• 제목/요약/키워드: probability of loss

검색결과 634건 처리시간 0.031초

Incorporation of collapse safety margin into direct earthquake loss estimate

  • Xian, Lina;He, Zheng;Ou, Xiaoying
    • Earthquakes and Structures
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    • 제10권2호
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    • pp.429-450
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    • 2016
  • An attempt has been made to incorporate the concept of collapse safety margin into the procedures proposed in the performance-based earthquake engineering (PBEE) framework for direct earthquake loss estimation, in which the collapse probability curve obtained from incremental dynamic analysis (IDA) is mathematically characterized with the S-type fitting model. The regressive collapse probability curve is then used to identify non-collapse cases and collapse cases. With the assumed lognormal probability distribution for non-collapse damage indexes, the expected direct earthquake loss ratio is calculated from the weighted average over several damage states for non-collapse cases. Collapse safety margin is shown to be strongly related with sustained damage endurance of structures. Such endurance exhibits a strong link with expected direct earthquake loss. The results from the case study on three concrete frames indicate that increase in cross section cannot always achieve a more desirable output of collapse safety margin and less direct earthquake loss. It is a more effective way to acquire wider collapse safety margin and less direct earthquake loss through proper enhancement of reinforcement in structural components. Interestingly, total expected direct earthquake loss ratio seems to be insensitive a change in cross section. It has demonstrated a consistent correlation with collapse safety margin. The results also indicates that, if direct economic loss is seriously concerned, it is of much significance to reduce the probability of occurrence of moderate and even severe damage, as well as the probability of structural collapse.

Computation of Blocking Probability in a Loss System

  • Na, Seong-Ryong
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 춘계 학술발표회 논문집
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    • pp.203-207
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    • 2005
  • A loss system where two types of customers arrive in accordance with two independent Poisson processes is considered. An efficient recursive formula is developed for calculating the loss probability when the number of servers is large. Some practical examples regarding the performance evaluation of telecommunications networks are discussed.

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결손확률모델에 의한 파손확률 해석에 관한 연구 (A study on the analysis of the failure probability based on the concept of loss probability)

  • 신효철
    • 대한기계학회논문집
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    • 제15권6호
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    • pp.2037-2047
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    • 1991
  • 본 연구에서는 재료 결정격자의 기본단위나 결정립의 형상등 가장 기본적인 형태가 6각형이라는 점에 착안하여 취성재료의 파손모델로 부재들의 결손을 이용하는 결손확률모델을 제안하여 부재결손에 따른 각각의 파손 해석모델과 결손확률을 구한다. 그리고 비결손모델에서 구한 기본인장하중을 기초로 하여 해석하고자 하는 하중하에서 각각의 파손해석모델을 모델링하여 유한요소법으로 부재결손에 따른 요소중심에서의 최대주응력을 구하여 이론극한인장강도와의 비와 결손확률로 취성재료의 파손확률을 구한다. 또한 취성정도에 따른 균열길이에 대한 치수 매개변수를 구함으로써 재료강 도 연구에 기초가 되게 한다.

ASYMPTOTIC ANALYSIS OF THE LOSS PROBABILITY IN THE GI/PH/1/K QUEUE

  • Kim Jeong-Sim
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.273-283
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    • 2006
  • We obtain an asymptotic behavior of the loss probability for the GI/PH/1/K queue as K tends to infinity when the traffic intensity p is strictly less than one. It is shown that the loss probability tends to 0 at a geometric rate and that the decay rate is related to the matrix generating function describing the service completions during an interarrival time.

LOSS PROBABILITY IN THE PH/M/1/K QUEUE

  • Kim, Jeong-Sim
    • Journal of applied mathematics & informatics
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    • 제24권1_2호
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    • pp.529-534
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    • 2007
  • We obtain an explicit expression of the loss probability for the PR/M/1/K queue when the offered load is strictly less than one.

