed paths, certification analysis may be performed by applying Markov chain theory. The certification result will yield some significant information such as: test coverage, reliability measure, confidence interval, etc. The proposed mechanism may provide not only completed but also systemic methodologies to find any linking errors and other web technologies errors. Besides, an actual practice of the proposed approach to a web-based system will be demonstrated quantitatively through a certification tool.

• Korean Journal of Remote Sensing
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• v.17 no.4
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• pp.335-344
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• 2001

Texture is extensively studied in a variety of image processing applications such as image segmentation and classification because it is an important property to perceive regions and surfaces. This paper focused on the analysis and synthesis of textured single and multiband images using Markov Random Field model considering the existent spatial correlation. Especially, for multiband images, the cross-channel correlation existing between bands as well as the spatial correlation within band should be considered in the model. Although a local interaction is assumed between the specified neighboring pixels in MRF models, during the maximization process, short-term correlations among neighboring pixels develop into long-term correlations. This result in exhibiting phase transition. In this research, the role of temperature to obtain the most probable state during the sampling procedure in discrete Markov Random Fields and the stopping rule were also studied.

• Bulletin of the Korean Mathematical Society
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• v.59 no.4
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• pp.811-825
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• 2022

Given a compact subset P ⊂ (ℝ⁺)^d and a compact set K in ℂ^d. We concern with the Bernstein-Markov properties of the triple (P, K, 𝜇) where 𝜇 is a finite positive Borel measure with compact support K. Our approach uses (global) P-extremal functions which is inspired by the classical case (when P = Σ the unit simplex) in [7].

• International Journal of Contents
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• v.13 no.4
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• pp.80-87
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• 2017

Since the advent of the Internet, and the development of smart devices, people have begun to spend more time in online platforms; this phenomenon has created a large number of online Words of Mouth (WOM) daily. Under these changes, one of the important aspects to consider is the conformity effect in online WOM; that is, whether an individual's own opinion would be influenced by the majority opinion of other people. This study, therefore, investigates whether there is the conformity effect in online product ratings for Amazon.com using the method called Markov Chain analysis. Markov Chain analysis considers the stochastic process that satisfies the Markov property, and we assume that the generation of online product ratings follows the process. Under the assumption that people are usually independent when they express their opinion in online platforms, we analyze the interdependency among rating sequences, and we find weak evidence that there exists the conformity effect in online product rating. This suggests that people who leave online product ratings consider others' opinions.

• Journal of applied mathematics & informatics
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• v.31 no.1_2
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• pp.241-246
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• 2013

Choi [1] identified and characterized the limiting diffusion of this diploid model by defining discrete generator for the rescaled Markov chain. In this note, we define the operator of projection $S_t$ on limiting diffusion and new measure $dQ=S_tdP$. We show the martingale property on this operator and measure. Also we conclude that the martingale problem for diffusion operator of projection is well-posed.

• Bulletin of the Korean Mathematical Society
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• v.43 no.4
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• pp.813-820
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• 2006

We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

• Journal of the Korean Data and Information Science Society
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• v.22 no.2
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• pp.353-360
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• 2011

We consider an asymmetric power transformed threshold GARCH(1.1) process and find sufficient conditions for the existence of a strictly stationary solution, geometric ergodicity and ${\beta}$-mixing property. Moments conditions are given. Box-Cox transformed threshold GARCH(1.1) is also considered as a special case.

• Journal of the Korean Statistical Society
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• v.35 no.1
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• pp.79-90
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• 2006

We consider the subdiagonal bilinear model and ARMA model with subdiagonal bilinear errors. Sufficient conditions for geometric ergodicity of associated Markov chains are derived by using results on generalized random coefficient autoregressive models and then strict stationarity and ,a-mixing property with exponential decay rates for given processes are obtained.

• Proceedings of the Korean Reliability Society Conference
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• 2002.06a
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• pp.263-272
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• 2002

Reliability of multi-phased mission system is represented where redundant components are repairable. Failures and repairs of components follow Markovian property Under some constraints, 4 models are available. Two models are represented here. The solutions are obtained as recursive equations using Markov model and eigenvalue system.