• Title/Summary/Keyword: probability theory

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The Unfinished Work Transition Probability Distribution of Modulated $n^*$D/D/1 Queue (확률적 $n^*$D/D/1 대기모형의 부하량 전이 확률 분포)

  • Lee, Sang-Cheon;Hong, Jung-Wan
    • IE interfaces
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    • v.13 no.4
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    • pp.738-744
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    • 2000
  • This Paper presents a method for unfinished work transition probability distribution of modulated $n^*D/D/l$ queue with overload period. The Modulated $n^*D/D/l$ queue is well known as a performance analysis model of ATM multiplexer with superposition of homogeneous periodic on-off traffic sources. Theory of probability by conditioning and results of $N^*D/D/l$ queue are used for analytic methodology. The results from this paper are expected to be applied to general modulated $n^*D/D/l$ queue.

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On Large Deviation of the Sample Medians

  • Hong, Chong-Sun
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.122-127
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    • 1990
  • Consider the following problem in the large deviation theory. For constants $a_1, \cdots, a_p$ the tail probability $P(M_1 > a_1, \cdots, M_p > a_p)$ of the sample medians $(M_1, \cdots, M_p)$ is supposed to converge to zero as sample size increases. This paper shows that this probability converges to zero exponentially fast and estimates the convergence rates of the above tail probability of the sample medians. Also compare with the rates about the sample means.

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FRACTIONAL EULER'S INTEGRAL OF FIRST AND SECOND KINDS. APPLICATION TO FRACTIONAL HERMITE'S POLYNOMIALS AND TO PROBABILITY DENSITY OF FRACTIONAL ORDER

  • Jumarie, Guy
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.257-273
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    • 2010
  • One can construct a theory of probability of fractional order in which the exponential function is replaced by the Mittag-Leffler function. In this framework, it seems of interest to generalize some useful classical mathematical tools, so that they are more suitable in fractional calculus. After a short background on fractional calculus based on modified Riemann Liouville derivative, one summarizes some definitions on probability density of fractional order (for the motive), and then one introduces successively fractional Euler's integrals (first and second kind) and fractional Hermite polynomials. Some properties of the Gaussian density of fractional order are exhibited. The fractional probability so introduced exhibits some relations with quantum probability.

Analysis of structural dynamic reliability based on the probability density evolution method

  • Fang, Yongfeng;Chen, Jianjun;Tee, Kong Fah
    • Structural Engineering and Mechanics
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    • v.45 no.2
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    • pp.201-209
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    • 2013
  • A new dynamic reliability analysis of structure under repeated random loads is proposed in this paper. The proposed method is developed based on the idea that the probability density of several times random loads can be derived from the probability density of single-time random load. The reliability prediction models of structure based on time responses under several times random loads with and without strength degradation are obtained by using the stress-strength interference theory and probability density evolution method. The resulting differential equations in the prediction models can be solved by using the forward finite difference method. Then, the probability density functions of strength redundancy of the structures can be obtained. Finally, the structural dynamic reliability can be calculated using integral method. The efficiency of the proposed method is demonstrated numerically through a speed reducer. The results have shown that the proposed method is practicable, feasible and gives reasonably accurate prediction.

TYPE SPACES AND WASSERSTEIN SPACES

  • Song, Shichang
    • Journal of the Korean Mathematical Society
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    • v.55 no.2
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    • pp.447-469
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    • 2018
  • Types (over parameters) in the theory of atomless random variable structures correspond precisely to (conditional) distributions in probability theory. Moreover, the logic (resp. metric) topology on the type space corresponds to the topology of weak (resp. strong) convergence of distributions. In this paper, we study metrics between types. We show that type spaces under $d^{\ast}-metric$ are isometric to Wasserstein spaces. Using optimal transport theory, two formulas for the metrics between types are given. Then, we give a new proof of an integral formula for the Wasserstein distance, and generalize some results in optimal transport theory.

Recent Progress of Freak Wave Prediction

  • Mori, Nobuhito;Janssen, Peter A.E.M.
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2006.11a
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    • pp.127-134
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    • 2006
  • Based on a weakly non-Gaussian theory the occurrence probability of freak waves is formulated in terms of the number of waves in a time series and the surface elevation kurtosis. Finite kurtosis gives rise to a significant enhancement of freak wave generation in comparison with the linear narrow banded wave theory. For fixed number of waves, the estimated amplification ratio of freak wave occurrence due to the deviation from the Gaussian theory is 50% - 300%. The results of the theory are compared with laboratory and field data.

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수학적 대상으로서 ‘애매모호’ 에 대한 고찰

  • 박창균
    • Journal for History of Mathematics
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    • v.14 no.2
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    • pp.93-100
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    • 2001
  • The problem of vagueness has been investigated for a long time by philosophers and mathematicians. There are there approaches in mathematics to the problem, which are probability theory, fuzzy logic, and rough set theory. In this paper I introduce these theories and their meanings.

