• Title/Summary/Keyword: convergence in probability

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Rank-based Control of Mutation Probability for Genetic Algorithms

  • Jung, Sung-Hoon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.10 no.2
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    • pp.146-151
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    • 2010
  • This paper proposes a rank-based control method of mutation probability for improving the performances of genetic algorithms (GAs). In order to improve the performances of GAs, GAs should not fall into premature convergence phenomena and should also be able to easily get out of the phenomena when GAs fall into the phenomena without destroying good individuals. For this, it is important to keep diversity of individuals and to keep good individuals. If a method for keeping diversity, however, is not elaborately devised, then good individuals are also destroyed. We should devise a method that keeps diversity of individuals and also keeps good individuals at the same time. To achieve these two objectives, we introduce a rank-based control method of mutation probability in this paper. We set high mutation probabilities to lowly ranked individuals not to fall into premature convergence phenomena by keeping diversity and low mutation probabilities to highly ranked individuals not to destroy good individuals. We experimented our method with typical four function optimization problems in order to measure the performances of our method. It was found from extensive experiments that the proposed rank-based control method could accelerate the GAs considerably.

Estimation of Accident Probability for Dynamic Risk Assessment (동적 위험 분석을 위한 사고확률 추정 방법에 관한 연구)

  • Byeong-Cheol Park;Chae-Og Lim;In-Hyuk Nam;Sung-Chul Shin
    • Journal of the Korean Society of Industry Convergence
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    • v.26 no.2_2
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    • pp.315-325
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    • 2023
  • Recently, various dynamic risk analysis methods have been suggested for estimating the risk index by predicting the possibility of accidents and damage. It is necessary to maintain and support the safety system for responding to accidents by continuously updating the probability of accidents and the results of accidents, which are quantitative standards of ship risk. In this study, when a LNG leakage that may occur in the LN G Fuel Gas Supply System (FGSS) room during LN G bunkering operation, a reliability physical model was prepared by the change in monitoring data as physical parameters to estimate the accident probability. The scenario in which LNG leakage occur were configured with FT (Fault Tree), and the coefficient of the covariate model and Weibull distribution was estimated based on the monitoring data. The possibility of an LNG leakage, which is the top event of FT, was confirmed by changes in time and monitoring data. A method for estimating the LNG leakage based on the reliability physical analysis is proposed, which supports fast decision-making by identifying the potential LNG leakage at the accident.

Performance Improvement of Wald Test for Resolving GPS Integer Ambiguity Using a Baseline-Length Constraint

  • Lee Eun-Sung;Chun Se-Bum;Lee Young-Jae;Kang Tea-Sam;Jee Gyu-In;Abdel-Hafez Mamoun F.
    • International Journal of Control, Automation, and Systems
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    • v.4 no.3
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    • pp.333-343
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    • 2006
  • In this paper, the baseline-length information is directly modeled as a measurement for the Wald test, which speeds up the resolution convergence of the integer ambiguity of GPS carrier phase measurements. The convergent speed improvement is demonstrated using numerical simulation and real experiments. It is also shown that the integer ambiguities can be resolved using only four actual satellite measurements with very reasonable convergence speed, if the baseline-length information is used just like one additional observable satellite measurement. Finally, it is shown that the improvement of convergence speed of the Wald test is due to the increase of the probability ratio with the use of the baseline-length constraint.

Performance Analysis of Channel Multiple Access Technique for the Multimedia Services via OBP Satellite (OBP(On-Board Processing)위성의 멀티미디어 서비스를 위한 채널 다중접속 방식의 성능 분석)

  • 김덕년;이정렬
    • Journal of the Institute of Convergence Signal Processing
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    • v.2 no.2
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    • pp.83-88
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    • 2001
  • In this paper, System performance parameters such as throughput, blocking probability and delay have been analyzed and expressed as a function of demanding traffic and service terminating probability, and we centers our discussion at particular downlink port of satellite switch which is capable of switching the individual spot beam and processing the information signals in the packet satellite communications with demand assigned multiple access technique. Delay versa throughput as a function of traffic parameters with several service terminating probability can be derived via mathematical formulation and simulation and the relative change of transmission delay was compared.

