• 제목/요약/키워드: large deviation theory

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Asymptotics in Load-Balanced Tandem Networks

  • 이지연
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.155-162
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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Asymptotics in Load-Balanced Tandem Networks

  • Lee, Ji-Yeon
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.715-723
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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On Large Deviation of the Sample Medians

  • Hong, Chong-Sun
    • Journal of the Korean Statistical Society
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    • 제19권2호
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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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전향도가 큰 축류터보기계의 블레이드 주위의 유동해석 (Analysis of Two-Dimensional Flow around Blades with Large Deflection in Axial Turbomachine)

  • 원승호;손병진;최상경
    • 대한기계학회논문집
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    • 제15권1호
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    • pp.229-240
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    • 1991
  • 본 연구에서 사용한 이론과 제시된 방법의 타당성을 검토하기 위하여 익열 간 극이 무한대인 단일 익형 주위의 유동장을, 최근에 개발된 계산방법인 Lambda방법을 사용한 Dadone의 해석결과와 비교하였고, 범용의 압축기 익형인 NACA65게열 익열 유동 에 대한 Herrig의 실험값, 그리고 미분해석에 의한 점성-비점성 상호작용 방법을 사용 한 Hansen의 계산값고, 이들 조건과 동일한 상태에서 본 연구에서 제시한 방법으로 계 산한 결과와 만족할 만한 일치를 얻었다.

Topological Analysis of Large Scale Structure Using the Final BOSS Sample

  • 최윤영;김주한
    • 천문학회보
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    • 제39권2호
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    • pp.43.2-43.2
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    • 2014
  • We present the three-dimensional genus topology of large-scale structure using the CMASS sample of the Final SDSS-III Baryon Oscillation Spectroscopic Survey (BOSS) data. To estimate the uncertainties in the measured genus, we very carefully construct mock CMASS surveys along the past light cone from the Horizon Run 3. We find that the shape of the observed genus curve agrees very well with the prediction of perturbation theory and with the mean topology of the mock surveys. However, comparison with simulations show that the observed genus curve slightly deviates from the theoretical Gaussian expectation. From the deviation, we further quantify the primordial non-Gaussian contribution.

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Ionic Size Effect on the Double Layer Properties: A Modified Poisson-Boltzmann Theory

  • Lou, Ping;Lee, Jin-Yong
    • Bulletin of the Korean Chemical Society
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    • 제31권9호
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    • pp.2553-2556
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    • 2010
  • On the basis of a simple modified Poisson-Boltzmann (SMPB) theory, taking into account the finite ionic size, the analytic expression for the effect of ionic size on the diffuse layer potential drop at negative charge densities has been given for the simple 1:1 electrolyte. It is shown that the potential drop across the diffuse layer depends on the size of the ions in the electrolyte. For a given electrolyte concentration and electrode charge density, the diffuse layer potential drop in a small ion system is smaller than that in a large ion system. It is also displayed that the diffuse layer potential drop is always less than the value of the Gouy-Chapman (GC) theory, and the deviation increases as the electrode charge density increases for a given electrolyte concentration. These theoretical results are consistent with the results of the Monte-Carlo simulation [Fawcett and Smagala, Electrochimica Acta 53, 5136 (2008)], which indicates the importance of including steric effects in modeling diffuse layer properties.

중요표본유출 기법 이용한 교통망 구간의 혼잡확률 추정 (ESTIMATION OF THE CONGESTION PROBABLITY ON A TREE-TYPE TRANSPORATATION NETWORK BY IMPORTANCE SAMPLING)

  • 음성직;박영도
    • 대한교통학회지
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    • 제9권2호
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    • pp.127-134
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    • 1991
  • 본 논문의 목적은 교통망 분석에 있어서 중요한 그러나 흔희 발생하지 않는 사건의 발생확률을 추정하는 방법론 개발에 있다. 예를 들어, 안정적(stable) 교통망에서 일시적인 혼잡현상이 발생할 확률을 씨뮬레이숀을 통해 추정하는 방법에 관한 것이다. 이 분야에서 활발한 연구([3], [12]) 가 있어 왔으나 개괄적(Heuristic) 방법에 제한되어 있었다. 본 논문은 위 문제에 대하여 포괄적(unified)이며 이론적인 방법론을 제시하였다. 이를 위해 대 분산이론(Large Deviation Theory)과 중요표본추출(Importance Sampling)기법이 이용되었으며 예로서 사용된 망은 두개의 구간이 이어진 교통망이다. 부수적으로 혼잡현상의 가장 대표적 형태를 구하는 방법이 제시되었다.

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철근콘크리트 구조물의 탄산화 내구수명 산정에 미치는 영향요인에 관한 문헌적 연구 (A Study on The Factors which Influence on Evaluating Service Life for Carbonation of RC Structures)

  • 양재원;윤선영;조형규;송훈;이한승
    • KIEAE Journal
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    • 제10권3호
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    • pp.103-110
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    • 2010
  • Carbonation is one of the major deterioration factors for concrete. So. lots of researchers have proposed the equations for determining carbonated depth and the initial time of steel corrosion due to carbonation to predict the service life of concrete structures. However, there are large gaps among the equations for predicting carbonation because each researcher has different considering factors to predict carbonation depth. So, in this study, we calculated the deviations of the proposed equations for carbonation, and we calculated each researcher different corrosion initiation time. However, it has a lot of deviation. Therefore, we evaluated the probability of steel corrosion considering each deviation using MCS, an analysis method based on probability theory. In the results, we have proposed much advanced information for determining service life of reinforced concrete structures due to carbonation.

와전류(eddy-current)방법에 의한 비접촉 전기비저항 측정기술 개발 (The measurement for contactless eddy-current conductivity on Si wafer)

  • 박진습;유권상;류제천;유광민
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1999년도 추계학술대회 논문집 학회본부 C
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    • pp.991-993
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    • 1999
  • The method of measurement for contactless eddy-current conductivity using magnetic dipole field theory was suggested by M.C Chen[1], which calculate the eddy-current caused by exciting coil with Faraday's induction law. In this work, we have developed the apparatus for contactless measurement of conductivity or resistivity with the dipole field theory. The resistivity can be measured from several to a dozen $m{\Omega}{\cdot}cm$ range within maximum 30% error. At the high resistivity range above $100{\Omega}{\cdot}cm$, the standard deviation of measurement was very large as the induced voltage of sensing coil is small so it was difficult to measure the value precisely.

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MMAP 이산시간 큐잉 시스템의 속산 시뮬레이션 (An Efficient Simulation of Discrete Time Queueing Systems with Markov-modulated Arrival Processes)

  • 국광호;강성열
    • 한국시뮬레이션학회논문지
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    • 제13권3호
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    • pp.1-10
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    • 2004
  • The cell loss probability required in the ATM network is in the range of 10$^{-9}$ ∼10$^{-12}$ . If Monte Carlo simulation is used to analyze the performance of the ATM node, an enormous amount of computer time is required. To obtain large speed-up factors, importance sampling may be used. Since the Markov-modulated processes have been used to model various high-speed network traffic sources, we consider discrete time single server queueing systems with Markov-modulated arrival processes which can be used to model an ATM node. We apply importance sampling based on the Large Deviation Theory for the performance evaluation of, MMBP/D/1/K, ∑MMBP/D/1/K, and two stage tandem queueing networks with Markov-modulated arrival processes and deterministic service times. The simulation results show that the buffer overflow probabilities obtained by the importance sampling are very close to those obtained by the Monte Carlo simulation and the computer time can be reduced drastically.

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