• Communications for Statistical Applications and Methods
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• 제15권4호
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• pp.483-496
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• 2008

This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.

• 전자공학회논문지A
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• 제32A권7호
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• pp.8-15
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• 1995

We have proposed a new fast serial serch algorithm and a receiver for direct-sequence spead-spectrum acquisition systems and analyzed its perfoemance. This algorithm achieves faster acquisition by more than two times that of existing algorithm. We have derived equations of the mean acquistion time by using moment generating function and direct approach, and presented numerical results.

• 대한수학회지
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• 제42권3호
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• pp.517-527
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• 2005

This paper considers a discrete-time queueing system with variable service capacity. Using the supplementary variable method and the generating function technique, we compute the joint probability distribution of queue length and remaining service time at an arbitrary slot boundary, and also compute the distribution of the queue length at a departure time.

• Journal of the Korean Data and Information Science Society
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• 제23권4호
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• pp.797-805
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• 2012

Many circular distributions are known to be not only asymmetric but also bimodal. Hidden truncation method of generating asymmetric distribution is applied to a bivariate circular distribution to generate an asymmetric circular distribution. While many other existing asymmetric circular distributions can only model an asymmetric data, this new circular model has great flexibility in terms of asymmetry and bi-modality. Some properties of the new model, such as the trigonometric moment generating function, and asymptotic inference about the truncation parameter are presented. Simulation and real data examples are provided at the end to demonstrate the utility of the novel distribution.

• 한국시뮬레이션학회논문지
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• 제25권1호
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• pp.1-9
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• 2016

본 연구는 공대공 미사일 조종날개의 공력 및 구조를 동시에 고려한 구동력 최소화에 대한 최적화를 수행하였다. 본 연구에서는 조종날개의 공력 및 구조적 특성을 동시에 고려하기 위하여 공력-구조 연계 시뮬레이션을 사용하였으며 공력 및 구조 시뮬레이션에 각각의 전용 소프트웨어를 사용하고자 비정상-약결합 방식 연계기법을 적용하였다. 전역 최적화에는 많은 반복 계산이 필요하므로 빠른 계산을 위하여 수학적 모델링을 이용하였으며 이를 위하여 면 중앙 합성 실험계획법으로 실험점을 선정하였다. 선정된 실험점 및 그에 대한 공력-구조 연계 시뮬레이션 결과를 토대로 2차 다항식 반응면을 생성하였으며 생성된 수학적 모델링을 이용, 유전자 알고리즘 기반 전역최적 설계를 수행하였다. 최적화 목적함수는 마하 0.7 및 마하 2.0 사이의 압력 중심점 이동거리 최소화로 설정하였으며 최적화 결과 압력 중심점 이동거리가 7.5% 감소된 최적형상을 도출하였다.

• Journal of Communications and Networks
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• 제18권1호
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• pp.19-26
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• 2016

In this paper, the performance of dual-hop multi-relay maximum ratio transmission (MRT) over Rayleigh flat fading channels is studied with both conventional (all relays participate the transmission) and opportunistic (best relay is selected to maximize the received signal-to-noise ratio (SNR)) relaying. Performance analysis starts with the derivation of the probability density function, cumulative distribution function and moment generating function of the SNR. Then, both approximate and asymptotic expressions of symbol error rate (SER) and outage probability are derived for arbitrary numbers of antennas and relays. With the help of asymptotic SER and outage probability, diversity and array gains are obtained. In addition, impact of imperfect channel estimations is investigated and optimum power allocation factors for source and relay are calculated. Our analytical findings are validated by numerical examples which indicate that multi-relay MRT can be a low complexity and reliable option in cooperative networks.

• Communications for Statistical Applications and Methods
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• 제23권5호
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• pp.423-432
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• 2016

In this paper, we stochastically analyze the continuous time surplus process in a risk model which involves a continuous type investment. It is assumed that the investment of the surplus to other business is continuously made at a constant rate, while the surplus process stays over a given sufficient level. We obtain the stationary distribution of the surplus level and/or its moment generating function by forming martingales from the surplus process and applying the optional sampling theorem to the martingales and/or by establishing and solving an integro-differential equation for the distribution function of the surplus level.

• 한국통신학회논문지
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• 제33권11A호
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• pp.1053-1062
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• 2008

본 논문은 레일리 페이딩 채널에서 확률밀도함수와 최대비 결합기 출력의 최대모멘트 생성 함수를 일반적이고 간결한 수식적 접근을 통해 보여주었다. 또한, 이를 이용하여 M-PSK, M-PAM, M-QAM의 closed form BER을 증명하였다. 마지막으로 다양한 모의 실험을 통해 증명한 수식이 모의 실험 결과와 정확하게 일치함을 알 수 있다.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2008년도 하계종합학술대회
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• pp.155-156
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• 2008

This paper provides a general and compact expression for the probability density function (pdf) and the moment-generating function (MGF) of the maximal ratio combiner output over Rayleigh fading channels. It is then used to derive closed form expression outage probability for repetition code problem. A variety of simulations is performed and shows that they match exactly with analytic ones.

• ETRI Journal
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• 제32권3호
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• pp.464-467
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• 2010

In this letter, we analyze the error performance of a mobile communication system with microdiversity and macrodiversity reception in gamma-shadowed Rician fading channels for a binary differential phase-shift keying modulation scheme. Analytical expressions for the probability density function (PDF) and moment-generating function (MGF) are derived. The average bit error probability can be calculated by averaging the conditional bit error probability over the PDF or using the MGF-based approach. Numerical results are graphically presented to show the effects of macrodiversity, correlation, number of diversity branches, and severity of both fading and shadowing.