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Transmission Probability Control Scheme in FSA-based RFID Systems

  • Lim, In-Taek
    • Journal of information and communication convergence engineering
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    • v.8 no.6
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    • pp.677-681
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    • 2010
  • This paper proposes a transmission probability control scheme for enhancing the performances of FSA-based RFID system. In order to maximize the system performance, the number of tags attempting to transmit their identifiers in a frame should be kept at a proper level. The reader calculates the transmission probability according to the number of tags within the identification range of reader and then broadcasts it to tags. Tags, in which their slot counter values reach to zero, attempt to transmit their identifiers with the received probability. Simulation results show that the proposed scheme can offer better throughput and delay performance than the conventional one regardless of the number of tags.

On Large Deviation of the Sample Medians

  • Hong, Chong-Sun
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.122-127
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    • 1990
  • Consider the following problem in the large deviation theory. For constants $a_1, \cdots, a_p$ the tail probability $P(M_1 > a_1, \cdots, M_p > a_p)$ of the sample medians $(M_1, \cdots, M_p)$ is supposed to converge to zero as sample size increases. This paper shows that this probability converges to zero exponentially fast and estimates the convergence rates of the above tail probability of the sample medians. Also compare with the rates about the sample means.

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ON COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM ELEMENTS

  • Sung Soo-Hak;Cabrera Manuel Ordonez;Hu Tien-Chung
    • Journal of the Korean Mathematical Society
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    • v.44 no.2
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    • pp.467-476
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    • 2007
  • A complete convergence theorem for arrays of rowwise independent random variables was proved by Sung, Volodin, and Hu [14]. In this paper, we extend this theorem to the Banach space without any geometric assumptions on the underlying Banach space. Our theorem also improves some known results from the literature.

Complete convergence for weighted sums of arrays of random elements

  • Sung, Soo-Hak
    • Journal of the Korean Mathematical Society
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    • v.32 no.4
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    • pp.679-688
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    • 1995
  • Let $(B, \left\$\mid$ \right\$\mid$)$ be a real separable Banach space. Let $(\Omega, F, P)$ denote a probability space. A random elements in B is a function from $\Omega$ into B which is $F$-measurable with respect to the Borel $\sigma$-field $B$(B) in B.

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Maximization of Zero-Error Probability for Adaptive Channel Equalization

  • Kim, Nam-Yong;Jeong, Kyu-Hwa;Yang, Liuqing
    • Journal of Communications and Networks
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    • v.12 no.5
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    • pp.459-465
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    • 2010
  • A new blind equalization algorithm that is based on maximizing the probability that the constant modulus errors concentrate near zero is proposed. The cost function of the proposed algorithm is to maximize the probability that the equalizer output power is equal to the constant modulus of the transmitted symbols. Two blind information-theoretic learning (ITL) algorithms based on constant modulus error signals are also introduced: One for minimizing the Euclidean probability density function distance and the other for minimizing the constant modulus error entropy. The relations between the algorithms and their characteristics are investigated, and their performance is compared and analyzed through simulations in multi-path channel environments. The proposed algorithm has a lower computational complexity and a faster convergence speed than the other ITL algorithms that are based on a constant modulus error. The error samples of the proposed blind algorithm exhibit more concentrated density functions and superior error rate performance in severe multi-path channel environments when compared with the other algorithms.

The Relationship Between Monetary and Macroprudential Policies

  • KANG, JONG KU
    • KDI Journal of Economic Policy
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    • v.39 no.1
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    • pp.19-40
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    • 2017
  • This paper analyzes the interaction between monetary and macroprudential policies mainly in the context of the non-cooperation among policy authorities. Each policy authority's optimal response is to tighten its policy measures when other authorities' policy measures are loosened. This indicates that the two policies are substitutes for each other. This result still holds when an additional financial stability mandate is assigned to the central bank. The condition for the response functions to converge to a Nash equilibrium state is analyzed along with the speed of convergence, showing that they depend on the authorities' preferences and the number of mandates assigned to policy authorities. If the financial supervisory authority (FSA) assigns greater importance to the output gap or a stronger financial stability mandate is assigned to the central bank (CB), the probability of non-convergence increases and the speed of convergence declines even when the condition of convergence is satisfied. Meanwhile, if the CB considers output stability as an important task, the probability of convergence and the speed of converging to a state of equilibrium are high. Finally, when a single mandate or small number of mandates is/are assigned to each authority, stability is more quickly restored as compared to when many mandates are assigned.