• Title/Summary/Keyword: Tail Behavior

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ASYMPTOTIC RUIN PROBABILITIES IN A GENERALIZED JUMP-DIFFUSION RISK MODEL WITH CONSTANT FORCE OF INTEREST

  • Gao, Qingwu;Bao, Di
    • Journal of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.735-749
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    • 2014
  • This paper studies the asymptotic behavior of the finite-time ruin probability in a jump-diffusion risk model with constant force of interest, upper tail asymptotically independent claims and a general counting arrival process. Particularly, if the claim inter-arrival times follow a certain dependence structure, the obtained result also covers the case of the infinite-time ruin probability.

Two-Dimensional Elasto-Viscoplastic Finite Element Analysis Considering Shield Tunneling Construction Stages (실드터널 시공단계를 고려한 2차원 탄.점소성 유한요소해석)

  • 진치섭;노경배;한상중
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1996.10a
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    • pp.89-94
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    • 1996
  • The use of shield is increasing day by day, because it's method is advantageous tunneling method to soft and collapsible ground. In case of analyzing shield tunnel by FEM, short term behavior of ground by initial heaving and tail void closure and long terms of it because of consolidation by changes of pore pressures in clay must be considered. In this paper, the shield tunneling construction stages was analyzed from 2 dimensional elasto - viscoplastic finite element program used Mohr - Coulomb yield criterion but not considered the changes of pore pressures. The object of investigation was N - 2 Tunnel. Since the good results of analysis compared to the measured behavior of ground for heaving, tail void closure and liner installation, this results can be applied to design and construction of shield tunneling for the subways, sewage lines etc.

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A class of CUSUM tests using empirical distributions for tail changes in weakly dependent processes

  • Kim, JunHyeong;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • v.27 no.2
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    • pp.163-175
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    • 2020
  • We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

The transmuted GEV distribution: properties and application

  • Otiniano, Cira E.G.;de Paiva, Bianca S.;Neto, Daniele S.B. Martins
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.239-259
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    • 2019
  • The transmuted generalized extreme value (TGEV) distribution was first introduced by Aryal and Tsokos (Nonlinear Analysis: Theory, Methods & Applications, 71, 401-407, 2009) and applied by Nascimento et al. (Hacettepe Journal of Mathematics and Statistics, 45, 1847-1864, 2016). However, they did not give explicit expressions for all the moments, tail behaviour, quantiles, survival and risk functions and order statistics. The TGEV distribution is a more flexible model than the simple GEV distribution to model extreme or rare events because the right tail of the TGEV is heavier than the GEV. In addition the TGEV distribution can adjusted various forms of asymmetry. In this article, explicit expressions for these measures of the TGEV are obtained. The tail behavior and the survival and risk functions were determined for positive gamma, the moments for nonzero gamma and the moment generating function for zero gamma. The performance of the maximum likelihood estimators (MLEs) of the TGEV parameters were tested through a series of Monte Carlo simulation experiments. In addition, the model was used to fit three real data sets related to financial returns.

Behavior of Yellow Tail , Seriola quinqueradiata and File Fish , Navodon Modestus to the Model Set Net (모형정치망에 대한 방어 및 말쥐치의 행동)

  • Gwon, Hyeok-Sa;Lee, Byeong-Gi
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.26 no.3
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    • pp.230-236
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    • 1990
  • To examine the behavior of yellow tail Seriola quinqueradiata and of file fish Navodon modestus to set net, the 1/30 scale model net of the actual set net used in the east coast of Korea was made of netting and set in the indoor experimental tank(700cm W$\times$700cm L$\times$100cm D), of which the water depth was kept 70cm. Total length of yellow tail examined were 37~45cm and file fish were 18~21cm. The fishes were released as groups of 3 to 20 individuals. The number of fish entered into the pound net or the bag net, escaped from the net was counted every minute and accumulated for 10minutes to check the ratio entered and the ratio escaped. The result obtained can be summarized as follows: 1. In case of yellow tail, even though the ratio entered into the pound net was not so high, that into the bag net was comparatively high. Traces of the fish swimming were comparatively smooth and both entering into the pound net and escaping from it was easily done. 2. In case of file fish, even though the ratio entered into the pound net was higher than that of yellow tail, that into the bag net was lower than that into the pound net. Traces of the fish swimming were roundly meandered. Entering into the bag net was not so smoothly done, even though that into the playground was smoothly done. 3. Both yellow tail and file fish, the ratio escaped from the bag net was almost0 and that from the pound net was less than 10%.

