• 제목/요약/키워드: probability limit behaviour

검색결과 4건 처리시간 0.018초

ON LIMIT BEHAVIOURS FOR FELLER'S UNFAIR-FAIR-GAME AND ITS RELATED MODEL

  • An, Jun
    • 대한수학회지
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    • 제59권6호
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    • pp.1185-1201
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    • 2022
  • Feller introduced an unfair-fair-game in his famous book [3]. In this game, at each trial, player will win 2k yuan with probability pk = 1/2kk(k + 1), k ∈ ℕ, and zero yuan with probability p0 = 1 - Σk=1 pk. Because the expected gain is 1, player must pay one yuan as the entrance fee for each trial. Although this game seemed "fair", Feller [2] proved that when the total trial number n is large enough, player will loss n yuan with its probability approximate 1. So it's an "unfair" game. In this paper, we study in depth its convergence in probability, almost sure convergence and convergence in distribution. Furthermore, we try to take 2k = m to reduce the values of random variables and their corresponding probabilities at the same time, thus a new probability model is introduced, which is called as the related model of Feller's unfair-fair-game. We find out that this new model follows a long-tailed distribution. We obtain its weak law of large numbers, strong law of large numbers and central limit theorem. These results show that their probability limit behaviours of these two models are quite different.

수산기업의 부채수용력이 자본조달순서이론에 미치는 영향 (The Effect of Debt Capacity on the Pecking Order Theory of Fisheries Firms' Capital Structure)

  • 남수현;김성태
    • 수산경영론집
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    • 제45권3호
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    • pp.55-69
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    • 2014
  • We try to test the pecking order theory of Korean fisheries firm's capital structure using debt capacity. At first, we estimate the debt capacity as the probability of assigning corporate bond rating from credit-rating agencies. We use logit regression model to estimate this probability as a proxy of debt capacity. The major results of this study are as follows. Firstly, we can confirm the fisheries firm's financing behaviour which issues new debt securities for financial deficit. Empirical test of SSM model indicates that the higher probability of assigning corporate bond rating, the higher the coefficient of financial deficit. Especially, high probability group follows this result exactly. Therefore, the pecking order theory of fisheries firm's capital structure applies well for high probability group which means high debt capacity. It also applies for medium and low probability group, but their significances are not good. Secondly, the most of fisheries firms in high probability group issue new debt securities for their financial deficit. Low probability group's fisheries firms also issue new debt securities for their financial deficit within the limit of their debt capacity, but beyond debt capacity they use equity financing for financial deficit. Therefore, the pecking order theory on debt capacity come into existence well in high probability group.

악천후 시 운전자 기대심리와 가변 제한속도간 관계정립을 위한 가상주행 시뮬레이터 연구 (A Study on The Relationship Between Driver Expectancy and Variable Speed Limit Under the Adverse Weather Conditions By Using A Driving Simulator)

  • 김용석;이석기;김솔람
    • 한국ITS학회 논문지
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    • 제15권6호
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    • pp.138-149
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    • 2016
  • 본 연구는 가상주행 시뮬레이터 실험을 통해 악천후시 가변 제한속도 표출 효과를 검토하였다. 본 연구는 기상변화 없이 제한속도를 낮추어 표출한 경우와 기상이 변화되었는데도 제한속도를 낮추어 표출하지 못한 경우는 운전자의 기대심리를 위배한 것으로 기상 변화에 따라 속도를 감속 표출하는 것에 비해 상대적으로 안전 측면에서 바람직하지 못하다고 가정하고 이를 가상주행 시뮬레이터 결과를 통해 검토하였다. 본 연구는 운전자의 기대심리에 부합되는 정도를 나타내는 지표로 운전자 순응도를 선택하였고, 이를 정량화하기 위한 수단으로 표출 제한속도를 포함한 일정 속도구간 내 누적확률밀도를 이용하였다. 검토결과, 운전자의 기대심리를 위배하였다고 가정한 조건들이 비교그룹에 비해 상대적으로 운전자의 주행행태적 측면에서 부정적인 것으로 평가되었다.

Site specific fragility modification factor for mid-rise RC buildings based on plastic energy dissipation

  • Merin Mathews;B.R. Jayalekshmi;Katta Venkataramana
    • Earthquakes and Structures
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    • 제27권4호
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    • pp.331-344
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    • 2024
  • The performance of reinforced concrete buildings subjected to earthquake excitations depends on the structural behaviour of the superstructure as well as the type of foundation and the properties of soil on which the structure is founded. The consideration of the effects due to the interaction between the structure and soil- foundation alters the seismic response of reinforced concrete buildings subjected to earthquake motion. Evaluation of the structural response of buildings for quantitative assessment of the seismic fragility has been a demanding problem for the engineers. Present research deals with development of fragility curve for building specific vulnerability assessment based on different damage parameters considering the effect of soil-structure interaction. Incremental Dynamic Analysis of fixed base and flexible base RC building models founded on different soil conditions was conducted using finite element software. Three sets of fragility curves were developed with maximum roof displacement, inter storey drift and plastic energy dissipated as engineering demand parameters. The results indicated an increase in the likelihood of exceeding various damage limits by 10-40% for flexible base condition with soft soil profiles. Fragility curve based on energy dissipated showed a higher probability of exceedance for collapse prevention damage limit whereas for lower damage states, conventional methods showed higher probability of exceedance. With plastic energy dissipated as engineering demand parameter, it is possible to track down the intensity of earthquake at which the plastic deformation starts, thereby providing an accurate vulnerability assessment of the structure. Fragility modification factors that enable the transformation of existing fragility curves to account for Soil-Structure Interaction effects based on different damage measures are proposed for different soil conditions to facilitate a congenial vulnerability assessment for buildings with flexible base conditions.