CONVERGENCE TO FRACTIONAL BROWNIAN MOTION AND LOSS PROBABILITY

  • Kim, Jin-Chun;Lee, Hee-Choon
    • Korean Journal of Mathematics
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    • 제11권1호
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    • pp.35-43
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    • 2003
  • We study the weak convergence to Fractional Brownian motion and some examples with applications to traffic modeling. Finally, we get loss probability for queue-length distribution related to self-similar process.

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Asymptotic cell loss decreasing rate in an ATM multiplexer loaded with heterogeneous on-off sources

  • Choi, Woo-Yong;Jun, Chi-Hyuck
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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    • pp.543-546
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    • 1996
  • Recently, some research has been done to analyze the asymptotic behavior of queue length distribution in ATM (Asynchronous Transfer Mode) multiplexer. In this paper, we relate this asymptotic behavior with the asymptotic behavior of decreasing cell loss probability when the buffer capacity is increased. We find with reasonable assumptions that the asymptotic rate of queue length distribution is the same as that of decreasing cell loss probability. Even under different priority control schemes and traffic classes, we find that this asymptotic rate of the individual cell loss probability of each traffic class does not change. As a consequence, we propose the upper bound of cell loss probability of each traffic class when a priority control scheme is employed. This bound is computationally feasible in a real-time. The numerical examples will be provided to validate this finding.

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ATM망에서 실용적 연결수락제어 기법 (A Practical Connection Admission Control Scheme in ATM Networks)

  • 강구홍;박상조
    • 한국정보과학회논문지:정보통신
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    • 제29권2호
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    • pp.181-187
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    • 2002
  • Connection admission control(CAC), which decides whether or not to accept a new call request, is one of the most Important preventive congestion control techniques in asynchronous transfer mode(ATM) networks. To develop a practical CAC scheme, first we propose a "Modified Cell Loss Probability MP${\nu}"$, which is based on "Virtual Cell Loss Probability P${\nu}"$, taking into account mean burst duration of input traffic source and buffer size in ATM networks. MP${\nu}"$ computes more accurate cell loss probability than P${\nu}"$ without increasing computational complexity, since P${\nu}"$ is formulated simply form the maximum and the average cell rate of input traffic. P${\nu}"$ is overestimated as compared to the real cell loss probability when the mean burst duration is relatively small to the buffer capacity. Then, we Propose a CAC scheme, based on "Modified Virtual Bandwidth(MVB)" method, which may individualize the cell loss probabilities in heterogeneous traffic environments. For the proposed approach, we define the interference intensity to identify interferences between heterogeneous traffic sources and use it as well as MP${\nu}"$ to compute MVB. Our approach is well suitable for ATM networks since it provides high bandwidth utilization and guarantees simple and real time CAC computation for heterogeneous traffic environments.heterogeneous traffic environments.

멀티클래스 손실시스템의 마코프 모델링 (Markov Modeling of Multiclass Loss Systems)

  • 나성룡
    • 응용통계연구
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    • 제23권4호
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    • pp.747-757
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    • 2010
  • 이 논문에서는 여러 종류의 고객을 서비스하는 멀티클래스 손실시스템의 상태를 마코프 확률과정으로 표현하고 분석하는 방법을 연구한다. 특히 손실시스템에 대한 유니트 개념을 설명하고 등확률 유니트 배정을 운용하는 경우를 중점적으로 다룬다. 상태방정식을 이용하여 극한확률을 구하는 방법을 연구하고 손실확률 등의 성능척도를 산출한다. 간단한 시스템에 대한 분석을 통하여 일반적인 시스템의 특성을 알아본다.

Batch Size Distribution in Input Flow to Queues with Finite Buffer Affects the Loss Probability

  • 김제숭;오영진
    • 한국산업정보학회논문지
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    • 제11권1호
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    • pp.1-6
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    • 2006
  • Queueing models are good models for fragments of communication systems and networks, so their investigation is interesting for theory and applications. Theses queues may play an important role for the validation of different decomposition algorithms designed for investigating more general queueing networks. So, in this paper we illustrate that the batch size distribution affects the loss probability, which is the main performance measure of a finite buffer queues.

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