• 제목/요약/키워드: Random Process

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Identification of Chaos Phenomenon using the Classical Nonparametric Tests

  • Park, Young-Sun;Choi, Hang-Suk;Choi, Eun-Sun;Park, Moon-Il;Oh, Jae-Eung;Cha, Kyung-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.95-113
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    • 2006
  • The data resulting from a deterministic dynamic system may often appear to be random. However, it is important to distinguish a deterministic and a random processes for statistical analysis. In this paper, we propose a nonparametric test procedure to distinguish a noisy chaos from i.i.d. random process. The proposed procedure can be easily implemented by computer. We notice that the test is very effective to identify a low dimensional chaos process in some cases.

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BMAP(r)/M(r)/N(r) 대기행렬시스템 분석 (Analysis of BMAP(r)/M(r)/N(r) Type Queueing System Operating in Random Environment)

  • 김제숭
    • 대한산업공학회지
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    • 제42권1호
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    • pp.30-37
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    • 2016
  • A multi-server queueing system with an infinite buffer and impatient customers is analyzed. The system operates in the finite state Markovian random environment. The number of available servers, the parameters of the batch Markovian arrival process, the rate of customers' service, and the impatience intensity depend on the current state of the random environment and immediately change their values at the moments of jumps of the random environment. Dynamics of the system is described by the multi-dimensional asymptotically quasi-Toeplitz Markov chain. The ergodicity condition is derived. The main performance measures of the system are calculated. Numerical results are presented.

Dynamic and reliability analysis of stochastic structure system using probabilistic finite element method

  • Moon, Byung-Young;Kang, Gyung-Ju;Kang, Beom-Soo;Cho, Dae-Seung
    • Structural Engineering and Mechanics
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    • 제18권1호
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    • pp.125-135
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    • 2004
  • Industrial structure systems may have nonlinearity, and are also sometimes exposed to the danger of random excitation. This paper proposes a method to analyze response and reliability design of a complex nonlinear structure system under random excitation. The nonlinear structure system which is subjected to random process is modeled by finite element method. The nonlinear equations are expanded sequentially using the perturbation theory. Then, the perturbed equations are solved in probabilistic methods. Several statistical properties of random process that are of interest in random vibration applications are reviewed in accordance with the nonlinear stochastic problem.

On a Stopping Rule for the Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun;Oh, Kwang-Sik;Park, Hee-Joo
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.293-301
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    • 1995
  • Sums of independent random variables $S_n = X_1 + \cdots + X_n$ are considered, where the $X_n$ are chosen according to a stationary process of distributions. For $c > 0$, let $t_c$ be the smallest positive integer n such that $$\mid$S_n$\mid$ > cn^{\frac{1}{2}}$. In this set up we are concerned with finiteness of expectation of $t_c$ and we have some results of sign-invariant process as applications.

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유색잡음 매개변수가진과 외부가진을 받는 확률 시스템의 응답해석 (RESPONSE ANALYSIS OF A STOCHSTIC UNDER PARAMETRIC ND EXTERNL EXCITATION HAVING COLORED NOISE CHARACTERISTICS)

  • 허훈;백종한;오진형
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 1993년도 추계학술대회논문집; 반도아카데미, 26 Nov. 1993
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    • pp.55-59
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    • 1993
  • Interaction between system and disturbance results in system with time-dependent parameter. Parameter variation due to interaction has random characteristics. Most of the randomly varying parameters in control problem is regarded as white noise random process, which is not a realistic model. In real situation those random variation is colored noise random process. Modified F-P-K equation is proposed to get the response of the random parametric system using some correction factor. Proposed technique is employed to obtain the colored noise parametric system response and confirmed via Monte-Carlo Simulation.

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Marginal distribution of crossing time and renewal numbers related with two-state Erlang process

  • Talpur, Mir Ghulam Hyder;Zamir, Iffat;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제20권1호
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    • pp.191-202
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    • 2009
  • In this study, we drive the one dimensional marginal transform function, probability density function and probability distribution function for the random variables $T_{{\xi}N}$ (Time taken by the servers during the vacations), ${\xi}_N$(Number of vacations taken by the servers) and ${\eta}_N$(Number of customers or units arrive in the system) by controlling the variability of two random variables simultaneously.

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A UNIFORM STRONG LAW OF LARGE NUMBERS FOR PARTIAL SUM PROCESSES OF FUZZY RANDOM SETS

  • Kwon, Joong-Sung;Shim, Hong-Tae
    • Journal of applied mathematics & informatics
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    • 제30권3_4호
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    • pp.647-653
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    • 2012
  • In this paper, we consider fuzzy random sets as (measurable) mappings from a probability space into the set of fuzzy sets and prove a uniform strong law of large numbers for sequences of independent and identically distributed fuzzy random sets. Our results generalize those of Bass and Pyke(1984)and Jang and Kwon(1998).