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A Simulation of Vehicle Parking Distribution System for Local Cultural Festival with Queuing Theory and Q-Learning Algorithm (대기행렬이론과 Q-러닝 알고리즘을 적용한 지역문화축제 진입차량 주차분산 시뮬레이션 시스템)

  • Cho, Youngho;Seo, Yeong Geon;Jeong, Dae-Yul
    • The Journal of Information Systems
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    • v.29 no.2
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    • pp.131-147
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    • 2020
  • Purpose The purpose of this study is to develop intelligent vehicle parking distribution system based on LoRa network at the circumstance of traffic congestion during cultural festival in a local city. This paper proposes a parking dispatch and distribution system using a Q-learning algorithm to rapidly disperse traffics that increases suddenly because of in-bound traffics from the outside of a city in the real-time base as well as to increase parking probability in a parking lot which is widely located in a city. Design/methodology/approach The system get information on realtime-base from the sensor network of IoT (LoRa network). It will contribute to solve the sudden increase in traffic and parking bottlenecks during local cultural festival. We applied the simulation system with Queuing model to the Yudeung Festival in Jinju, Korea. We proposed a Q-learning algorithm that could change the learning policy by setting the acceptability value of each parking lot as a threshold from the Jinju highway IC (Interchange) to the 7 parking lots. LoRa Network platform supports to browse parking resource information to each vehicle in realtime. The system updates Q-table periodically using Q-learning algorithm as soon as get information from parking lots. The Queuing Theory with Poisson arrival distribution is used to get probability distribution function. The Dijkstra algorithm is used to find the shortest distance. Findings This paper suggest a simulation test to verify the efficiency of Q-learning algorithm at the circumstance of high traffic jam in a city during local festival. As a result of the simulation, the proposed algorithm performed well even when each parking lot was somewhat saturated. When an intelligent learning system such as an O-learning algorithm is applied, it is possible to more effectively distribute the vehicle to a lot with a high parking probability when the vehicle inflow from the outside rapidly increases at a specific time, such as a local city cultural festival.

The Legal Probability as Causal Responsibility founded on the Probabilistic Theory of Causality: On the Legal Responsibility of Autonomous Vehicles (인과적 책임으로서 법적 상당성에 대한 확률 인과 이론의 해명: 자율주행 자동차의 법적 책임을 중심으로)

  • Kim, Joonsung
    • Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology
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    • v.6 no.12
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    • pp.587-594
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    • 2016
  • Autonomous A.I. vehicles are seemingly soon ready for our life. One of the critical problems with autonomous vehicles is how one could assign responsibility for accidents to them. We can envisage that autonomous vehicles may confront an ethical dilemma. Then a question arises of how we are able to assign legal responsibility to autonomous vehicles. In this paper, I first introduce what the ethical dilemma of autonomous vehicles is about. Second, I show how we could be able to assign legal responsibility for autonomous vehicles. Legal probability is the received criteria for causal responsibility most of the legal theorists consider. But it remains vague. I articulate the concept of legal probability in terms of the probabilitstic theory of individual level causality while considering how one can assign causal responsibility for autonomous vehicles. My theory of causal responsibility may help one to assign legal responsibility not just for autonomous vehicles but also for people.

Empirical seismic fragility rapid prediction probability model of regional group reinforced concrete girder bridges

  • Li, Si-Qi;Chen, Yong-Sheng;Liu, Hong-Bo;Du, Ke
    • Earthquakes and Structures
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    • v.22 no.6
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    • pp.609-623
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    • 2022
  • To study the empirical seismic fragility of a reinforced concrete girder bridge, based on the theory of numerical analysis and probability modelling, a regression fragility method of a rapid fragility prediction model (Gaussian first-order regression probability model) considering empirical seismic damage is proposed. A total of 1,069 reinforced concrete girder bridges of 22 highways were used to verify the model, and the vulnerability function, plane, surface and curve model of reinforced concrete girder bridges (simple supported girder bridges and continuous girder bridges) considering the number of samples in multiple intensity regions were established. The new empirical seismic damage probability matrix and curve models of observation frequency and damage exceeding probability are developed in multiple intensity regions. A comparative vulnerability analysis between simple supported girder bridges and continuous girder bridges is provided. Depending on the theory of the regional mean seismic damage index matrix model, the empirical seismic damage prediction probability matrix is embedded in the multidimensional mean seismic damage index matrix model, and the regional rapid prediction matrix and curve of reinforced concrete girder bridges, simple supported girder bridges and continuous girder bridges in multiple intensity regions based on mean seismic damage index parameters are developed. The established multidimensional group bridge vulnerability model can be used to quantify and predict the fragility of bridges in multiple intensity regions and the fragility assessment of regional group reinforced concrete girder bridges in the future.