• Bulletin of the Korean Mathematical Society
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• v.38 no.1
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• pp.129-136
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• 2001

We consider a solution process of stochastic differential equation(SDE) driven by S'($R^d$)-valued Wiener process and study a large deviation type of estimates for the process. We get an upper bound in exit probability for such a process to leave a ball of radius $\tau$ before a finite time t. We apply the Ito formula to the SDE under the structure of nuclear space.

• Communications of the Korean Mathematical Society
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• v.20 no.2
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• pp.381-393
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• 2005

We consider a type of large deviation principle obtained by Freidlin and Wentzell for the solution of Stochastic differential equations in a conuclear space. We are using exponential tail estimates and exit probability of a Ito process. The nuclear structure of the state space is also used.

• Communications of the Korean Mathematical Society
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• v.23 no.2
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• pp.285-294
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• 2008

A new Monte Carlo method is presented to compute the prices of barrier options on stocks. The key idea of the new method is to use an exit probability and uniformly distributed random numbers in order to efficiently estimate the first hitting time of barriers. It is numerically shown that the first hitting time error of the new Monte Carlo method decreases much faster than that of standard Monte Carlo methods.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.7C
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• pp.587-593
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• 2010

In this paper we design an irregular low-density parity-check (LDPC) code for multiple-input multiple-output (MIMO) system, using a simple extrinsic information transfer (EXIT) chart method. The MIMO systems considered are optimal maximum a posteriori probability (MAP) detector. The MIMO detector and the LDPC decoder exchange soft information and form a turbo iterative receiver. The EXIT charts are used to obtain the edge degree distribution of the irregular LDPC code which is optimized for the MIMO detector. It is shown that the performance of the designed LDPC code is better than that of conventional LDPC code which was optimized for either the Additive White Gaussian Noise (AWGN) channel or the MIMO channel.

• Smart Structures and Systems
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• v.2 no.4
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• pp.313-320
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• 2006

The reliability analysis of structures subjected to stochastic loading involves evaluation of time and probability of the system's residence in a reference domain. In this paper, we derive an asymptotic estimate of exit time for multi-degrees-of-freedom structural systems. The system's dynamics is governed by the Lagrangian equations with linear dissipation and fast additive noise. The logarithmic asymptotic of exit time is found explicitly as a sum of two terms dependent on kinetic and potential energy of the system, respectively. As an example, we estimate exit time and an associated structural performance for a rocking structure.

• Survey Research
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• v.6 no.2
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• pp.1-32
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• 2005

The accuracy of exit poll mainly depends on the sampling method of voting places. For exit poll, we propose a probability sampling method of selecting voting places as an alternative to the bellwether polling place sampling. Through an empirical study based on the 2004 general election data, the efficiency of the suggested systematic sampling from ordered voting places was evaluated in terms of mean prediction error and it turns out that the proposed sampling method outperformed the bellwether polling places sampling. We also calculated the variance of estimator from the proposed sampling, and considered the sample size problem to guarantee the target precision using the design effect of the proposed sample design.

• Journal of Korea Multimedia Society
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• v.20 no.6
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• pp.911-917
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• 2017

Tor proxy tool is studied which is most frequently used for ransomeware to penetrate into sensitive information. It will be researched for the malicious methods to spread virus by using Tor and considered a countermeasure to prevent them. We present exit relay methodology for Tor security policy, simulate it, and get a probability to detect the ransomeware. And we compare it with TSS technology which is able to protect the attack via virtual server on exit relay.

• Journal of the Korean Statistical Society
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• v.28 no.1
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• pp.125-133
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• 1999

We consider a FIFO single-server queueing model in which both the arrival and service processes are modulated by the amount of work in the system. The arrival process is a non-homogeneous Poisson process(NHPP) modulated by work, that is, with an intensity that depends on the work in the system. Each customer brings a job consisting of an exponentially distributed amount of work to be processed. The server processes the work at various service rates which also depend on the work in the system. Under the stability conditions obtained by Browne and Sigman(1992) we derive the exact stationary distribution of the work W(t) and the first exit probability that the work level b is exceeded before the work level a is reached, starting from x$\in$[a, b].

• Korean Journal of Social Welfare
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• v.62 no.4
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• pp.249-274
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• 2010

This study examines a casaul relationship between depression and welfare transitions of the National Basic Likelihood Protection Program. From a social selection perspective, prior high levels of depression are likely to select people into welfare or serve as a barrier to leaving welfare. From a social causation perspective, entering or exiting welfare can change the levels of depression. These hypotheses were tested using KOWEPS(Korean Welfare Panel study) 2005~2007. The results are as follows. First, entering welfare clearly increases the levels of depression. The increased economic stress resulting from falling into poverty seems to play a major role in the negative effect of welfare entry. Second, exiting welfare does not decrease the levels of depression. However, when welfare exits are classified into distinctive categories, welfare exit combined with concurrent poverty exit is likely to decrease the levels of depression. Third, high levels of depression clearly increase the probability of entering welfare regardless of the prior poverty status. Fourth, high levels of depression do not decrease the probability of exiting welfare, but rather increase the probability of an administrative disentitlement which leads to even worse economic conditions after exiting welfare. One implication of these findings is that negative policies such as time limit and strengthening sanctions can increase the number of welfare cyclers who are able-bodied but mentally weak.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.11B
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• pp.1030-1037
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• 2008

This paper presents an algorithm for the path-finding problem in unknown environments with cooperative and commutative multi-robots. To verify the algorithm, we investigate the problem of escaping through the exit of a randomly generated maze by muti-robots. For the purpose, we adopt the so called frontier cells and cell utility functions, which were used in the exploration problem for the multi-robots. For the wireless communications among the mobile robots, we modify and utilize the so called the random basket routing, a kind of hop-by-hop opportunistic routing. A mobile robot, once it finds the exit, will choose its next action, either escape immediately or stay-and-relay the exit information for the others, where the robot takes one action based on a given probability. We investigate the optimal probability that minimizes the average escaping time (out of the maze to the exit) of a mobile robot.