• The Pure and Applied Mathematics
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• v.4 no.2
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• pp.105-110
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• 1997

The distribution of staff in a hierachial organization has been studied in a variety of forms and models. Results here show that the promotion process follows a binomial distribution with parameters n and $\alpha=e^{-pt}$ and the recruitment process follows a poisson distribution with parameter $\lambda$. Futhermore, the mean time to promotion in the grade was estimated.

• Journal of the Korean Statistical Society
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• v.36 no.2
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• pp.229-235
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• 2007

We consider a ruin model whose surplus process is formed by a compound Poisson process. If the level of surplus reaches V > 0, it is assumed that a certain amount of surplus is invested. In this paper, we apply the optional sampling theorem to the surplus process and obtain the expectation of period T, time from origin to the point where the level of surplus reaches either 0 or V. We also derive the total and average amount of surplus during T by establishing a backward differential equation.

• Journal of the Korean Mathematical Society
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• v.59 no.6
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• pp.1083-1101
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• 2022

In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admit a unique solution which belongs to class 𝔻.

• Journal of the Korean Mathematical Society
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• v.50 no.5
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• pp.1009-1031
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• 2013

In this paper, using elementary calculus only, we give a simple proof that Green function estimates imply the sharp two-sided pointwise estimates for Poisson kernels for subordinate Brownian motions. In particular, by combining the recent result of Kim and Mimica [5], our result provides the sharp two-sided estimates for Poisson kernels for a large class of subordinate Brownian motions including geometric stable processes.

• Communications of the Korean Mathematical Society
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• v.17 no.1
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• pp.71-80
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• 2002

We give a formulation of the large deviation property for rescalings of random measures on the d-dimensional Euclidean space R$^{d}$ . The approach is global in the sense that the objects are Radon measures on R$^{d}$ and the dual objects are the continuous functions with compact support. This is applied to the cluster random measures with Poisson centers, a large class of random measures that includes the Poisson processes.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.259-269
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• 1997

Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

• Journal of The Institute of Information and Telecommunication Facilities Engineering
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• v.10 no.1
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• pp.33-39
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• 2011

This paper considers a performance analysis of set-top box (STB) power saving schemes. STB converts the signal into content which is then displayed on the television (TV) screen, and there are typically two operation modes: on mode and stand-by mode. The total energy consumption (TEC), a typical measure of power consumption of STB, is defined by the sum of power consumption in each mode. Recently there are some works of STB power saving schemes that transit STB operation modes efficiently, and the mode transition time point of those schemes can be different. Thus it is required to develop a performance evaluation method that reflects mode transition time points of each scheme to get TEC correctly. This paper proposes a performance evaluation method for STB power consumption using Poisson process to consider the mode transition time point. By modeling STB mode transitions as events of Poisson process, the average time duration of STB mode is computed and accordingly the effect of power saving is evaluated. The performance evaluation result shows that the proposed method achieves 1 to 19% improvement in power consumption compared with a conventional performance evaluation method.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.471-479
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• 1995

A random shock model for a linearly deteriorating system is introduced. The system deteriorating linearly with time is subject to random shocks which arrive according to a Poisson process and decrease the state of the system by a random amount. The system is repaired by a repairmen arriving according to another Poisson process if the state when he arrives is below a threshold. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t) if X(t) is over the threshold. The stationary case is briefly discussed.

• Journal of Advanced Navigation Technology
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• v.7 no.2
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• pp.217-226
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• 2003

Recently Lim has proposed a linear, recursive, unbiased minimum variance filter for a maneuvering target based on the maneuver dynamics modeled as a jump process of Poisson-type. In the proposed filter it was assumed that the state transition parameters of the jump used for target maneuver modeling are a priori known to the filter. However, in most cases they are not known in practice. In this paper, we consider the influence of system (target) modeling error on the performance of the proposed tracking filter arising from the maneuver tracking. For qualitative analysis Monte-Carlo simulations are carried out against employing the maneuver model with different state transition parameters from the actual values.

• Journal of the Korean Operations Research and Management Science Society
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• v.6 no.2
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• pp.51-55
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• 1981

In both continuous-review and periodic-review non-stationary inventory systems, the non-stationary Poisson demand process and the associated inventory position processes were proved being mutually independent of each other, which lead to the probability distribution of the corresponding net inventory position process in the form of a finite product sum of those two process distributions. It is also discussed how these results can correspond to analytical stochastic inventory cost function formulations in terms of the probability distributions of the processes.