• 대한조선학회논문집
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• 제42권3호
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• pp.284-289
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• 2005

A structural design system is developed for the optimum design of double hull tankers based on the multi-objective function method. As a multi-objective function method, Pareto optimal based random search method is adopted to find the minimum structural weight and fabrication cost. The fabrication cost model is developed by considering the welding technique, welding poses and assembly stages to manage the fabrication man-hour and process. In this study, a new structural design is investigated due to the rapidly increased material cost. Several optimum structural designs on the basis of high material cost are carried out based on the Pareto optimal set obtained by the random search method. The design results are compared with existing ship, which is designed under low material cost.

• 한국위성정보통신학회논문지
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• 제12권4호
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• pp.152-156
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• 2017

본 논문은 양자 키 분배 시스템에서의 보안성을 증폭시키기 위한 랜덤 보안성 증폭의 개념을 소개한다. 양자 오류 정정과 보안 사이의 관계를 이용하여 보안성 증폭을 제공하는 것을 보인다. 또한 보안성 증폭 측면에서 랜덤 보안성 증폭이 기존 유니버셜 해쉬 함수만을 이용한 것보다 나은 보안성을 제시한다는 것을 보인다. QKD의 대표적인 예인 BB84 프로토콜을 이용하여 유니버셜 해시 함수가 보안성을 강화하는 과정을 설명한다. 마지막으로 제안한 랜덤 보안성 증폭과 기존 방식이 양자 QKD 채널에서 키 생성률에 따른 보안성을 비교한다.

• 대한수학회보
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• 제59권2호
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• pp.285-301
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• 2022

In this paper, we mainly study the random sampling and reconstruction of signals living in the subspace V^p(𝚽, 𝚲) of L^p(ℝ^d), which is generated by a family of molecules 𝚽 located on a relatively separated subset 𝚲 ⊂ ℝ^d. The space V^p(𝚽, 𝚲) is used to model signals with finite rate of innovation, such as stream of pulses in GPS applications, cellular radio and ultra wide-band communication. The sampling set is independently and randomly drawn from a general probability distribution over ℝ^d. Under some proper conditions for the generators 𝚽 = {𝜙_λ : λ ∈ 𝚲} and the probability density function 𝜌, we first approximate V^p(𝚽, 𝚲) by a finite dimensional subspace V^p_N (𝚽, 𝚲) on any bounded domains. Then, we prove that the random sampling stability holds with high probability for all signals in V^p(𝚽, 𝚲) whose energy concentrate on a cube when the sampling size is large enough. Finally, a reconstruction algorithm based on random samples is given for signals in V^p_N (𝚽, 𝚲).

• International Journal of Reliability and Applications
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• 제1권2호
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• pp.155-165
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• 2000

In this paper, we propose some estimators of Kullback- Leibler Information functions using the data from three step stress accelerated life tests. This acceleration model is assumed to be a tampered random variable model. Some asymptotic properties of proposed estimators are proved. Simulations are performed for comparing the small sample properties of the proposed estimators under use condition of accelerated life test.

• Journal of the Korean Data and Information Science Society
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• 제8권2호
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• pp.231-237
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• 1997

The Koziol-Green(KG) model has become an important topic in industrial life testing. In this paper we suggest MLE of the reliability function for the Weibull distribution under the KG model. Futhermore, we compare Kaplan-Meier estimator, Nelson estimator, Cheng & Chang estimator, and Ebrahimi estimator with proposed estimator for the reliability function under the KG model.

• Communications for Statistical Applications and Methods
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• 제17권5호
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• pp.639-645
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• 2010

We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the $\beta$-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.

• Journal of applied mathematics & informatics
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• 제5권2호
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• pp.465-474
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• 1998

Results on the analytic behavior to the limiting spectral distribution of matrices of sample convariance type. studied in Marcenko and Pastur [2] are derived. using the Stieltjes transform it is shown that the limiting distrbution has a continuous derivative away from zero the derivative being analytic whenever it is positive and the behavior of it resembles the behavior of a square root function near the boundary of its support.

• 충청수학회지
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• 제22권1호
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• pp.1-5
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• 2009

Let {$X_n,\;n{\geq}1}$ be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and $E(X^2)<{\infty}$. The random variables $\frac{X_i{\cdot}X_j}{(\Sigma^n_{k=1}X_k)^{2}}$ and $\Sigma^n_{k=1}X_k$ are independent for $1{\leq}i if and only if {$X_n,\;n{\geq}1}$ have gamma distribution.

• Communications for Statistical Applications and Methods
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• 제1권1호
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• pp.87-93
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• 1994

Consider the problem of estimating the parameter of the model in which an observable random variable is represented by a unknown scalar parameter plus another random variable and the parameter, sample, and decision spaces consist of all integers. We first characterize the class of all admissible estimators and then characterize the class of all finitely admissible estimators. Finally, we show that two classes are identical.

• Journal of the Korean Data and Information Science Society
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• 제10권2호
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• pp.415-428
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• 1999

In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.