• Title/Summary/Keyword: probability theory

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The Construct of the Program Control with Probability is Equaled to 1 for the Some Class of Stochastic Systems

  • Chalykh, Elena
    • Journal of Ubiquitous Convergence Technology
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    • v.2 no.2
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    • pp.105-110
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    • 2008
  • The definition of the program control is introduced on the theory of the basis of the first integrals SDE system. That definition allows constructing the program control gives opportunity to stochastic system to remain on the given dynamic variety. The program control is considered in terms of dynamically invariant for stochastic process.

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A Method to Predict Road Traffic Noise Using the Weibull Distribution (Weibull분포를 이용한 도로교통소음의 예측에 관한 연구)

  • 김갑수
    • Journal of Korean Society of Transportation
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    • v.5 no.2
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    • pp.73-80
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    • 1987
  • Various procedures for evaluation of traffic noise annoyance have been proposed. However, most of the studies of this type are restricted for improving traffic flow. In this paper, a method to predict the road traffic noise is proposed in terms of equivalent continuous A-Weighted sound pressure level (Leq), based on a probability model. First, distribution of the road traffic noise level are investigated. second, the weibull distribution parameters are estimated by using the quantification theory. Finally, a prediction model of the road traffic noise is proposed based on the weibull distribution model The predicted values of the Leq are closely matched the measured data.

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Fuzzy Fault Tree Analysis with Natural Language

  • Onisawa, Takehisa
    • Journal of the Korean Institute of Intelligent Systems
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    • v.7 no.1
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    • pp.5-15
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    • 1997
  • This paper mentions a fault tree analysis using not probability but natural language and fuzzy theory, Reliability estimate of each basic event and dependence level estimate among subsystems are expressed by linguistic terms. Analysis results are also expressed by natural language. The meaning of linguistic terms is expressed by a fuzzy set. In the presented analysis approach parametrized operations of fuzzy sets are considered so that analyst's subjectivity can be introduced into the analysis. This paper gives the Chernobyl accident as an example of the fuzzy fault tree analysis using linguistic terms.

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A Comparison on the Differential Entropy

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.705-712
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    • 2005
  • Entropy is the basic concept of information theory. It is well defined for random varibles with known probability density function(pdf). For given data with unknown pdf, entropy should be estimated. Usually, estimation of entropy is based on the approximations. In this paper, we consider a kernel based approximation and compare it to the cumulant approximation method for several distributions. Monte carlo simulation for various sample size is conducted.

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ON RELATIONS FOR QUOTIENT MOMENTS OF THE GENERALIZED PARETO DISTRIBUTION BASED ON RECORD VALUES AND A CHARACTERIZATION

  • Kumar, Devendra
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.327-336
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    • 2013
  • Generalized Pareto distributions play an important role in re-liability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto distribution, and Power distribution. In this paper we establish some recurrences relations satisfied by the quotient moments of the upper record values from the generalized Pareto distribution. Further a char-acterization of this distribution based on recurrence relations of quotient moments of record values is presented.

HAMILTONIANS IN STEINHAUS GRAPHS

  • Lim, Dae-Keun;Kim, Hye-Kyung
    • Communications of the Korean Mathematical Society
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    • v.11 no.4
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    • pp.1137-1145
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    • 1996
  • A Steinhaus graph is a labelled graph whose adjacency matrix $A = (a_{i,j})$ has the Steinhaus property : $a_{i,j} + a{i,j+1} \equiv a_{i+1,j+1} (mod 2)$. We consider random Steinhaus graphs with n labelled vertices in which edges are chosen independently and with probability $\frac{1}{2}$. We prove that almost all Steinhaus graphs are Hamiltonian like as in random graph theory.

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A WEAKLY DEPENDENCE CONCEPT IN MOVING AVERAGE MODELS

  • Baek, Jong-Il;Lim, Ho-Un;Youn, Eun-Ho
    • Communications of the Korean Mathematical Society
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    • v.12 no.3
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    • pp.743-754
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    • 1997
  • We introduce a class of finite and infinite moving average (MA) sequences of multivariate random vectors exponential marginals. The theory of dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain some probability bounds for the multivariate processes.

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Minimization Models of Defective Product Inventory Cost (불량품(不良品)을 고려(考慮)한 재고비용(在庫費用) 최소화(最小化) 모형(模型))

  • Kim, Jae-Ryeon;Yu, Seung-Ho
    • Journal of Korean Society for Quality Management
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    • v.16 no.2
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    • pp.92-98
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    • 1988
  • In this paper a model is developed for an inventory system in which the number of units of acceptable quality in a replenishment lot is uncertain and the demand. during the stockout period is back ordered and. also under the same condition an inventory model with experdited stockout is developed. It is assumed that the fraction of the acceptable quality in a replenishment lot is a random variable whose probability distribution is known. The optimal replenishment policy is synthesized for such a system. A numerical example is used to illustrate the theory.

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Maximum Entropy Principle for Queueing Theory

  • SungJin Ahn;DongHoon Lim;SooTaek Kim
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.497-505
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    • 1997
  • We attempt to get a probabilistic model of a queueing system in the maximum entropy condition. Applying the maximum entropy principle to the queueing system, we obtain the most uncertain probability model compatible with the available information expressed by moments.

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FLUORESCENCE DEPOLARIZATION IN DIFFERENT MOLECULAR SYSTEMS

  • Kim, Hack-Jin;Kang, Tai-Jong
    • Journal of Photoscience
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    • v.1 no.1
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    • pp.75-82
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    • 1994
  • General features of the fluorescence depolarization are briefly reviewed. Molecular rotations and electronic excitation transports are considered to account for the fluorescence depolarization. Various molecular systems studied by the fluorescence depolarization are described. The FiSrster theory which forms a basis for the energy transfer is revisited. Several theoretical treatments for the fluorescence depolarization in liquid and solid phases such as classical hydrodynamics, probability distribution function, Green's function formalism, molecular dynamics simulation and Monte Carlo methods are introduced.

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