• Title/Summary/Keyword: Probability bounds

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Bit Error Bounds for Trellis Coded Asymmetric 8PSK in Rain Fading Channel (강우 페이딩 채널에서 비대칭 8PSK 트랠리스 부호화방식의 비트에러 상한 유도)

  • 황성현;최형진
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.5B
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    • pp.797-808
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    • 2000
  • This paper presents the bit error rate(BER) upper bounds for trellis coded asymmetric 8PSK(TC-A8PSK) system using the Ka-band satellite in the rain fading environment. The probability density function(PDF) for the rain fading random variable can be theoretically derived by assuming that the rain attenuation can be approximated to a long-normal distribution and the rain fading parameters are calculated by using the rain precipitation data from the Crane global model. Furthermore, we analyze the BER upper bounds of TC-A8PSK system according to the number of states in the trellis diagram and the availability of channel state information(CSI). In the past, Divsalar and Simon[9] has analyzed the BER upper bounds of 2-state TCM system in Rician fading channels however this paper is the first to analyze the BER upper bounds of TCM system in the rain fading channels. Finally, we summarize the dominant six factors which are closely related to the BER upper bounds of TC-A8PSK satellite system in the rain fading channel as follows: 1) frequency band, 2) rain intensity, 3) elevation angle, 4) signal to noise ratio, 5) asymmetric angle, and 6) availability of CSI.

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Reliability Analysis of Multiple Failure Modes of Rubble-Mound Breakwaters (경사제의 다중 파괴모드에 대한 신뢰성 해석)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.2
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    • pp.137-147
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    • 2008
  • A reliability analysis has been performed to investigate the systematic stability of multi-failure modes of rubble-mound breakwaters. The reliability functions of four different failure modes are established straightforwardly. AFDA(Approximate Full Distribution Approcah) reliability models for each failure modes are directly developed and satisfactorily calibrated through the comparison with CIAD's results. In the reliability analysis of single failure mode, the probabilities of failure are calculated and the influence coefficients of random variables in the failure modes are properly evaluated. Meanwhile, three different models such as uni-modal bounds, bimodal bounds, and PNET are applied to evaluate the probabilities of failure of multi-failure modes for rubble-mound breakwaters. It may be found that uni-modal bounds tend to overestimate the probability of failure of multi-failure modes. Therefore, for the systematic reliability analysis of multi-failure modes, it is recommended to use bi-modal bounds or PNET which consider the correlation between the failure modes for rubble-mound breakwaters. By introducing the reliability analysis of multi-failure modes, it could be possible to find out the additional probabilities of failure occurred by the multi-failure modes of a multi-component system such as rubble-mound breakwaters.

DEPENDENCE IN M A MODELS WITH STOCHASTIC PROCESSES

  • KIM, TAE-SUNG;BAEK, JONG-IL
    • Honam Mathematical Journal
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    • v.15 no.1
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    • pp.129-136
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    • 1993
  • In this paper we present of a class infinite M A (moving-average) sequences of multivariate random vectors. We use the theory of positive dependence to show that in a variety of cases the classes of M A sequences are associated. We then apply the association to establish some probability bounds and moment inequalities for multivariate processes.

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On Lag Increments Of A Gaussian Process

  • Choi, Yong-Kab;Choi, Jin-Hee
    • Communications of the Korean Mathematical Society
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    • v.15 no.2
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    • pp.379-390
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    • 2000
  • In this paper the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process.

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The Mutual Information for Bit-Linear Linear-Dispersion Codes (BLLD 부호의 Mutual Information)

  • Jin, Xiang-Lan;Yang, Jae-Dong;Song, Kyoung-Young;No, Jong-Seon;Shin, Dong-Joon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.10A
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    • pp.958-964
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    • 2007
  • In this paper, we derive the relationship between the bit error probability (BEP) of maximum a posteriori (MAP) bit detection and the bit minimum mean square error (MMSE), that is, the BEP is greater than a quarter of the bit USE and less than a half of the bit MMSE. By using this result, the lower and upper bounds of the derivative of the mutual information are derived from the BEP and the lower and upper bounds are easily obtained in the multiple-input multiple-output (MIMO) communication systems with the bit-linear linear-dispersion (BLLD) codes in the Gaussian channel.

