• Title/Summary/Keyword: Probability measure

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Batch Size Distribution in Input Flow to Queues with Finite Buffer Affects the Loss Probability

  • Kim Che-Soong;Oh Young-Jin
    • Journal of Korea Society of Industrial Information Systems
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    • v.11 no.1
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    • pp.1-6
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    • 2006
  • Queueing models are good models for fragments of communication systems and networks, so their investigation is interesting for theory and applications. Theses queues may play an important role for the validation of different decomposition algorithms designed for investigating more general queueing networks. So, in this paper we illustrate that the batch size distribution affects the loss probability, which is the main performance measure of a finite buffer queues.

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Fragility analysis of R/C frame buildings based on different types of hysteretic model

  • Borekci, Muzaffer;Kircil, Murat S.
    • Structural Engineering and Mechanics
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    • v.39 no.6
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    • pp.795-812
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    • 2011
  • Estimation of damage probability of buildings under a future earthquake is an essential issue to ensure the seismic reliability. Fragility curves are useful tools for showing the probability of structural damage due to earthquakes as a function of ground motion indices. The purpose of this study is to compare the damage probability of R/C buildings with low and high level of strength and ductility through fragility analysis. Two different types of sample buildings have been considered which represent the building types mentioned above. The first one was designed according to TEC-2007 and the latter was designed according to TEC-1975. The pushover curves of sample buildings were obtained via pushover analyses. Using 60 ground motion records, nonlinear time-history analyses of equivalent single degree of freedom systems were performed using bilinear hysteretic model and peak-oriented hysteretic model with stiffness - strength deterioration for each scaled elastic spectral displacement. The damage measure is maximum inter-story drift ratio and each performance level considered in this study has an assumed limit value of damage measure. Discrete damage probabilities were calculated using statistical methods for each considered performance level and elastic spectral displacement. Consequently, continuous fragility curves have been constructed based on the lognormal distribution assumption. Furthermore, the effect of hysteresis model parameters on the damage probability is investigated.

PROBABILITIES OF ANALOGUE OF WIENER PATHS CROSSING CONTINUOUSLY DIFFERENTIABLE CURVES

  • Ryu, Kun Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.3
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    • pp.579-586
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    • 2009
  • Let $\varphi$ be a complete probability measure on $\mathbb{R}$, let $m_{\varphi}$ be the analogue of Wiener measure over paths on [0, T] and let f(t) be continuously differentiable on [0, T]. In this note, we give the analogue of Wiener measure $m_{\varphi}$ of {x in C[0, T]$\mid$x(0) < f(0) and $x(s_0){\geq}f(s_{0})$ for some $s_{0}$ in [0, T]} by use of integral equation techniques. This result is a generalization of Park and Paranjape's 1974 result[1].

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Optimal Changes of Measure for Buffer Overflows in Tandem Network

  • Lee, Ji-Yeon
    • 한국데이터정보과학회:학술대회논문집
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    • 2001.10a
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    • pp.87-97
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    • 2001
  • We consider a stable tandem network which consists of two M/M/1 queues. The optimal changes of measure to run the fast simulation for the probability of rare events such as buffer overflows are obtained.

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SYMBOLIC DYNAMICS AND UNIFORM DISTRIBUTION MODULO 2

  • Choe, Geon H.
    • Communications of the Korean Mathematical Society
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    • v.9 no.4
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    • pp.881-889
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    • 1994
  • Let ($X, \Beta, \mu$) be a measure space with the $\sigma$-algebra $\Beta$ and the probability measure $\mu$. Throughouth this article set equalities and inclusions are understood as being so modulo measure zero sets. A transformation T defined on a probability space X is said to be measure preserving if $\mu(T^{-1}E) = \mu(E)$ for $E \in B$. It is said to be ergodic if $\mu(E) = 0$ or i whenever $T^{-1}E = E$ for $E \in B$. Consider the sequence ${x, Tx, T^2x,...}$ for $x \in X$. One may ask the following questions: What is the relative frequency of the points $T^nx$ which visit the set E\ulcorner Birkhoff Ergodic Theorem states that for an ergodic transformation T the time average $lim_{n \to \infty}(1/N)\sum^{N-1}_{n=0}{f(T^nx)}$ equals for almost every x the space average $(1/\mu(X)) \int_X f(x)d\mu(x)$. In the special case when f is the characteristic function $\chi E$ of a set E and T is ergodic we have the following formula for the frequency of visits of T-iterates to E : $$ lim_{N \to \infty} \frac{$\mid${n : T^n x \in E, 0 \leq n $\mid$}{N} = \mu(E) $$ for almost all $x \in X$ where $$\mid$\cdot$\mid$$ denotes cardinality of a set. For the details, see [8], [10].

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Evaluation of Uncertainty Importance Measure in Fault Tree Analysis (결점나무 분석에서 불확실성 중요도 측도의 평가)

  • Cho, Jae-Gyeun;Jeong, Seok-Chan
    • The Journal of Information Systems
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    • v.17 no.3
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    • pp.25-37
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    • 2008
  • In a fault tree analysis, an uncertainty importance measure is often used to assess how much uncertainty of the top event probability (Q) is attributable to the uncertainty of a basic event probability ($q_i$), and thus, to identify those basic events whose uncertainties need to be reduced to effectively reduce the uncertainty of Q. For evaluating the measures suggested by many authors which assess a percentage change in the variance V of Q with respect to unit percentage change in the variance $v_i$ of $q_i$, V and ${\partial}V/{\partial}v_i$ need to be estimated analytically or by Monte Carlo simulation. However, it is very complicated to analytically compute V and ${\partial}V/{\partial}v_i$ for large-sized fault trees, and difficult to estimate them in a robust manner by Monte Carlo simulation. In this paper, we propose a method for evaluating the measure using discretization technique and Monte Carlo simulation. The proposed method provides a stable uncertainty importance of each basic event.

Probability theory based fault detection and diagnosis of induction motor system (확률기법을 이용한 유도전동기의 고장진단 알고리즘 연구)

  • Kim, Kwang-Su;Cho, Hyun-Cheol;Song, Chang-Hwan;Lee, Kwon-Soon
    • Proceedings of the KIEE Conference
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    • 2008.04a
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    • pp.228-229
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    • 2008
  • This paper presents stochastic methodology based fault diction and diagnosis algorithm for induction motor systems. First, we construct probability distribution model from healthy motors and then probability distribution for faulty motors is recursively calculated by means of the proposed probability estimation. We measure motor current with hall sensors as system state. The estimated probability is compared to the model to generate a residue signal which is utilized for fault detection and diagnosis, that is, where a fault is occurred. We carry out real-time induction motor experiment to evaluate efficiency and reliability of the proposed approach.

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