• 제목/요약/키워드: Probability bounds

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Bounds on the Overflow Probability in Jackson Networks

  • 이지연
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.109-113
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    • 2000
  • We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply the stronger logarithmic limit than that in Glasserman and Kou(1995) when several nodes have the same maximal load.

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NEW BOUNDS ON THE OVERFLOW PROBABILITY IN JACKSON NETWORKS

  • Lee, Ji-Yeon
    • Journal of the Korean Statistical Society
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    • 제32권4호
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    • pp.359-371
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    • 2003
  • We consider the probability that the total population of a stable Jackson network reaches a given large value. By using the fluid limit of the reversed network, we derive new upper and lower bounds on this probability, which are sharper than those in Glasserman and Kou (1995). In particular, the improved lower bound is useful for analyzing the performance of an importance sampling estimator for the overflow probability in Jackson tandem networks. Bounds on the expected time to overflow are also obtained.

BOUNDS ON PROBABILITY FOR THE OCCURRENCE OF EXACTLY r, t OUT OF m, n EVENTS

  • Lee, Min-Young
    • 대한수학회논문집
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    • 제12권2호
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    • pp.393-401
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    • 1997
  • Let $A_1,A_2,\cdots,A_m$ and $B_1,B_2,\cdots,B_n$ be two sequences of events on a given probability space. Let $X_m$ and $Y_n$, respectively, be the number of those $A_i$ and $B_j$, which occur we establish new upper and lower bounds on the probability $P(X=r, Y=t)$ which improve upper bounds and classical lower bounds in terms of the bivariate binomial moment $S_{r,t},S_{r+1,t},S_{r,t+1}$ and $S_{r+1,t+1}$.

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Tight Bounds and Invertible Average Error Probability Expressions over Composite Fading Channels

  • Wang, Qian;Lin, Hai;Kam, Pooi-Yuen
    • Journal of Communications and Networks
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    • 제18권2호
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    • pp.182-189
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    • 2016
  • The focus in this paper is on obtaining tight, simple algebraic-form bounds and invertible expressions for the average symbol error probability (ASEP) of M-ary phase shift keying (MPSK) in a class of composite fading channels. We employ the mixture gamma (MG) distribution to approximate the signal-to-noise ratio (SNR) distributions of fading models, which include Nakagami-m, Generalized-K ($K_G$), and Nakagami-lognormal fading as specific examples. Our approach involves using the tight upper and lower bounds that we recently derived on the Gaussian Q-function, which can easily be averaged over the general MG distribution. First, algebraic-form upper bounds are derived on the ASEP of MPSK for M > 2, based on the union upper bound on the symbol error probability (SEP) of MPSK in additive white Gaussian noise (AWGN) given by a single Gaussian Q-function. By comparison with the exact ASEP results obtained by numerical integration, we show that these upper bounds are extremely tight for all SNR values of practical interest. These bounds can be employed as accurate approximations that are invertible for high SNR. For the special case of binary phase shift keying (BPSK) (M = 2), where the exact SEP in the AWGN channel is given as one Gaussian Q-function, upper and lower bounds on the exact ASEP are obtained. The bounds can be made arbitrarily tight by adjusting the parameters in our Gaussian bounds. The average of the upper and lower bounds gives a very accurate approximation of the exact ASEP. Moreover, the arbitrarily accurate approximations for all three of the fading models we consider become invertible for reasonably high SNR.

Asymptotics in Load-Balanced Tandem Networks

  • 이지연
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.155-162
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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Asymptotics in Load-Balanced Tandem Networks

  • Lee, Ji-Yeon
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.715-723
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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IMPROVED UPPER BOUNDS OF PROBABILITY

  • Lee, Min-Young;Jo, Moon-Shik
    • 대한수학회논문집
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    • 제18권4호
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    • pp.725-736
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    • 2003
  • Let $A_1,{\;}A_2,...,A_n$ be a sequence of events on a given probability space. Let $m_n$ be the number of those $A'_{j}s$ which occur. Upper bounds of P($m_n{\;}\geq{\;}1) are obtained by means of probability of consecutive terms which reduce the number of terms in binomial moments $S_2,n,S_3,n$ and $S_4,n$.

Outage Analysis and Power Allocation for Distributed Space-Time Coding-Based Cooperative Systems over Rayleigh Fading Channels

  • Lee, In-Ho
    • Journal of information and communication convergence engineering
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    • 제15권1호
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    • pp.21-27
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    • 2017
  • In this research, we study the outage probability for distributed space-time coding-based cooperative (DSTC) systems with amplify-and-forward relaying over Rayleigh fading channels with a high temporal correlation where the direct link between the source and the destination is available. In particular, we derive the upper and lower bounds of the outage probability as well as their corresponding asymptotic expressions. In addition, using only the average channel powers for the source-to-relay and relay-to-destination links, we propose an efficient power allocation scheme between the source and the relay to minimize the asymptotic upper bound of the outage probability. Through a numerical investigation, we verify the analytical expressions as well as the effectiveness of the proposed efficient power allocation. The numerical results show that the lower and upper bounds tightly correspond to the exact outage probability, and the proposed efficient power allocation scheme provides an outage probability similar to that of the optimal power allocation scheme that minimizes the exact outage probability.

Reed-Solomon/Trellis 연접 부호변조 시스템의 비트오율 해석 (An Analysis of Bit Error Probability of Reed-Solomon/Trellis concatenated Coded-Modulation System)

  • 김형락;이상곤;문상재
    • 전자공학회논문지A
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    • 제31A권9호
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    • pp.34-43
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    • 1994
  • The unequal symbol error probability of TCM(trellis coded modulation) is analyzed and applied to the derivation of bit error probability of /RS/Trellis concatenated coded-modulation system. An upper bound of the symbol error probability of TCM concatenated with RS code is obtained by exploiting the unequal symbol error probability of TCM, and it is applied to the derivation of the upper bound of the bit error probability of the RS/Trellis concatenated coded-modulation system. Our upper bounds of the concatenated codes are tighter than the earlier established other upper bounds.

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이동통신 채널에서의 RS/trellis 연접 부호변조 시스템의 비트오율 해석 (An analysis of bit error probability of RS/trellis concatenated coded-modulation systems for mobile radio channel)

  • 김왕길;이상곤;문상재
    • 한국통신학회논문지
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    • 제21권6호
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    • pp.1546-1553
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    • 1996
  • The bit error probability of RS/trellis concatenated coded-modualtion system in the mobile radio channel is analyzed. A new upper bound to the symbol error probability of the inner TCM in the mobile radio channel is obtained by exploiting the unequal symbol error probability of the TCM. This bound is applied to the derivation of the upper bound to the bit error probability of the concatenated coded-modulation system. An efficient way of searching distance spectrum of the TCM in mobile radio channel is devised. Our new bounds are tighter than the earlier studied other bounds.

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