Performance Comparison of MISP-based MANET Strong DAD Protocol

  • Kim, Sang-Chul
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.9
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    • pp.3449-3467
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    • 2015
  • A broadcast operation is the fundamental transmission technique in mobile ad-hoc networks (MANETs). Because a broadcast operation can cause a broadcast storm, only selected forwarding nodes have the right to rebroadcast a broadcast message among the one-hop and two-hop neighboring nodes of a sender. This paper proposes the maximum intersection self-pruning (MISP) algorithm to minimize broadcasting redundancy. Herein, an example is given to help describe the main concept of MISP and upper bounds of forward node have been derived based on induction. A simulation conducted demonstrated that when conventional blind flooding (BF), self-pruning (SP), an optimized link state routing (OLSR) multipoint relay (MPR) set, and dominant pruning (DP), are replaced with the MISP in executing Strong duplicate address detection (DAD), the performances in terms of the energy consumption, upper bounds of the number of forward nodes, and message complexity have been improved. In addition, to evaluate the performance in reference to the link error probability, Pe, an enhancement was achieved by computing a proposed retransmission limit, S, for error recovery based on this probability. Retransmission limit control is critical for efficient energy consumption of MANET nodes operating with limited portable energy where Strong DAD reacts differently to link errors based on the operational procedures.

Evaluation of the Probability of the Steel Beam to Collapse in Accordance with the Normal Distribution Load (철골보의 정규하중분포에 따른 파손확률 평가)

  • Song, Chang-Young
    • Journal of Korean Society of Disaster and Security
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    • v.7 no.1
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    • pp.43-50
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    • 2014
  • Based on the reliability theory, the risk assessment of steel beams is performed by the determination of failure probability. In the calculation, bending, shearing and combined (bending + shearing) modes are examined. The resistance and the loads on the beam are assumed to be normal distribution. To investigate the failure probability changes, total load applied at the mid span of beam is divided into 1 to 1 and 1 to 2 ratio and then these divided loads are placed on the trisected points on beam. The change of boundary conditions at beam ends are also included in the investigation. It shows that failure is governed by the combined mode for the present beams and the second order bound analysis of failure probability is not crucial. On the whole failure probability decreases with increasing end restraints at the beam ends with some exception.

Formal Trust Assessment with Confidence Probability

  • Kutay, Mahir;Ercan, Tuncay
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.2
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    • pp.830-842
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    • 2015
  • Trust and trustworthiness of web services and organizations is calculated as scalar values. But there is still a certain level of risk for the overall reliability of this value. In this article, we focus on calculating trust values as intervals between upper and lower bounds based on predefined confidence values through an additional confidence probability. This will give us a more realistic approach to the trust assessments between individuals and organizations. We also developed a web-based software tool, TAST (Trust Assessment Software Tool) that collects the web services' evaluation of different customer groups for similar organizations through the user interface and calculates the trust intervals for predefined and previously selected confidence values. Our model uses a weighted calculation of mean and variances of customer groups in specific periods and analyses the total and incremental trust of different customer groups.

Reliability Analysis in Designing of Reinforced Soil Structures using Uni-Modal Bounds (단일모드 구간해법을 이용한 보강토옹벽 설계의 신뢰성해석)

  • Kim, Hyun-Ki;Lee, Sung-Hyouk;Choi, Chan-Yong
    • Journal of the Korean Geosynthetics Society
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    • v.9 no.4
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    • pp.17-25
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    • 2010
  • Evaluation of stability in traditional designing of reinforced soil structures is executed by examination of internal and external stability. Analysis of internal stability is for pull-out and ductile strength. Analysis of external stability is for settlement, overturning and sliding. To minimize inherent uncertainties of soil properties and analytical model, reliability analysis was developed recently. In this study, reliability analysis method considering simultaneous failure probability for various failure mode of internal and external stability is proposed. By applying uni-modal bounds, Stability of system reliability of reinforced soil structures is evaluated by integrating multi failure mode for various analytical model. Because of complex consideration for various failure shapes and modes, it is possible to secure advanced safety by using simultaneous failure probability. And evaluation of reinforced soil structure is executed by representative index, simultaneous failure probability, than previous method.

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BERRY-ESSEEN BOUNDS OF RECURSIVE KERNEL ESTIMATOR OF DENSITY UNDER STRONG MIXING ASSUMPTIONS

  • Liu, Yu-Xiao;Niu, Si-Li
    • Bulletin of the Korean Mathematical Society
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    • v.54 no.1
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    • pp.343-358
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    • 2017
  • Let {$X_i$} be a sequence of stationary ${\alpha}-mixing$ random variables with probability density function f(x). The recursive kernel estimators of f(x) are defined by $$\hat{f}_n(x)={\frac{1}{n\sqrt{b_n}}{\sum_{j=1}^{n}}b_j{^{-\frac{1}{2}}K(\frac{x-X_j}{b_j})\;and\;{\tilde{f}}_n(x)={\frac{1}{n}}{\sum_{j=1}^{n}}{\frac{1}{b_j}}K(\frac{x-X_j}{b_j})$$, where 0 < $b_n{\rightarrow}0$ is bandwith and K is some kernel function. Under appropriate conditions, we establish the Berry-Esseen bounds for these estimators of f(x), which show the convergence rates of asymptotic normality of the estimators.