• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.549-556
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• 2009

Let $\{(X_{ni}|1{\leq}i{\leq}n,\;n{\geq}1)\}$ be an array of rowwise negatively associated random variables. In this paper we discuss $n^{{\alpha}p-2}h(n)max_{1{\leq}k{\leq}n}|{\sum}_{i=1}^kX_{ni}|/n^{\alpha}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed with suitable conditions for ${\alpha}$>1/2, 0${\alpha}p{\geq}1$ and a slowly varying function h(x)>0 as $x{\rightarrow}{\infty}$. In addition, we obtain the complete convergence of moving average process based on negative association random variables which extends the result of Zhang (1996).

• Computational Structural Engineering
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• v.10 no.1
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• pp.173-183
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• 1997

In this paper a method is suggested for the probabilistic analysis of impact buckling failure time of cylinder with random axisymmetric geometric imperfection under axial impact. Failure is assumed as axisymmetric radial deformation exceeds the given criteria for the first time. For the generation of random geometric initial imperfection, random field theory by mean function and autocorrelation function of geometric imperfection is used. Suggested method is useful for the treatment of the randomness of realistic geometric imperfection and can be used for the structural safety analysis of cylinder considering its effect.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.243-254
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• 2006

The relative frequency of order statistics is investigated for independent and identically distributed (i.i.d.) random variables. Specifically, it is shown that the probability $Pr\{X_{[s]}=x\}$ is no less than the probability $Pr\{X_{[r]}=x\}$ at any point $x{\geqq}x_0$ when r$X_{[r]}$ denotes the r-th order statistic of an i.i.d. discrete random vector and $x_0$ depends on the population probability distribution. A similar result for i.i.d. continuous random vectors is also presented.

• Journal of the Korean Society for Precision Engineering
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• v.11 no.1
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• pp.192-200
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• 1994

The methodology of a simple probabilistic fatigue crack under random loading is proposed. Using the crack closure concept, the crack opening stress is assumed to be constant during random loading. The loading history was analyzed to determine the probability density functions, probability distribution functions and other related parameters for the probabilistic fatigue crack growth analysis. Fatigue crack growth using the exisiting available data was predicted by the proposed probabilistic analysis and compared with experimental data.

• Structural Engineering and Mechanics
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• v.39 no.1
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• pp.47-75
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• 2011

An accurate substructural synthesis method including random responses synthesis, frequency-response functions synthesis and mid-order modes synthesis is developed based on rigorous substructure description, dynamic condensation and coupling. An entire structure can firstly be divided into several substructures according to different functions, geometric and dynamic characteristics. Substructural displacements are expressed exactly by retained mid-order fixed-interfacial normal modes and residual constraint modes. Substructural interfacial degree-of-freedoms are eliminated by interfacial displacements compatibility and forces equilibrium between adjacent substructures. Then substructural mode vibration equations are coupled to form an exact-condensed synthesized structure equation, from which structural mid-order modes are calculated accurately. Furthermore, substructural frequency-response function equations are coupled to yield an exact-condensed synthesized structure vibration equation in frequency domain, from which the generalized structural frequency-response functions are obtained. Substructural frequency-response functions are calculated separately by using the generalized frequency-response functions, which can be assembled into an entire-structural frequency-response function matrix. Substructural power spectral density functions are expressed by the exact-synthesized substructural frequency-response functions, and substructural random responses such as correlation functions and mean-square responses can be calculated separately. The accuracy and capacity of the proposed substructure synthesis method is verified by numerical examples.

• Bulletin of the Korean Chemical Society
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• v.32 no.9
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• pp.3521-3523
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• 2011

• Journal of the Korean Statistical Society
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• v.36 no.4
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• pp.523-542
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• 2007

In this paper we consider semiparametric random effect panel models that contain AR(p) disturbances. We derive the efficient score function and the information bound for estimating the slope parameters. We make minimal assumptions on the distribution of the random errors, effects, and the regressors, and provide semiparametric efficient estimates of the slope parameters. The present paper extends the previous work of Park et al.(2003) where AR(1) errors were considered.

• Journal of Ocean Engineering and Technology
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• v.15 no.1
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• pp.12-18
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• 2001

This study concentrates on the second-order diffraction problem around circular cylinders in multi-frequency waves. The method of solution is a time-domain Rankine panel method which adopts a higher-order approximation for the velocity potential and wave elevation. In the present study, the multiple second-order quadratic transfer functions are extracted from the second-order time signal generated in random waves, and the comparison with other bench-mark test results shows a good agreement. This approach is directly applicable to prediction of nonlinear forces on offshore structures in random ocean.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2000.06a
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• pp.1493-1510
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• 2000

Theoretical models that can be used to predict the range of main lobe widths and the probability distribution of the peak sidelobe levels of two-dimensionally sparse arrays are presented here. The arrays are considered to comprise microphones that are randomly positioned on a segmented grid of a given size. First, approximate expressions for the expected squared magnitude of the aperture smoothing function and the variance of the squared magnitude of the aperture smoothing function about this mean are formulated for the random arrays considered in the present study. By using the variance function, the mean value and the lower end of the range i.e., the first I percent of the mainlobe distribution can be predicted with reasonable accuracy. To predict the probability distribution of the peak sidelobe levels, distributions of levels are modeled by a Weibull distribution at each peak in the sidelobe region of the expected squared magnitude of the aperture smoothing function. The two parameters of the Weibull distribution are estimated from the means and variances of the levels at the corresponding locations. Next, the probability distribution of the peak sidelobe levels are assumed to be determined by a procedure in which the peak sidelobe level is determined as the maximum among a finite number of independent random sidelobe levels. It is found that the model obtained from the above approach predicts the probability density function of the peak sidelobe level distribution reasonably well for the various combinations of two different numbers of microphones and grid sizes tested in the present study. The application of these models to the design of random, sparse arrays having specified performance levels is also discussed.

• Journal of Ocean Engineering and Technology
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• v.7 no.2
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• pp.114-120
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• 1993

Responses of marine vehicles and ocean structures in a seaway can be predicted by applying the probabilistic approach. When we consider a linear system, the responses in a random seaway can be evaluated through spectral analysis in the frequency domain. But when we treat nonlinear system in irregular waves, it is necessary to get time history of waves. In the previous study we introduced one-directional waves (long crested waves)as wave environment and carried out calculations and experiments in the waves. But the real sea in which marine vehicles and structures are operated has multi-directional waves (short crested waves). It is important to get a simulated random sea and analyse dynamic problems in the sea. We need entire sample function or probabillty density function to infer statistical value of random process. However if the process are ergodic process, we can get statistical values by analysis of one sample function. In this paper, we developed the simulation technique of multi-directional waves and proved that the time history given by this method keep ergodic characteristics by the statistical analysis.