• Communications for Statistical Applications and Methods
• /
• v.17 no.4
• /
• pp.575-589
• /
• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• Journal of Korea Multimedia Society
• /
• v.20 no.7
• /
• pp.1030-1037
• /
• 2017

Traffic flows of real-time multimedia services such as Internet phone and IPTV are bounded on the end-to-end delay. Packets violating their delay limits will be dropped at a router because of not useful anymore. Service providers promise the quality of their providing services in terms of SLA(Service Level Agreement), and they, especially, have to guarantee the packet loss rates listed in the SLA. This paper is about a method to guarantee the required packet loss rate of each traffic flow keeping the high network resource utilization as well. In details, it assures the required loss rate by adjusting adaptively the timestamps of packets of the flow according to the difference between the required and measured loss rates in the lossy Weighted Fair Queuing(WFQ) scheduler. The proposed method is expected to be highly applicable because of assuring the packet loss rates regardless of the fluctuations of offered traffic load in terms of quality of services and statistical characteristics.

• Proceedings of the KIEE Conference
• /
• 2006.07d
• /
• pp.1828-1829
• /
• 2006

In this paper, we propose sliding mode congestion controller for differentiated-services network. Two important issue in differentiated-services architecture are bandwidth guarantee and fair sharing of unsubscribed bandwidth among TCP flows with and without bandwidth reservation. We use tight upper and lower bounds for various settings of differentiated-services parameters using the loss-bounded model. The Sliding mode congestion controller scheme is designed using nonlinear control theory based on a nonlinear model of the network that is generated using fluid flow consideration. The methodology used is general and independent of technology, as for example TCP/IP or ATM. The sliding mode congestion controller methodology has been applied to an TCP network. We use NS-2 simulation to demonstrate that the proposed control methodology achieves the desired behavior of the network, and possesses important attributes. as e.g, stable and robust behavior, high utilization with bounded delay and loss, together with good steady-state and transient behavior.

• Journal of The Institute of Information and Telecommunication Facilities Engineering
• /
• v.2 no.3
• /
• pp.9-16
• /
• 2003

In this paper, we propose the burst error reduction (BER) algorithm for VoIP service in the wireless LAN network. In end point device, this BER algorithm can be achieved packet loss bounded QoS provisioning using interleaving in buffering and FEC (Forward Error Correction) through transmitting voice packet. BER algorithm can reduced the voice packet loss rate 5.5%-60% in VoIP network using wireless LAN.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.6 no.1
• /
• pp.241-269
• /
• 2012

Wireless networks composed of multimedia-enabled resource-constrained sensor nodes have enriched a large set of monitoring sensing applications. In such communication scenario, however, new challenges in data transmission and energy-efficiency have arisen due to the stringent requirements of those sensor networks. Generally, congested nodes may deplete the energy of the active congested paths toward the sink and incur in undesired communication delay and packet dropping, while bit errors during transmission may negatively impact the end-to-end quality of the received data. Many approaches have been proposed to face congestion and provide reliable communications in wireless sensor networks, usually employing some transport protocol that address one or both of these issues. Nevertheless, due to the unique characteristics of multimedia-based wireless sensor networks, notably minimum bandwidth demand, bounded delay and reduced energy consumption requirement, communication protocols from traditional scalar wireless sensor networks are not suitable for multimedia sensor networks. In the last decade, such requirements have fostered research in adapting existing protocols or proposing new protocols from scratch. We survey the state of the art of transport protocols for wireless multimedia sensor networks, addressing the recent developments and proposed strategies for congestion control and loss recovery. Future research directions are also discussed, outlining the remaining challenges and promising investigation areas.

• Journal of Korean Society of Water and Wastewater
• /
• v.21 no.4
• /
• pp.385-394
• /
• 2007

The objective of this study was to estimate social cost on rehabilitation of existing water pipes by investigating the willingness-to-pay (WTP) of residents at INJE County to avoid the loss and inconvenience of transportation and business resulting from the sudden failure and leaks of old water pipes. Contingent valuation method was used through conducting survey to 180 residents in Inche County, with questions of double-bounded dichotomous choice. The resulting WTP of residents at Inche was 7,682 won/month/household. The annual social cost could be estimated as 960 million won, which might be caused by the failure of the old water pipes at INJE County.

• Journal of Institute of Control, Robotics and Systems
• /
• v.19 no.5
• /
• pp.385-389
• /
• 2013

This paper proposes the leader-follower based formation control method for multiple mobile robots. The controller is designed using the measurements of the follower robot such as the relative distance and angle between the leader and the follower. This means that the follower robot does not require the information of the leader robot while keeping the desired formation. Therefore, the proposed control method can reduce the communication loss and the cost for hardware. From Lyapunov stability theory, it is shown that all error signals in the closed-loop system are uniformly ultimately bounded. Finally, simulation results demonstrate the effectiveness of the proposed control system.

• Proceedings of the KOSOMBE Conference
• /
• v.1995 no.11
• /
• pp.124-127
• /
• 1995

Due to the self-diffusion of nuclear spins, the edge of phantoms is enhanced in the magnetic resonance imaging (MRI), especially in the case of microscopy [1]. According to several published works, theory has been established that the edge enhancement is caused by the motion narrowing around bounded regions due to diffusions of nuclear spins during data acquisition. It is found, however, that the signal decreases due to the diffusion attenuation and image is distorted as edge of the image is sharpened. In this paper, we wilt investigate this signal loss during data acquisition and its effects on image, i.e., image edge enhancement due to the diffusion phenomenon. This result is new and different from the previously discussed edge enhancement due to the diffusion, namely, by motion narrowing effect or spin bouncing effect at the boundary.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.22 no.1
• /
• pp.72-80
• /
• 1997

A 750 MHz CATV amplifier module has been designed and fabricated using PHEMT chips on alumina board. Developed 2-stage push-pull amplifier using wire bounded PHEMT chips shows 19dB gain, 15dB return loss and 4. 2dB noise figure over 50-750MHz frequency range. These results are superior to the characteristics of the commer-cially abailable 750MHz amplifier module. In this paper, brief background of the amplifier design, the circuit diagram and the test result have been presented.

• Journal of Advanced Navigation Technology
• /
• v.14 no.5
• /
• pp.625-631
• /
• 2010

In this paper, robustness performance of SNUR message is compared with those of existing ones, RTCM(Radio Technical Commission for Maritime Services) v2 MT(Message Type) 18/19 and MT 20/21 under a poor broadcast condition such as temporary data loss or disconnection We defined the temp oral data loss as 2 second delay and reconnection after disconnection as 7 second latency, and then evaluated its robustness for each latency case by double differentiating the observables. Our result shows that SNUR protocol method can reduce the latency error of the existing RTCM messages by 30~60%. Moreover, a rover using SNUR message, whose latency error is bounded within 1/4 L1 wave length, can figure out its own fixed position continuously in spite of 7 second disconnection, while the other using RTCM message, whose error is larger than half wave length, cannot keep its previous fixed solution.