• 제목/요약/키워드: Upper Bounds

검색결과 417건 처리시간 0.023초

Sharp Expectation Bounds on Extreme Order Statistics from Possibly Dependent Random Variables

  • Yun, Seokhoon
    • Communications for Statistical Applications and Methods
    • /
    • 제11권3호
    • /
    • pp.455-463
    • /
    • 2004
  • In this paper, we derive sharp upper and lower expectation bounds on the extreme order statistics from possibly dependent random variables whose marginal distributions are only known. The marginal distributions of the considered random variables may not be the same and the expectation bounds are completely determined by the marginal distributions only.

Upper Bounds for the Performance of Turbo-Like Codes and Low Density Parity Check Codes

  • Chung, Kyu-Hyuk;Heo, Jun
    • Journal of Communications and Networks
    • /
    • 제10권1호
    • /
    • pp.5-9
    • /
    • 2008
  • Researchers have investigated many upper bound techniques applicable to error probabilities on the maximum likelihood (ML) decoding performance of turbo-like codes and low density parity check (LDPC) codes in recent years for a long codeword block size. This is because it is trivial for a short codeword block size. Previous research efforts, such as the simple bound technique [20] recently proposed, developed upper bounds for LDPC codes and turbo-like codes using ensemble codes or the uniformly interleaved assumption. This assumption bounds the performance averaged over all ensemble codes or all interleavers. Another previous research effort [21] obtained the upper bound of turbo-like code with a particular interleaver using a truncated union bound which requires information of the minimum Hamming distance and the number of codewords with the minimum Hamming distance. However, it gives the reliable bound only in the region of the error floor where the minimum Hamming distance is dominant, i.e., in the region of high signal-to-noise ratios. Therefore, currently an upper bound on ML decoding performance for turbo-like code with a particular interleaver and LDPC code with a particular parity check matrix cannot be calculated because of heavy complexity so that only average bounds for ensemble codes can be obtained using a uniform interleaver assumption. In this paper, we propose a new bound technique on ML decoding performance for turbo-like code with a particular interleaver and LDPC code with a particular parity check matrix using ML estimated weight distributions and we also show that the practical iterative decoding performance is approximately suboptimal in ML sense because the simulation performance of iterative decoding is worse than the proposed upper bound and no wonder, even worse than ML decoding performance. In order to show this point, we compare the simulation results with the proposed upper bound and previous bounds. The proposed bound technique is based on the simple bound with an approximate weight distribution including several exact smallest distance terms, not with the ensemble distribution or the uniform interleaver assumption. This technique also shows a tighter upper bound than any other previous bound techniques for turbo-like code with a particular interleaver and LDPC code with a particular parity check matrix.

G system with forced and scheduled outages

  • Jung, Kyung-Hee
    • 한국경영과학회지
    • /
    • 제16권2호
    • /
    • pp.164-176
    • /
    • 1991
  • This paper considers the model of a k-out-of-n :G system with non-identical components which are subject to both forced and planned outages. For the forced outages, it assumes that there are the independent and common-cause outage events causing component failures. Then, the objective is to derive the upper and lower bounds on the mean operating time between system failures in the ample-server model. In addtion, the mean system failure times are also considered.

  • PDF

Hilbert Space에서 대수 Riccati 방정식으로 얻어지는 교란된 Co-Semigroup의 상한에 대한 연구 (A study on upper bounds of the perturbed co-semigroups via the algebraic riccati equation in hilbert space)

  • 박동조
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
    • /
    • pp.68-72
    • /
    • 1986
  • Upper bounds of the perturbed Co-semigroups of the infinite dimensional systems are investigated by using the algebraic Riccati equation(ARE). In the case that the solution P of the ARE is strictly positive, the perturbed semigroups are uniformly bounded. A sufficient condition for the solution P to be strictly positive is provided. The uniform boundedness plays an important role in extending approximately weak stability to weak stability on th whole space. Exponential Stability of the perturbed semigroups is studied by using the Young's inequlity. Some further discussions on the uniform boundedness of the perturbed semigroups are given.

  • PDF

The capacitated solid transportion problem (planar constraints) with upper and lower bounds on rim conditions

  • Bandopdhyaya, Lakshmisree
    • 한국경영과학회지
    • /
    • 제10권2호
    • /
    • pp.45-53
    • /
    • 1985
  • In the present paper, the capacitated solid transportation problem (planar constraints) is considered with upper and lower bounds on the rim conditions. The considered model has been shown to be equipvalent to a standard capacitated 3-index transportation problem. A procedure to solve any capacitated 3-index transportion problem is also suggested. Some special cases of the considered model have been shown to conform to possible practical situations.

  • PDF

THE DEFICIT AT RUIN IN THE SPARRE ANDERSEN MODEL WITH INTEREST

  • Bao, Zhen-Hua;Ye, Zhong-Xing
    • Journal of applied mathematics & informatics
    • /
    • 제23권1_2호
    • /
    • pp.87-99
    • /
    • 2007
  • In this paper, we consider the Sparre Andersen risk model modified by the inclusion of interest on the surplus. By using the techniques of Cai and Dickson [Ins.: Math. Econ. 32(2003)], we give the functional and also the exponential type upper bounds for the tail probability of the deficit at ruin. Some special cases are also discussed.

IMPROVED UPPER BOUNDS OF PROBABILITY

  • Lee, Min-Young;Jo, Moon-Shik
    • 대한수학회논문집
    • /
    • 제18권4호
    • /
    • pp.725-736
    • /
    • 2003
  • Let $A_1,{\;}A_2,...,A_n$ be a sequence of events on a given probability space. Let $m_n$ be the number of those $A'_{j}s$ which occur. Upper bounds of P($m_n{\;}\geq{\;}1) are obtained by means of probability of consecutive terms which reduce the number of terms in binomial moments $S_2,n,S_3,n$ and $S_4,n$.

NEW BLOW-UP CRITERIA FOR A NONLOCAL REACTION-DIFFUSION SYSTEM

  • Kim, Eun-Seok
    • 호남수학학술지
    • /
    • 제43권4호
    • /
    • pp.667-678
    • /
    • 2021
  • Blow-up phenomena for a nonlocal reaction-diffusion system with time-dependent coefficients are investigated under null Dirichlet boundary conditions. Using Kaplan's method with the comparison principle, we establish new blow-up criteria and obtain the upper bounds for the blow-up time of the solution under suitable measure sense in the whole-dimensional space.

Estimation error bounds of discrete-time optimal FIR filter under model uncertainty

  • Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
    • /
    • pp.352-355
    • /
    • 1995
  • In this paper, estimation error bounds of the optimal FIR (Finite Impulse Response) filter, which is proposed by Kwon et al.[1, 2], are presented in discrete-time systems with the model uncertainty. Performance bounds are here represented by the upper bounds on the difference of the estimation error covariances between the nominal and real values in case of the systems with the noise or model parameter uncertainty. The estimation error bounds of the discrete-time optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the simulation problem by Toda and Patel[3]. Simulation results show that the former has robuster performance than the latter.

  • PDF