• Journal of the Korean Mathematical Society
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• v.40 no.1
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• pp.87-107
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• 2003

In this paper, we consider a discrete time queueing system fed by a superposition of an ON and OFF source with heavy tail ON periods and geometric OFF periods and a D-BMAP (Discrete Batch Markovian Arrival Process). We study the tail behavior of the queue length distribution and both infinite and finite buffer systems are considered. In the infinite buffer case, we show that the asymptotic tail behavior of the queue length of the system is equivalent to that of the same queueing system with the D-BMAP being replaced by a batch renewal process. In the finite buffer case (of buffer size K), we derive upper and lower bounds of the asymptotic behavior of the loss probability as $K\;\longrightarrow\;\infty$.

• Communications for Statistical Applications and Methods
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• v.27 no.2
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• pp.163-175
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• 2020

We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

• Journal of the Korean Institute of Navigation
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• v.16 no.1
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• pp.94-97
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• 1992

In this paper, the individual number of the future has depended not only upon the present individual number but upon the present individual age, considering the stochastic process model of individual number when the life span of each individual number and the individual age as a set, this becomes a Markovian. Therefore, in this paper the individual is treated as invariable, without depending upon the whole record of each individual since its birth. As a result, suppose {N(t), t>0} be a counting process and also suppose $Z_n$ denote the life span between the (n-1)st and the nth event of this process, (n{$geq}1$) : that is, when the first individual is established at n=1(time, 0), the Z$Z_n$ at time nth individual breaks, down. Random walk $Z_n$ is $Z_n=X_1+X_2+{\cdots}{\cdots}+X_A, Z_0=0$ So, fixed time t, the stochastic model is made up as follows ; A) Recurrence (Regeneration)number between(0.t) $N_t=max{n ; Z_n{\leq}t}$ B) Forwardrecurrence time(Excess life) $T^-I_t=Z_{Nt+1}-t$ C) Backward recurrence time(Current life) $T^-_t=t-Z_{Nt}$

• Journal of applied mathematics & informatics
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• v.32 no.1_2
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• pp.129-136
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• 2014

One of the fundamental issues in the design of dynamic spectrum access policy is the modeling of the dynamic behavior of channel occupancy by primary users. Under a Markovian modeling of channel occupancy, a periodic sensing and greedy access policy is known as one of the simple and practical dynamic spectrum access policies in cognitive radio networks. In this paper, the primary occupancy of each channel is modeled as a discrete-time alternating renewal process with generally distributed on- and off-periods. A periodic sensing and greedy access policy is constructed based on the general channel occupancy model. Simulation results show that the proposed policy has better throughput than the policies using channel models with exponentially distributed on- or off-periods.

• Proceedings of the KSME Conference
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• 2001.06e
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• pp.760-765
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• 2001

Some multidimentional generalizations of the Fokker-Planck Equation used by Friedrich and Peinke for description of a turbulent cascade was solved by A.A.Donkov, A.D.Donkov, and G.I.Grancharova. The solutions are two types, isotropic and anisotropic diffusion case. We introduce their methods to solve the Equation and solutions. Furthermore we get the more generalized exact solution as combination of two cases and plot to compare those to experimental results for the isotropic case.

• Journal of applied mathematics & informatics
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• v.8 no.2
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• pp.519-530
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• 2001

A two commodity continuous review inventory system with independent Poisson processes for the demands is considered in this paper. The maximum inventory level for the i-th commodity fixed as $S_i$(i = 1,2). The net inventory level at time t for the i-th commodity is denoted by $I_i(t),\;i\;=\;1,2$. If the total net inventory level $I(t)\;=\;I_1(t)+I_2(t)$ drops to a prefixed level s $[{\leq}\;\frac{({S_1}-2}{2}\;or\;\frac{({S_2}-2}{2}]$, an order will be placed for $(S_{i}-s)$ units of i-th commodity(i=1,2). The probability distribution for inventory level and mean reorders and shortage rates in the steady state are computed. Numerical illustrations of the results are also provided.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.866-872
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• 2005

본 연구는 비축출형 우선순위 2-계층 대기행렬을 다룬다. 각 계층별 고객들은 마코비안 도착과정(Markovian arrival process, MAP)에 의하여 시스템에 도착하고, 각 계층마다 고유의 임계점을 갖는다. 시스템 내에 고객들이 존재하지 않으면 서어버는 유휴해지고 어느 계층이든지 상관없이 계층에 부여된 임계점에 먼저 도달하면 서어버는 서비스를 시작한다. 우선순위가 높은 고객들을 먼저 서비스하는 비축출형 우선순위 서비스규칙을 따른다. 본 연구에서는 각 계층별 고객들의 대기시간분포에 대한 라플라스(Laplace-Stieltjes) 변환과 평균 대기시간을 유도한다.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.1093-1100
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• 2006

본 연구는 D-정책을 갖는 BMAP/G/1 대기행렬 시스템의 일량(workload) 및 대기시간(waiting time)을 분석한다. 유휴한 서버는 도착하는 고객들의 서비스 시간의 총합이 주어진 임계점 D를 넘어야만 서비스를 시작한다. 고객의 도착과정은 집단마코비안도착과정(BMAP, Batch Markovian Arrival Process)을 따른다. 본 논문에서는 이러한 시스템의 일량 및 대기시간에 대한 LST를 구하고, 이로부터 평균일량 및 평균대기시간을 유도한다. 또한 BMAP/G/1의 특별한 경우인 $M^X/G/1$인 경우와 대기시간의 비교를 행한다.

• Proceedings of the Acoustical Society of Korea Conference
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• 1998.08a
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• pp.225-230
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• 1998

In this paper, a Kalman filter approach for enhancing speech signals degraded by statistically independent additive nonstationary noise is developed. The autoregressive hidden markov model is used for modeling the statistical characteristics of both the clean speech signal and the nonstationary noise process. In this case, the speech enhancement comprises a weighted sum of conditional mean estimators for the composite states of the models for the speech and noise, where the weights equal to the posterior probabilities of the composite states, given the noisy speech. The conditional mean estimators use a smoothing spproach based on two Kalmean filters with Markovian switching coefficients, where one of the filters propagates in the forward-time direction with one frame. The proposed method is tested against the noisy speech signals degraded by Gaussian colored noise or nonstationary noise at various input signal-to-noise ratios. An app개ximate improvement of 4.7-5.2 dB is SNR is achieved at input SNR 10 and 15 dB. Also, in a comparison of conventional and the proposed methods, an improvement of the about 0.3 dB in SNR is obtained with our proposed method.

• Journal of Korean Society for Quality Management
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• v.24 no.3
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• pp.31-36
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• 1996

A Markovian stochastic model for a system subject to random shocks is considered. Each shock arriving according to a Poisson process decreases the state of the system by a random amount. A repairman arrives at the system periodically for inspection and repairs the system only if the state is below a threshold. Costs are assigned to each inspection of the repairman, to each repair, and to the system being in bad states below the threshold. The expected long run average cost is obtained and compared with that of the random inspection introduced by Lee and Lee(1994).