• 제목/요약/키워드: probability procedure

검색결과 583건 처리시간 0.033초

EXTRACTING LINEAR FACTORS IN FEYNMAN'S OPERATIONAL CALCULI : THE CASE OF TIME DEPENDENT NONCOMMUTING OPERATORS

  • Ahn, Byung-Moo
    • 대한수학회보
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    • 제41권3호
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    • pp.573-587
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    • 2004
  • Disentangling is the essential operation of Feynman's operational calculus for noncommuting operators. Thus formulas which simplify this operation are central to the subject. In a recent paper the procedure for 'extracting a linear factor' has been established in the setting of Feynman's operational calculus for time independent operators $A_1, ... , A_n$ and associated probability measures ${\mu}_1,..., {\mu}_n$. While the setting just described is natural in many circumstances, it is not natural for evolution problems. There the measures should not be restricted to probability measures and it is worthwhile to allow the operators to depend on time. The main purpose for this paper is to extend the procedure for extracting a linear factor to this latter setting. We should mention that Feynman's primary motivation for developing an operational calculus for noncommuting operators came from a desire to describe the evolution of certain quantum systems.m systems.

Bayesian multiple comparisons in Freund's bivariate exponential populations with type I censored data

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제21권3호
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    • pp.569-574
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    • 2010
  • We consider two components system which have Freund's bivariate exponential model. In this case, Bayesian multiple comparisons procedure for failure rates is sug-gested in K Freund's bivariate exponential populations. Here we assume that the com-ponents enter the study at random over time and the analysis is carried out at some prespeci ed time. We derive fractional Bayes factor for all comparisons under non- informative priors for the parameters and calculate the posterior probabilities for all hypotheses. And we select a hypotheses which has the highest posterior probability as best model. Finally, we give a numerical examples to illustrate our procedure.

Evaluation of carbonation service life of slag blended concrete considering climate changes

  • Wang, Xiao-Yong;Luan, Yao
    • Computers and Concrete
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    • 제21권4호
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    • pp.419-429
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    • 2018
  • Climate changes, such as increasing of $CO_2$ concentration and global warming, will impact on the carbonation service life of concrete structures. Moreover, slag blended concrete has a lower carbonation resistance than control concrete. This study presents a probabilistic numerical procedure for evaluating the impact of climate change on carbonation service life of slag blended concrete. This numerical procedure considers both corrosion initiation period and corrosion propagation period. First, in corrosion initiation period, by using an integrated hydration-carbonation model, the amount of carbonatable substances, porosity, and carbonation depth are calculated. The probability of corrosion initiation is determined through Monte Carlo method. Second, in corrosion propagation period, a probabilistic model is proposed to calculate the critical corrosion degree at surface cracking, the probability of surface cracking, and service life. Third, based on the service life in corrosion initiation period and corrosion propagation period, the whole service life is calculated. The analysis shows that for concrete structures with 50 years service life, after considering climate changes, the service life reduces about 7%.

Independent Testing in Marshall and Olkin's Bivariate Exponential Model Using Fractional Bayes Factor Under Bivariate Type I Censorship

  • Cho, Kil-Ho;Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1391-1396
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    • 2008
  • In this paper, we consider two components system which the lifetimes have Marshall and Olkin's bivariate exponential model with bivariate type I censored data. We propose a Bayesian independent test procedure for above model using fractional Bayes factor method by O'Hagan based on improper prior distributions. And we compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure.

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이단계 대기모형에서 손실확률에 대한 근사 (Approximations to blocking probability in two-stage queueing model)

  • 서정강;이계민
    • 한국통신학회논문지
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    • 제22권12호
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    • pp.2644-2652
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    • 1997
  • 본 논문에서는 오버플로우에 관한 연구에서 흔히 나타나는 이단계 대기모형을 연구하였다. 첫번째 단계는 여러개의 큐(queue)로 이루어져 있고, 이 큐들의 수용능력을 넘어서는 순간에 두번째 단계로 오버플로우가 발생한다. 두번째 단계로의 입력과정을 두 개의 상태를 가지는 MMPP로 근사함으로써 손실확률에 대한 계산을 이끌어 내었다. 근사방법으로써, Heffes의 방법과 SAM procedure를 이용하였다.

