• 제목/요약/키워드: Random Analysis

검색결과 4,591건 처리시간 0.031초

A Batch Arrival Queue with a Random Setup Time Under Bernoulli Vacation Schedule

  • Choudhury, Gautam;Tadj, Lotfi;Paul, Maduchanda
    • Management Science and Financial Engineering
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    • 제15권2호
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    • pp.1-21
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    • 2009
  • We consider an $M^x/G/1$ queueing system with a random setup time under Bernoulli vacation schedule, where the service of the first unit at the completion of each busy period or a vacation period is preceded by a random setup time, on completion of which service starts. However, after each service completion, the server may take a vacation with probability p or remain in the system to provide next service, if any, with probability (1-p). This generalizes both the $M^x/G/1$ queueing system with a random setup time as well as the Bernoulli vacation model. We carryout an extensive analysis for the queue size distributions at various epochs. Further, attempts have been made to unify the results of related batch arrival vacation models.

랜덤하중이 가해진 복합재료 H-형 보의 동적 응답 해석 (Dynamic Response Analysis of Composite H-Type Cross-Section Beams to Random Loads)

  • 김성균;송봉건;송오섭
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2011년도 추계학술대회 논문집
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    • pp.130-135
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    • 2011
  • A study of the bending-extension-transverse shear coupled random response of the composite beams with thin-walled open sections subjected to various types of concentrated and distributed random excitations is dealt with in this paper. First of all, equations of motion of thin-walled composite H-type cross-section beams incorporating a number of nonclassical effects of transverse shear and primary and secondary warping, and anisotropy of constituent materials are derived. On the basis of derived equations of motion, analytical expressions for the displacement response of the composite beams are derived by using normal mode method combined with frequency response function method.

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Stochastic free vibration analysis of smart random composite plates

  • Singh, B.N.;Vyas, N.;Dash, P.
    • Structural Engineering and Mechanics
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    • 제31권5호
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    • pp.481-506
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    • 2009
  • The present study is concerned with the stochastic linear free vibration study of laminated composite plate embedded with piezoelectric layers with random material properties. The system equations are derived using higher order shear deformation theory. The lamina material properties of the laminate are modeled as basic random variables for accurate prediction of the system behavior. A $C^0$ finite element is used for spatial descretization of the laminate. First order Taylor series based mean centered perturbation technique in conjunction with finite element method is outlined for the problem. The outlined probabilistic approach is used to obtain typical numerical results, i.e., the mean and standard deviation of natural frequency. Different combinations of simply supported, clamped and free boundary conditions are considered. The effect of side to thickness ratio, aspect ratio, lamination scheme on scattering of natural frequency is studied. The results are compared with those available in literature and an independent Monte Carlo simulation.

Bayesian Modeling of Random Effects Covariance Matrix for Generalized Linear Mixed Models

  • Lee, Keunbaik
    • Communications for Statistical Applications and Methods
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    • 제20권3호
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    • pp.235-240
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    • 2013
  • Generalized linear mixed models(GLMMs) are frequently used for the analysis of longitudinal categorical data when the subject-specific effects is of interest. In GLMMs, the structure of the random effects covariance matrix is important for the estimation of fixed effects and to explain subject and time variations. The estimation of the matrix is not simple because of the high dimension and the positive definiteness; subsequently, we practically use the simple structure of the covariance matrix such as AR(1). However, this strong assumption can result in biased estimates of the fixed effects. In this paper, we introduce Bayesian modeling approaches for the random effects covariance matrix using a modified Cholesky decomposition. The modified Cholesky decomposition approach has been used to explain a heterogenous random effects covariance matrix and the subsequent estimated covariance matrix will be positive definite. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using these methods.

시뮬레이션을 통한 시스템 최적화 과정에서 공통 난수 활용의 이점 분석 (A Benefit Analysis of Using Common Random Numbers When Optimizing a System by Simulation Experiments)

  • 박진원
    • 한국시뮬레이션학회논문지
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    • 제9권4호
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    • pp.1-10
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    • 2000
  • One of the primary goals of the simulation experiments is to understand the overall system behavior and to analyze the system, ultimately to optimize the system. Optimizing the system includes determining the optimum condition of the system parameters of interest. This paper is concerned with the simulation methodology for estimating the unknown objective function for the system of interest and optimizing the system with respect to the controllable factors. In the process of estimating the unknown objective function, which is assumed to be a second order spline function, we use common random numbers for different set of the controllable factors resulting in more accurate parameter estimation for the objective function. We will show some mathematical result for the benefit of using common random numbers.

