• Title/Summary/Keyword: Probability bounds

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Determination of Channel Capacity Bounds of Narrow Band ISDN Subscriber Line in the Presence of Impulsive Noise (임펼스성 잡음이 있을때 협대역 ISDN 가입자 전송로의 통신로 용량 한계 결정)

  • Lee, Jong-Heon;Sung, Tae-Kyung;Chin, Yong-Ohk
    • Proceedings of the KIEE Conference
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    • 1987.07b
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    • pp.854-858
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    • 1987
  • This paper considers impulsive noise which produce burst error in high speed(approx.160Kbps) data transmission like ISDN(Integrated Servise Digital Network) using PSTN(Public Switching Telephone Network). To begin with, we obtains the transfer function of subscriber line to calculate the variation of bandwidth when the gain of receiver is fixed and channel capacity of non-gaussian channel in upper-and lower bound, and evaluates the transmission capability. In this paper compares channel capacity bounds which obtains when probability density function of impulsive noise is Laplacian distribution function with impulsive noise generated by waveform synthesier.

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Dynamic response uncertainty analysis of vehicle-track coupling system with fuzzy variables

  • Ye, Ling;Chen, Hua-Peng;Zhou, Hang;Wang, Sheng-Nan
    • Structural Engineering and Mechanics
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    • v.75 no.4
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    • pp.519-527
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    • 2020
  • Dynamic analysis of a vehicle-track coupling system is important to structural design, damage detection and condition assessment of the structural system. Deterministic analysis of the vehicle-track coupling system has been extensively studied in the past, however, the structural parameters of the coupling system have uncertainties in engineering practices. It is essential to treat the parameters of the vehicle-track coupling system with consideration of uncertainties. In this paper, a method for predicting the bounds of the vehicle-track coupling system responses with uncertain parameters is presented. The uncertain system parameters are modeled as fuzzy variables instead of conventional random variables with known probability distributions. Then, the dynamic response functions of the coupling system are transformed into a component function based on the high dimensional representation approximation. The Lagrange interpolation method is used to approximate the component function. Finally, the bounds of the system's dynamic responses can be predicted by using Monte Carlo method for the interpolation polynomials of the Lagrange interpolation function. A numerical example is introduced to illustrate the ability of the proposed method to predict the bounds of the system's dynamic responses, and the results are compared with the direct Monte Carlo method. The results show that the proposed method is effective and efficient to predict the bounds of the system's dynamic responses with fuzzy variables.

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
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    • v.1 no.2
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    • pp.81-87
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    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

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LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS

  • CHOI YONG-KAB;LIN ZRENGYAN;SUNG HWA-SANG;HWANG KYO-SHIN;MOON HEE-JIN
    • Journal of the Korean Mathematical Society
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    • v.42 no.6
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    • pp.1265-1278
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    • 2005
  • In this paper, we establish limit theorems containing both the moduli of continuity and the large incremental results for finite dimensional Gaussian processes with N parameters, via estimating upper bounds of large deviation probabilities on suprema of the Gaussian processes.

A WEAKLY DEPENDENCE CONCEPT IN MOVING AVERAGE MODELS

  • Baek, Jong-Il;Lim, Ho-Un;Youn, Eun-Ho
    • Communications of the Korean Mathematical Society
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    • v.12 no.3
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    • pp.743-754
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    • 1997
  • We introduce a class of finite and infinite moving average (MA) sequences of multivariate random vectors exponential marginals. The theory of dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain some probability bounds for the multivariate processes.

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THE EXISTENCE OF PRODUCT BROWNIAN PROCESSES

  • Kwon, Joong-Sung
    • Journal of the Korean Mathematical Society
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    • v.33 no.2
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    • pp.319-332
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    • 1996
  • Many authors have studied multiple stochastic integrals in pursuit of the existence of product processes in terms of multiple integrals. But there has not been much research into the structure of the product processes themselves. In this direction, a study which gives emphasis on sample path continuity and boundedness properties was initiated in Pyke[9]. For details of problem set-ups and necessary notations, see [9]. Recently the weak limits of U-processes are shown to be chaos processes, which is product of the same Brownian measures, see [2] and [7].

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THE CORRELATION DIMENSION OF GENERALIZED CANTOR-LIKE SETS

  • Lee, Mi-Ryeong;Baek, Hun-Ki
    • Honam Mathematical Journal
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    • v.34 no.2
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    • pp.219-230
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    • 2012
  • In the paper, a symbolic construction is considered to define generalized Cantor-like sets. Lower and upper bounds for the correlation dimension of the sets with a regular condition are obtained with respect to a probability Borel measure. Especially, for some special cases of the sets, the exact formulas of the correlation dimension are established and we show that the correlation dimension and the Hausdorff dimension of some of them are the same. Finally, we find a condition which guarantees the positive correlation dimension of the generalized Cantor-like sets.

UPPER BOUNDS FOR BIVARIATE BONFERRONI-TYPE INEQUALITIES USING CONSECUTIVE EVENTS

  • Lee, Min-Young
    • Communications of the Korean Mathematical Society
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    • v.22 no.2
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    • pp.305-313
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    • 2007
  • Let $A_1,\;A_2,\;\ldots,\;A_m$ and $B_1,\;B_2,\;\ldots,\;B_n$ be two sequences of events on the same probability space. Let $X=X_m(A)\;and\;Y=Y_n(B)$, respectively, denote the numbers of those $A_i's\;and\;B_j's$ which occur. We establish new bivariate Bonferroni-type inequalities using consecutive events and deduce a known result.

A REFINEMENT OF THE JENSEN-SIMIC-MERCER INEQUALITY WITH APPLICATIONS TO ENTROPY

  • Sayyari, Yamin
    • The Pure and Applied Mathematics
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    • v.29 no.1
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    • pp.51-57
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    • 2022
  • The Jensen, Simic and Mercer inequalities are very important inequalities in theory of inequalities and some results are devoted to this inequalities. In this paper, firstly, we establish extension of Jensen-Simic-Mercer inequality. After that, we investigate bounds for Shannons entropy of a probability distribution. Finally, We give some new applications in analysis.