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Effect of Rocking Behavior of Isolated Nuclear Structures and Sampling Technique for Isolation-System Properties on Clearance-to-stop (면진 원전구조물의 전도거동과 면진시스템 특성에 대한 샘플링 기법이 정지거리에 미치는 영향)

  • Han, Min Soo;Hong, Kee Jeung;Cho, Sung Gook
    • Journal of the Earthquake Engineering Society of Korea
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    • v.19 no.6
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    • pp.293-302
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    • 2015
  • ASCE 4 requires that a hard stop be built around the seismic isolation system in nuclear power plants. In order to maintain the function of the isolation system, this hard stop is required to have clearance-to-stop, which should be no less than the 90th-percentile displacements for 150% Design Basis Earthquake (DBE) shaking. Huang et al. calculated clearance-to-stop by using a Latin Hypercube Sampling technique, without considering the rocking behavior of the isolated structure. This paper investigates the effects on estimation of clearance-to-stop due to 1) rocking behavior of the isolated structure and 2) sampling technique for considering the uncertainties of isolation system. This paper explains the simplified analysis model to consider the rocking behavior of the isolated structure, and the input earthquakes recorded at Diablo Canyon in the western United States. In order to more accurately approximate the distribution tail of the horizontal displacement in the isolated structure, a modified Latin Hypercube Sampling technique is proposed, and then this technique was applied to consider the uncertainty of the isolation system. Through the use of this technique, it was found that rocking behavior has no significant effect on horizontal displacement (and thus clearance-to-stop) of the isolated structure, and the modified Latin Hypercube Sampling technique more accurately approximates the distribution tail of the horizontal displacement than the existing Latin Hypercube Sampling technique.

LONG TIME BEHAVIOR OF SOLUTIONS TO SEMILINEAR HYPERBOLIC EQUATIONS INVOLVING STRONGLY DEGENERATE ELLIPTIC DIFFERENTIAL OPERATORS

  • Luyen, Duong Trong;Yen, Phung Thi Kim
    • Journal of the Korean Mathematical Society
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    • v.58 no.5
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    • pp.1279-1298
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    • 2021
  • The aim of this paper is to prove the existence of the global attractor of the Cauchy problem for a semilinear degenerate hyperbolic equation involving strongly degenerate elliptic differential operators. The attractor is characterized as the unstable manifold of the set of stationary points, due to the existence of a Lyapunov functional.

Numerical investigation on the effect of backfill grouting on ground behavior during shield TBM tunneling in sandy ground (사질토 지반을 통과하는 쉴드 TBM에서 뒤채움 그라우팅이 지반 거동에 미치는 영향에 대한 수치해석적 연구)

  • Oh, Ju-Young;Park, Hyunku;Chang, Seokbue;Choi, Hangseok
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.20 no.2
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    • pp.375-392
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    • 2018
  • The shield TBM method is widely adopted for tunneling works in urban area because it has more beneficial ways to control settlement at ground surface than conventional mined tunneling. In the shield tunneling, backfill grouting at tail void is crucial because it is supposed not only to restraint ground deformation around tail void during excavation but also to compensate precedent ground settlement by pushing up the ground with highly pressurized grout. However, the tail void grouting has been found to be ineffective for settlement compensation particularly in sandy ground, which might be caused by complicate interaction between ground and tail void grouting. In this paper, the effects of tail void grouting on behavior of ground in shield TBM tunneling were investigated based on 3-dimensional finite element analyses. The results of numerical analyses indicated that backfill grouting actually reduces settlement by degrading settlement increasing rate in excavation, which means decrease of volume loss. Meanwhile, the grouting could not contribute to compensate the precedent settlement, because reduction of volume loss by grouting was found to be counterbalanced by volume change of ground.

Courtship, Fighting Behaviors and Sexual Dimorphism of the Salamander, Hynobius leechii (한국산 도롱뇽의 구애 행동, 싸움행동 및 신체적 특징)

  • 박시룡;박대식;양서영
    • The Korean Journal of Zoology
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    • v.39 no.4
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    • pp.437-446
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    • 1996
  • The courtship and fighting behaviors and the sexual dimorphism of the salamander Hynohius leechil were studied. The parameters, snout vent length, body length (from snout to tail tip), and proportion of snout vent length to body size were larger in the female than the male. Five physical parameter in males were significantly correlated with one another, body length, snout vent length, head width, tail vent length, and tall depth, while all, except tail depth, were significantly correlated in females. Sexual behavior of H. leechIl involved external fertilization and consisted of three stages, identifying the female, aifrading the female, and insemination. The identification stage consisted of a positive advance by the male toward the female and display of snout contact. The male attracted the female with chin rubbing, tail undulation, smelling, and digging displays. The insemination process consisted of four phases, amplex, separating egg sacs from the female's cloacal, fertilizing eggs, and post fertilization. liighting behaviors were quite simple. The attacking male would generally bite the opposite male's upper chin or hind limbs and then shakes his head two or three times. The bitten male, which in most cases was of a dissimilar body size, quicidy escaped from the attacking male. After fighting, winning male usually displayed rapid tail undulation.

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A Machine Learning Approach to Detect the Dog's Behavior using Wearable Sensors

  • Aich, Satyabrata;Chakraborty, Sabyasachi;Joo, Moon-il;Sim, Jong Seong;Kim, Hee-Cheol
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2019.05a
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    • pp.281-282
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    • 2019
  • In recent years welfare of animals is the biggest challenge because animals, especially dogs are widely recognized as pet as well as they are using as service animals. So, for the wellbeing of the dog it is necessary to perform objective assessment to track their behavior in everyday life. In this paper, we have proposed an automatic behavior assessment system for dogs based on a neck worn and tail worn accelerometer and gyroscope platform, and data analysis techniques that recognize typical dog activities. We evaluate the system based on the analysis of 8 behavior traits in 3 dogs, incorporating 2 breeds of various sizes. Our proposed framework able to reproduce the manual assessment that is based on the video recording which is treated as gold standard that exhibits the real-life use case of automated dog behavior analysis.

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