• Journal of Applied Reliability
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• v.5 no.3
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• pp.373-379
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• 2005

In many cases, it is more practical and economical to repair a system than to replace the whole system or to perform a complete overhaul when the system fails. Two basic replacement policies were proposed by Barlow and Hunter(1960) and Morimura (1970), in which the minimal repair times are identically distributed. But, as Lam(1988) pointed out, in many cases of deteriorating system, in view of ageing and cumulative wear, the repair time will tend to be longer and longer. In this note, the two basic replacement policies are considered for a repairable system with linearly increasing repair times. Optimal policies, which maximize the steady state availability of the system, are obtained for the Weibull failure rate case.

• Journal of Korean Society for Quality Management
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• v.36 no.4
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• pp.77-86
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• 2008

Due to the rapid growth in automated testing and manufacturing systems, screening inspection becomes very attractive. In this paper, we investigate the effects of limited capacity on screening inspection using a surrogate variable. The model is developed under the assumption that the reprocessed and nonreprocessed items are produced by the same manufacturing process and therefore their quality characteristics are independently and identically distributed. Profit models are constructed which involve four price/cost components; selling price, cost incurred by imperfect quality, reprocessing and quality inspection costs. Methods of finding the optimal screening limits are presented, and a numerical example is given. Sensitivity analyses are also performed to study the effect of a process standard deviation on this model.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.915-920
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• 2014

We consider a continuous time surplus process with investments the sizes of which are independent and identically distributed. It is assumed that an investment of the surplus to other business is made, if and only if the surplus reaches a given sufficient level. We establish an integro-differential equation for the distribution function of the surplus and solve the equation to obtain the moment generating function for the stationary distribution of the surplus. As a consequence, we obtain the first and second moments of the level of the surplus in an infinite horizon.

• Journal of information and communication convergence engineering
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• v.7 no.2
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• pp.182-184
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• 2009

In this letter, we derive a tight closed-form formula for an ergodic capacity of a multiple-input multiple-output (MIMO) for the application of wireless communications. The derived expression is a simple closed-form formula to determine the ergodic capacity of MIMO systems. Assuming the channels are independent and identically distributed (i.i.d.) Rayleigh flat-fading between antenna pairs, the ergodic capacity can be expressed in a closed form as the finite sum of exponential integrals.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.3
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• pp.519-524
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• 2009

In multivariate analysis, the inversion formula of the Stieltjes transform is used to find the density of a spectral distribution of random matrices of sample covariance type. Let $B_{n}\;=\;\frac{1}{n}Y_{m}^{T}T_{m}Y_{m}$ where $Ym\;=\;[Y_{ij}]_{m{\times}n}$ is with independent, identically distributed entries and $T_m$ is an $m{\times}m$ symmetric nonnegative definite random matrix independent of the $Y_{ij}{^{\prime}}s$. In the present paper, using the inversion formula of the Stieltjes transform, we will find the density function of the limiting distribution of $B_n$ away from zero.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.15 no.26
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• pp.189-199
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• 1992

Standard acceptance sampling plans models the production process as a sequence of independent identically distributed Beruoulli random variables. However, the quality of items sampled sequentially from an ongoing production process often exhibits statistical dependency that is not accounted for in standard acceptance sampling plans. In this paper, a dependent production process is modelled as an ARMA process and as a two-state Markov chain. A simulation study of each is performed. A comparison of the probability of acceptance is done for the simulation method and for the approximation method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.1
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• pp.260-279
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• 2015

In this paper, we investigate physical layer security for multiple decode-and-forward (DF) relaying underlay cognitive radio networks (CRNs) with fixed transmit power at the secondary network against passive eavesdropping attacks. We propose a simple relay selection scheme to improve wireless transmission security based on the instantaneous channel information of all legitimate users and the statistical information about the eavesdropper channels. The closed-form expressions of the probability of non-zero secrecy capacity and the secrecy outage probability (SOP) are derived over independent and non-identically distributed Rayleigh fading environments. Furthermore, we conduct the asymptotic analysis to evaluate the secrecy diversity order performance and prove that full diversity is achieved by using the proposed relay selection. Finally, numerical results are presented to verify the theoretical analysis and depict that primary interference constrain has a significant impact on the secure performance and a proper transmit power for the second transmitters is preferred to be energy-efficient and improve the secure performance.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.841-849
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• 2009

Let {$X_n$, n ${\ge}$ 1} be a negatively associated sequence of identically distributed random variables with mean zeros and positive finite variances. Set $S_n$ = ${\Sigma}^n_{i=1}\;X_i$. Suppose that 0 < ${\sigma}^2=EX^2_1+2{\Sigma}^{\infty}_{i=2}\;Cov(X_1,\;X_i)$ < ${\infty}$. We prove that, if $EX^2_1(log^+{\mid}X_1{\mid})^{\delta}$ < ${\infty}$ for any 0< ${\delta}{\le}1$, then $\lim_{{\epsilon}\downarrow0}{\epsilon}^{2{\delta}}\sum_{{n=2}}^{\infty}\frac{(logn)^{\delta-1}}{n^2}ES^2_nI({\mid}S_n{\mid}\geq{\epsilon}{\sigma}\sqrt{nlogn}=\frac{E{\mid}N{\mid}^{2\delta+2}}{\delta}$, where N is the standard normal random variable. We also prove that if $S_n$ is replaced by $M_n=max_{1{\le}k{\le}n}{\mid}S_k{\mid}$ then the precise rate still holds. Some results in Fu and Zhang (2007) are improved to the complete moment case.

• Phonetics and Speech Sciences
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• v.6 no.4
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• pp.127-132
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• 2014

This paper describes a robust speech recognition technique by reconstructing spectral components mismatched with a training environment. Although the cluster-based reconstruction method can compensate the unreliable components from reliable components in the same spectral vector by assuming an independent, identically distributed Gaussian-mixture process of training spectral vectors, the presented method exploits the temporal dependency of speech to reconstruct the components by introducing a hidden-Markov-model prior which incorporates an internal state transition plausible for an observed spectral vector sequence. The experimental results indicate that the described method can provide temporally consistent reconstruction and further improve recognition performance on average compared to the conventional method.

• Communications of the Korean Mathematical Society
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• v.10 no.2
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• pp.439-442
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• 1995

Let ${X_n : n = 1,2,\cdots}$ be a sequence of pairwise independent identically distributed random vectors taking values in a separable Hilbert space H such that $E \Vert X_1 \Vert = \infty$. Let $S_n = X_1 + X_2 + \cdots + X_n$ and for any real $\alpha$ with $0 < \alpha < 1$ define a sequence ${\gamma_n(\alpha)}$ as $\gamma_n(\alpha) = inf {r : P(\Vert S_n \Vert \leq r) \geq \alpha}$. Then $$ lim_{n \to \infty} sup \Vert S_n \Vert/\gamma_n(\alpha) = \infty $$ holds. This is a generalization of Vvedenskaya[2].