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추계론적 유한요소해석에서의 확률밀도함수 사용과 수렴치 (Application of Probability Density Function in SFEM and Corresponding Limit Value)

  • 노혁천
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2006년도 정기 학술대회 논문집
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    • pp.857-864
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    • 2006
  • Due to the difficulties in numerical generation of random fields that satisfy not only the probabilistic distribution but the spectral characteristics as well. it is relatively hard to find an exact response variability of a structural response with a specific random field which has its features in the spatial and spectral domains. In this study. focusing on the fact that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for in-plane and plate bending structures. In this procedure, the probability density function is used directly resulting in a semi-exact solution for the random field in the state of random variable. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density functions.

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Reliability-based fragility analysis of nonlinear structures under the actions of random earthquake loads

  • Salimi, Mohammad-Rashid;Yazdani, Azad
    • Structural Engineering and Mechanics
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    • 제66권1호
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    • pp.75-84
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    • 2018
  • This study presents the reliability-based analysis of nonlinear structures using the analytical fragility curves excited by random earthquake loads. The stochastic method of ground motion simulation is combined with the random vibration theory to compute structural failure probability. The formulation of structural failure probability using random vibration theory, based on only the frequency information of the excitation, provides an important basis for structural analysis in places where there is a lack of sufficient recorded ground motions. The importance of frequency content of ground motions on probability of structural failure is studied for different levels of the nonlinear behavior of structures. The set of simulated ground motion for this study is based on the results of probabilistic seismic hazard analysis. It is demonstrated that the scenario events identified by the seismic risk differ from those obtained by the disaggregation of seismic hazard. The validity of the presented procedure is evaluated by Monte-Carlo simulation.

확산 스펙트럼 통신방식에서의 동기 유지 시간의 확률 분포에 관한 연구 (A Study on the Probability Distribution of Hold-in Time in Spread Spectrum Communication Systems)

  • 심용걸;이충웅
    • 대한전자공학회논문지
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    • 제21권2호
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    • pp.13-18
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    • 1984
  • 확산 스펙트럼 통신방식의 tracking 과정에서 hold-in time 및 false loch를 벗어나는 시간의 확률분포를 연구하였다. 이것은 correlator회로의 dwell time과 threshold level을 결정하는데 도움이 된다. 구하고자 하는 이산확률함수에 대한 발생함수를 급수전개하고 해당되는 항들의 계수를 합하여 동기 유지 시간의 확률분포를 유도하였다. 그리하여 일반적인 시스템 파라미터들로 표현된 결과식을 구하였다.

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원더링 분포를 고려한 도로포장 평탄성 지수의 가중치 산정기법 개발 (Development of Weigh Calculation Method for Pavement Roughness Index Considering Vehicle Wandering Distribution)

  • 이재훈;손덕수;박제진;조윤호
    • 한국도로학회논문집
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    • 제19권5호
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    • pp.89-96
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    • 2017
  • PURPOSES: This study aims to develop a rational procedure for estimating the pavement roughness index considering vehicle wandering. METHODS : The location analysis of the passing vehicle in the lane was performed by approximately 1.2 million vehicles for verification of the wandering distribution. According to verification result, the distribution follows the normal distribution pattern. The probability density function was estimated using each lane's wandering distribution model. Then the procedure for applying a weighted value into the lane profile was conducted using this function. RESULTS : The modified index, MRIw, with consideration towards applying the wandering weighted value application was computed then compared with MRI. It was found that the Coefficient of Variation for distribution of lateral roughness index in the lane was high in the case of a large difference between each index (i.e., MRIw and MRI) observed. CONCLUSIONS : This result confirms that the new procedure with consideration of the weight factor can successfully improve the lane representative characteristics of the roughness index.

STOCHASTIC INEQUALITIES IN TWO REPAIRABLE UNITS

  • PARK, TAE-KEUN;PARK, YOUNG-SUNG
    • 호남수학학술지
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    • 제23권1호
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    • pp.145-158
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    • 2001
  • In this paper we investigated a replacement model with two types of repairs. Repairs are classified into minimal and perfect repair. An operating unit is completely replaced whenever it reaches age ${\tau}({\tau}>0)$(planned replacement). If it fails at age $t<{\tau}$, it is either restored by a entire unit with probability p(t)(perfect repair), or it undergoes minimal repair with probability $\bar{p}(t)=1-p(t)$. After a planned replacement, the procedure is repeated.

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