• Title/Summary/Keyword: first passage time

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Estimation of Parameters in a Generalized Exponential Semi-Markov Reliability Models

  • El-Gohary Awad
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.13-29
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    • 2005
  • This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

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An efficient approximation method for phase-type distributions

  • Kim, Jung-Hee;Yoon, Bok-Sik
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1995.09a
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    • pp.99-107
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    • 1995
  • The Phase-type(PH) distribution, defined as a distribution of the time until the absorption in a finite continuous-time Markov chain state with one absorbing state, has been widely used for various stochastic modelling. But great computational burdens often make us hesitate to apply PH methods. In this paper, we propose a seemingly efficient approximation method for phase type distributions. We first describe methods to bound the first passage time distribution in continuous-time Markov chains. Next, we adapt these bounding methods to approximate phase-tupe distributions. Numerical computation results are given to verify their efficiency.

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Effects of Gum-chewing on the Recovery of Bowel Motility and Length of Hospital Stay after Surgery for Colorectal Cancer (껌씹기가 대장.직장암환자의 장 절제술 후 장운동 회복 및 재원일수에 미치는 효과)

  • Kim, Sam-Sook;Lee, Eun-Nam;Kim, Hack-Sun;Kim, Min-Kyoung;Lee, Kyoung-Sun;Nam, Hye-Jin;Kim, Mi-Young
    • Asian Oncology Nursing
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    • v.10 no.2
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    • pp.191-198
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    • 2010
  • Purpose: The purpose of this study was to examine the effects of a gum-chewing on the recovery of bowel motility and days of hospitalization after surgery for colorectal cancer. Methods: This study used a non-equivalent control group and non-synchronized design. Thirty-four patients undergoing abdominal surgery for colorectal cancer were assigned to either gum-chewing group (n=17) or control group (n=17). The patients in the gum-chewing group chewed gum for 10 min three times daily from the first postoperative morning until the day they began oral intake. Outcome variables were time of first flatus, time of first bowel movement, and length of hospital stay. Results: Gum-chewing was effective in enhancing the first passage of flatus, but was not effective in enhancing time of bowel movement and length of hospital stay. Conclusion: Gum-chewing can be utilized as a useful nursing intervention to shorten the time of the first flatus of postoperative colectomy.

Ultrasonic Nondestructive On-Site Evaluation of Decks in-Service (초음파 비파괴시험법을 이용한 데크재의 현장평가)

  • Oh, Sei-Chang
    • Journal of the Korean Wood Science and Technology
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    • v.43 no.4
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    • pp.486-493
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    • 2015
  • The ultrasonic nondestructive test (NDT) was applied to deck in-service to inspect and evaluate the performance of decking materials using ultrasonic pulse velocity. First, the measuring method between direct and indirect method according to transducer arrangement was studied. Second, the ultrasonic pulse velocity of decks in-service was compared with the passage of time. Finally, the change of ultrasonic pulse velocity was evaluated to expect service life of decking materials. The results of comparison between direct and indirect method was statistically insignificant and the ratio of direct to indirect method was 1.02. 1.05 respectively. The ultrasonic pulse velocity of decks in-service was decreased as the passage of time and the linear relationship in the ultrasonic pulse velocity to passage of time was found. From the results, The ultrasonic NDT will be helpful as an efficient method of on-site management of decks in-service.

Application of GTH-like algorithm to Markov modulated Brownian motion with jumps

  • Hong, Sung-Chul;Ahn, Soohan
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.477-491
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    • 2021
  • The Markov modulated Brownian motion is a substantial generalization of the classical Brownian Motion. On the other hand, the Markovian arrival process (MAP) is a point process whose family is dense for any stochastic point process and is used to approximate complex stochastic counting processes. In this paper, we consider a superposition of the Markov modulated Brownian motion (MMBM) and the Markovian arrival process of jumps which are distributed as the bilateral ph-type distribution, the class of which is also dense in the space of distribution functions defined on the whole real line. In the model, we assume that the inter-arrival times of the MAP depend on the underlying Markov process of the MMBM. One of the subjects of this paper is introducing how to obtain the first passage probabilities of the superposed process using a stochastic doubling algorithm designed for getting the minimal solution of a nonsymmetric algebraic Riccatti equation. The other is to provide eigenvalue and eigenvector results on the superposed process to make it possible to apply the GTH-like algorithm, which improves the accuracy of the doubling algorithm.

Factors Affecting Primary Cultures of Abalone Haliotis discus hannai Ovary-dissociated Cells and General Culture Aspects

  • Ryu, Jun Hyung;Nam, Yoon Kwon;Gong, Seung Pyo
    • Fisheries and Aquatic Sciences
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    • v.18 no.1
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    • pp.81-88
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    • 2015
  • We investigated factors affecting primary cultures of Pacific abalone Haliotis discus hannai ovary-dissociated cells to identify general aspects of their early-phase culture. Ninety-seven cell populations derived from 30 individuals were cultured in different media with varying compositions of medium supplements, and initial attachment, subculture, and survival for ${\geq}10$ weeks were assessed according to medium composition and individual. We also examined the time required for subculture and the rate of cell death according to both culturing period and passage number within 10 weeks. A lack of fetal bovine serum (FBS) and hemolymph significantly inhibited the growth of cultured cells, while we detected no significant effect of medium composition on initial cell attachment. Through data reallocation, with the omission of data from cell populations cultured in FBS-free and hemolymph-free media, we showed that growth inhibition was also affected by individual differences among the abalones used. During the culture, we observed four different types of cell morphology. Moreover, considerable time was required for subculture-18.4 and 19.5 days for first and second subcultures, respectively-and cell death did not occur within 30 days or for passage 0. Our results will provide valuable information for developing universal cell culturing guidelines in abalone species and suggest the feasibility of culturing abalone ovary-dissociated cells.

FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS

  • Dong, Yinghui;Lv, Wenxin;Wu, Sang
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.5
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    • pp.1355-1376
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    • 2019
  • We investigate the valuation of participating life insurance policies with default risk under a geometric regime-switching jump-diffusion process. We derive explicit formula for the Laplace transform of the price of participating contracts by solving integro-differential system and then price them by inverting Laplace transforms.

Numerical analysis of water flow characteristics after inrushing from the tunnel floor in process of karst tunnel excavation

  • Li, S.C.;Wu, J.;Xu, Z.H.;Li, L.P.;Huang, X.;Xue, Y.G.;Wang, Z.C.
    • Geomechanics and Engineering
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    • v.10 no.4
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    • pp.471-526
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    • 2016
  • In order to investigate water flow characteristics after inrushing in process of karst tunnel excavation, numerical simulations for five case studies of water inrush from the tunnel floor are carried out by using the FLUENT software on the background of Qiyueshan high risk karst tunnel. Firstly, the velocity-distance curves and pressure-distance curves are drawn by selecting a series of probing lines in a plane. Then, the variation characteristics of velocity and pressure are analyzed and the respective optimized escape routes are made. Finally, water flow characteristics after inrushing from the tunnel floor are discussed and summarized by comparing case studies under the conditions of different water-inrush positions and excavation situations. The results show that: (1) Tunnel constructors should first move to the tunnel side wall and then escape quickly when water inrush happens. (2) Tunnel constructors must not stay at the intersection area of the cross passage and tunnels when escaping. (3) When water inrush from floor happens in the left tunnel, if tunnel constructors meet the cross passage during escaping, they should pass through it rapidly, turn to the right tunnel and run to the entrance. (4) When water inrush from floor happens in the left tunnel, if there is not enough time to escape, tunnel constructors can run to the trolley and other equipment in the vicinity of the right tunnel working face. In addition, some rescuing equipment can be set up at the high location of the cross passage. (5) When water inrush from floor happens in the cross passage, tunnel constructors should move to the tunnel side wall quickly, turn to the tunnel without water inrush and run to the entrance. (6) When water inrush from floor happens in the cross passage, if there is not enough time to escape, tunnel constructors can run to the trolley and other equipment near by the left or the right tunnel working face. The results are of important practical significance and engineering value to ensure the safety of tunnel construction.

Comparison on the Time series of Housing Viewpoint of University Student (대학생 주거관의 시계열적 비교)

  • An, Ok-Hee;Kang, Hye-Kyung;Jo, Young-Mi
    • Proceeding of Spring/Autumn Annual Conference of KHA
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    • 2009.04a
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    • pp.243-246
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    • 2009
  • Housing distribution rate in our country has been continuously increased with economic growth, but residential plans satisfying the demands of residents are still not perfect yet. The demands of residents can be predicted by analyzing the housing viewpoint of residents. And also, the housing viewpoint can change according to various environmental changes, so it's important for us to understand the trend of change. Therefore, the housing viewpoints of university students who will be subjective residents of houses in future were analyzed by observing change due to trend of time. Target for this study is female university students in 20s. A portion of previously presented material (Korean Home Economics Association 37,1, 67-78) was used as data for 1998 and a questionnaire with 171 female university students was conducted on December 2008 for data for 2008. The following result was drawn from examination of change in the housing viewpoint due to trend of time by comparing the housing viewpoint of university students between 1998 and 2008. First, importance of was decreased and importance of was increased in functions of residence. Second, Most students thought and regardless of the time passage as their opinions on housing. And also, most students considered a living room as the most important space inside of a house regardless of the time passage and the ratio of considering a living room as the most important space was more increased.

Magnetospheric and ionospheric responses to the passage of solar wind discontinuity on 24 November 2008

  • Kim, Khan-Hyuk;Park, Jong-Sun;Lee, Dong-Hun;Park, Young-Deuk;Angelopoulos, V.;Nishitani, N.;Hori, T.;Shiokawa, K.;Yumoto, K.;Baishev, D.
    • The Bulletin of The Korean Astronomical Society
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    • v.36 no.2
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    • pp.91-91
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    • 2011
  • The passage of the interplanetary discontinuity (i.e., sudden increases in the solar wind speed, density, and IMF strength) was detected by ACE near GSE (x, y, z) ~ (222, -36, 3) Re upstream of Earth around 22:48 UT on November 24, 2008. About 55 min later, this solar wind discontinuity was observed by Geotail near GSE (x, y, z) ~ (23, 18, -7) Re in front of Earth's bow shock. From the propagation time of the solar wind discontinuity between ACE and Geotail, it is expected that the discontinuity front is aligned with the Parker spiral and strikes the postnoon dayside magnetopause first. Using coordinated multi-point measurements (THEMIS and GOES) at or in geosynchronous orbit, we observed a tailward propagating sudden impulse (SI), excited by the interplanetary discontinuity, around 23:50 UT with its front retaining alignment similar to that of solar wind discontinuity. The SI event appears a negative-then-positive variation in the H component at high latitude Chokurdakh (CHD: MLAT ~ 64.7 deg) in the prenoon sector, which is opposite sense of normal SI event. During the positive deflection at CHD, the SuperDARN Hokkaido radar detected the downward motion of the ionosphere, implying westward electric field enhancement, at subauroral latitudes near CHD meridian. In our study we will discuss magnetospheric and ionospheric responses to the passage of the solar wind discontinuity using multi-point observations in space and on the ground.

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