• 제목/요약/키워드: Transition probabilities

검색결과 116건 처리시간 0.025초

On the harris ergodicity of a class of markov processes

  • Lee, Chan-Ho
    • 대한수학회지
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    • 제32권1호
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    • pp.85-92
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    • 1995
  • Supppose ${X_n}$ is a Markov process taking values in some arbitrary state space $(S, F)$ with temporarily homogeneous transition probabilities $p^n(x, A) = P(X_n \in $A\mid$X_0 = x), x \in S, A \in F$. Write $p(x, A) for p^1(x, A)$.

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Markov Chain Monte Carol estimation in Two Successive Occasion Sampling with Radomized Response Model

  • Lee, Kay-O
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.211-224
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    • 2000
  • The Bayes estimation of the proportion in successive occasions sampling with randomized response model is discussed by means of Acceptance Rejection sampling. Bayesian estimation of transition probabilities in two successive occasions is suggested via Markov Chain Monte Carlo algorithm and its applicability is represented in a numerical example.

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경사제 피복재의 유지관리를 위한 추계학적 Markov 확률모형의 개발 (Development of Stochastic Markov Process Model for Maintenance of Armor Units of Rubble-Mound Breakwaters)

  • 이철응
    • 한국해안·해양공학회논문집
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    • 제25권2호
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    • pp.52-62
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    • 2013
  • 경사제 피복재의 시간에 따른 파괴확률을 산정할 수 있는 추계학적 Markov 확률모형을 개발하였다. 하중발생에 대한 CP/RP 해석과 누적피해사건에 대한 DP 해석을 결합하여 수학적 모형을 수립하고 경사제 피복재에 적용하였다. 피복재의 피해수준에 대한 정의와 MCS 기법을 이용하여 이행확률을 산정하고 분석하였다. 산정된 이행확률들은 확률적으로나 물리적으로 만족해야하는 제약조건들을 잘 충족한다. 또한 경사제 피복재의 설계와 관련하여 중요한 변수로 생각되는 재현기간 및 안전율의 변화에 따른 시간 의존 파괴확률을 산정하여 그 거동 특성을 자세히 비교 분석하였다. 특히 시간 의존 파괴확률이 이전단계의 피해수준에 의해 어떻게 달라지는지를 정량적으로 해석할 수 있었다. 마지막으로 유지관리에서 가장 중요한 보수보강 시점을 결정할 수 있는 두 가지 접근방법을 제시하고 경제성 분석을 포함한 다양한 해석이 수행되었다.

Subsequent application of self-organizing map and hidden Markov models infer community states of stream benthic macroinvertebrates

  • Kim, Dong-Hwan;Nguyen, Tuyen Van;Heo, Muyoung;Chon, Tae-Soo
    • Journal of Ecology and Environment
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    • 제38권1호
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    • pp.95-107
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    • 2015
  • Because an ecological community consists of diverse species that vary nonlinearly with environmental variability, its dynamics are complex and difficult to analyze. To investigate temporal variations of benthic macroinvertebrate community, we used the community data that were collected at the sampling site in Baenae Stream near Busan, Korea, which is a clean stream with minimum pollution, from July 2006 to July 2013. First, we used a self-organizing map (SOM) to heuristically derive the states that characterizes the biotic condition of the benthic macroinvertebrate communities in forms of time series data. Next, we applied the hidden Markov model (HMM) to fine-tune the states objectively and to obtain the transition probabilities between the states and the emission probabilities that show the connection of the states with observable events such as the number of species, the diversity measured by Shannon entropy, and the biological water quality index (BMWP). While the number of species apparently addressed the state of the community, the diversity reflected the state changes after the HMM training along with seasonal variations in cyclic manners. The BMWP showed clear characterization of events that correspond to the different states based on the emission probabilities. The environmental factors such as temperature and precipitation also indicated the seasonal and cyclic changes according to the HMM. Though the usage of the HMM alone can guarantee the convergence of the training or the precision of the derived states based on field data in this study, the derivation of the states by the SOM that followed the fine-tuning by the HMM well elucidated the states of the community and could serve as an alternative reference system to reveal the ecological structures in stream communities.

An Approximate Analysis of the Queueing Systems with Two Deterministic Heterogeneous Servers

  • 김정섭
    • 한국경영과학회지
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    • 제24권2호
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    • pp.31-39
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    • 1999
  • A new approximation method for finding the steady-state probabilities of the number of customers present in queueing systems with Poisson arrivals and two servers with different deterministic service times with infinite waiting room capacity is developed. The major assumption made for the approximation is that the residual service times of the servers have mutually independent uniform distributions with densities equal to the reciprocals of the respective service times. The method reflects the heterogeneity of the servers only through the ratio of their service times, irrespective of the actual magnitudes and difference. The transition probability matrix is established and the steady-state probabilities are found for a variety of traffic intensities and ratios of the two service times; also the mean number of customers present in the system and in the queue, and server utilizations are found and tabulated. The method was validated by simulation and turned out to be very sharp.