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Designing Statistical Test for Mean of Random Profiles

  • Bahri, Mehrab;Hadi-Vencheh, Abdollah
    • Industrial Engineering and Management Systems
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    • 제15권4호
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    • pp.432-445
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    • 2016
  • A random profile is the result of a process, the output of which is a function instead of a scalar or vector quantity. In the nature of these objects, two main dimensions of "functionality" and "randomness" can be recognized. Valuable researches have been conducted to present control charts for monitoring such processes in which a regression approach has been applied by focusing on "randomness" of profiles. Performing other statistical techniques such as hypothesis testing for different parameters, comparing parameters of two populations, ANOVA, DOE, etc. has been postponed thus far, because the "functional" nature of profiles is ignored. In this paper, first, some needed theorems are proven with an applied approach, so that be understandable for an engineer which is unfamiliar with advanced mathematical analysis. Then, as an application of that, a statistical test is designed for mean of continuous random profiles. Finally, using experimental operating characteristic curves obtained in computer simulation, it is demonstrated that the presented tests are properly able to recognize deviations in the null hypothesis.

불규칙 조면의 전파 특성 해석을 위한 이산 광선 추적법 (Discrete Ray Tracing Techniques for Wave Propagation Characteristic of Random Rough Surfaces)

  • 윤광렬
    • 한국전자통신학회논문지
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    • 제5권3호
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    • pp.233-238
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    • 2010
  • 본 논문에서는 무선 망 설계에 필요한 전자파 전파 특성 예측을 위한 방법 중 하나인 광선 추적법을 이용하여 2차원 불규칙 조면에서의 전파 특성 조사하기 위한 이산 광선 추적법을 제안 하였다. 이 방법은 불규칙 조면과 광선 추적에도 이산화 방법을 적용한다. 제안한 방법은 불규칙 조면 생성에 컴퓨터 메모리를 절약할 수 있으며, 광선 추적에 소요되는 계산 시간을 단축 할 수가 있다. 2차원 불규칙 조면에 대해 이산 광선 추적법을 적용하여 전계 분포에 대한 수치 계산을 행하였으며, 이산 광선 추적법의 유효성에 대해서도 조사하였다.

PRaCto: Pseudo Random bit generator for Cryptographic application

  • Raza, Saiyma Fatima;Satpute, Vishal R
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권12호
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    • pp.6161-6176
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    • 2018
  • Pseudorandom numbers are useful in cryptographic operations for using as nonce, initial vector, secret key, etc. Security of the cryptosystem relies on the secret key parameters, so a good pseudorandom number is needed. In this paper, we have proposed a new approach for generation of pseudorandom number. This method uses the three dimensional combinational puzzle Rubik Cube for generation of random numbers. The number of possible combinations of the cube approximates to 43 quintillion. The large possible combination of the cube increases the complexity of brute force attack on the generator. The generator uses cryptographic hash function. Chaotic map is being employed for increasing random behavior. The pseudorandom sequence generated can be used for cryptographic applications. The generated sequences are tested for randomness using NIST Statistical Test Suite and other testing methods. The result of the tests and analysis proves that the generated sequences are random.

Applying the Nash Equilibrium to Constructing Covert Channel in IoT

  • Ho, Jun-Won
    • International Journal of Internet, Broadcasting and Communication
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    • 제13권1호
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    • pp.243-248
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    • 2021
  • Although many different types of covert channels have been suggested in the literature, there are little work in directly applying game theory to building up covert channel. This is because researchers have mainly focused on tailoring game theory for covert channel analysis, identification, and covert channel problem solving. Unlike typical adaptation of game theory to covert channel, we show that game theory can be utilized to establish a new type of covert channel in IoT devices. More specifically, we propose a covert channel that can be constructed by utilizing the Nash Equilibrium with sensor data collected from IoT devices. For covert channel construction, we set random seed to the value of sensor data and make payoff from random number created by running pseudo random number generator with the configured random seed. We generate I × J (I ≥ 2, J ≥ 2) matrix game with these generated payoffs and attempt to obtain the Nash Equilibrium. Covert channel construction method is distinctly determined in accordance with whether or not to acquire the Nash Equilibrium.

Analysis of Adolescent Suicide Factors based on Random Forest Machine Learning Algorithm

  • Gi-Lim HA;In Seon EO;Dong Hun HAN;Min Soo KANG
    • 한국인공지능학회지
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    • 제11권3호
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    • pp.23-27
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    • 2023
  • The purpose of this study is to identify and analyze suicide factors of adolescents using the Random Forest algorithm. According to statistics on the cause of death by the National Statistical Office in 2019, suicide was the highest cause of death in the 10-19 age group, which is a major social problem. Using machine learning algorithms, research can predict whether individual adolescents think of suicide without investigating suicidal ideation and can contribute to protecting adolescents and analyzing factors that affect suicide, establishing effective intervention measures. As a result of predicting with the random forest algorithm, it can be said that the possibility of identifying and predicting suicide factors of adolescents was confirmed. To increase the accuracy of the results, continuous research on the factors that induce youth suicide is necessary.