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무선 근거리 통신망에서의 BRAM(The Broadcast Recognizing Access Method) 프로토콜 성능 분석 (Performance Analysis of a BRAM (The Broadcast Recognizing Aceess Method) Protocol in a Wireless LAN)

  • 김재현;이종규
    • 전자공학회논문지A
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    • 제31A권1호
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    • pp.1-8
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    • 1994
  • In this paper, we have analyzed the performance of a BRAM (The Broadcasting Recognizing Access Method) protocol, as a CSMA/CA (Carrier Sense Multiple Access/Collision Avoidance) scheme, which is widely used in wireles LAN systems. We have selected a Fair BRAM protocol among CSMA/CA schemes, considering the fairness of channel usage and the simplicity of the protocol. We have compared the performance of BRAM protocol to that of CSMA/CD. to research the characteristics of BRAM in wireless LAN system. In order to analyze the performance of this system, we have set up an imbedded Markov chain and calculated state transition probabilities. Then we have calculated steady state probabilities and finally derived the throughput of a Fair BRAM moder. To verify our analysis, we have simulated practical models. Then, we have found that analytic results are very close to simulation ones. Our analysis of the BRAM protocol will be expected to be very helpful to design and evaluate a MAC (Media Access Control) protocol in wireless LAN systems.

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AN INTERACTIVE BUILDING MODELING SYSTEM BASED ON THE LEGO CONCEPT

  • Chen, Sheng-Yi;Lin, Cong-Kai;Tai, Wen-Kai
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2009년도 IWAIT
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    • pp.128-135
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    • 2009
  • In this paper, we proposed an interactive GUI (Graphical User Interface) system to model buildings with an editable script. Our system also provides probabilistic finite-state machine (PFSM) to define the relationships of sub-models with transformation matrices and transition probabilities for constructing new novel building models automatically. User can not only get various building models by PFSM but also adjust the probabilities of sub-models from PFSM to get desired building models. As shown in the results, the various and vivid building models can be constructed easily and quickly for non-expert users. Besides, user can also edit the script file which is provided by our system to modify the properties directly.

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$CaO-Al_2O_3$계 유리에 함유된 $Er^{3+}$ 이온의 $^4I_{13/2}longrightarrow^4I_{15/2}$ 복사 천이 특성 ($^4I_{13/2}longrightarrow^4I_{15/2}$ Radiative Transitions of $Er^{3+}$ in $CaO-Al_2O_3$ Glasses)

  • 원종원;박용완
    • 한국세라믹학회지
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    • 제31권8호
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    • pp.861-868
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    • 1994
  • CaO-Al2O3 glass is a good candidate as optical fiber amplifier and laser. In this study, optical properties for 4I13/2longrightarrow4I15/2 transition of Er3+ ions doped in CaO-Al2O3 glasses were investigated. Optical absorptions, radiative transition probabilities and lifetimes for 4I13/2 level were evaluated by using Judd-Ofelt theory. Also, induced- emmision cross-sections of 4I13/2longrightarrow4I15/2 transition were calculated. Radiative transition probability and lifetime of 4I13/2 level were 144.6s-1, 690$mutextrm{s}$ respectively for 60CaO.40Al2O3 glass(FS0) and 152.6s-1, 660 $mutextrm{s}$ for 54 CaO.36Al2O3.10SiO2 glass (FS10). Each induced-emission cross sections for FS0 and FS10 was 0.749$\times$10-20 $\textrm{cm}^2$, 0.892$\times$10-20 $\textrm{cm}^2$. Obtained values were comparable with those of ZBLA glass studied as optical fiber amplifier and laser material.

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Gd 증기 증착용 394.55 nm 전이선의 전이확률 측정 (Measurement of the transition probabilities at 394.55 nm for physical vapor deposition of Gd)

  • 고광훈;정의창;김택수;권덕희;노시표;김철중
    • 한국광학회:학술대회논문집
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    • 한국광학회 2002년도 하계학술발표회
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    • pp.12-13
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    • 2002
  • 원자력 산업용 중성자 흡수체 제조에 사용되는 Gd 금속증기 발생기에 설치할 목적으로 394.55 nm 전이선의 전이확률을 측정한 결과를 보고한다. 증기 증발률을 장시간 동안 일정한 양으로 유지하기 위해서는 증기밀도가 실시간으로 측정되어야 하고, 이를 위해 반도체 레이저를 광원으로 사용하는 원자흡수 분광계를 제작하고 있다. 전자빔 가열로 발생된 원자빔은 가속된 전자빔과의 충돌에 의하여 가열표면의 온도를 알면 설명할 수 있는 일반적인 원자빔 성질과는 매우 다른 특성을 가지고 있다. (중략)

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Semiparametric Inference for a Multistate Stochastic Survival Model

  • Sung Chil Yeo
    • Communications for Statistical Applications and Methods
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    • 제5권1호
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    • pp.239-263
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    • 1998
  • In this paper, we consider a multistate survival model which incorporates covariates and contains two illness states and two death states. The underlying stochastic process is assumed to follow nonhomogeneous Markov process. The estimates of survival, transition and competing risks probabilities are given via the methods of partial likelihood and nonparametric maximum likelihood. Our discussion is based on the statistical theory of counting process. An illustration is given to the data of patients in a heart transplant program. The goodness of fit procedures are also discussed to check the adequacy of the model.

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