• 대한수학회논문집
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• 제14권4호
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• pp.797-804
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• 1999

In this paper we derive the almost sure convergence of weighted sums of 2-dimensional arrays of random variables which are either pairwise positive quadrant dependent or associated. Our re-sults imply and extension of Etemadi's(1983) strong laws of large numbers for weighted sums of nonnegative random variables to the 2-dimensional case.

• Journal of applied mathematics & informatics
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• 제16권1_2호
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• pp.289-302
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• 2004

The asymptotic dependence between the central quasi-ranges and empirical quantiles was studied. The asymptotic dependence are obtained when the sample size is a positive integer valued random variable (r. v.). The dependence conditions and limit forms are obtained under generl conditions such as : the interrelation of the basic variables (the original random sample) and the random sample size is not restricted. In additition the normalizing constants do not depend on the random size.

• 한국터널지하공간학회 논문집
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• 제10권4호
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• pp.349-360
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• 2008

본 논문에서는 탄소성 유한요소해석 알고리즘과 연계한 확률장 생성기법과 근접터널 조건에서의 파괴확률을 분석하였다. 유한요소 해석을 위한 이산 확률장의 생성은 빠르고 정확하며 랜덤변수의 해상도를 자유롭게 조절할 수 있는 local average subdivision 기법을 사용하였으며 터널모델링을 위해 유한요소 크기와 형상 변화 등을 적절히 고려하여 지반물성치를 적용하는 방안을 제안하였다. 예제해석 조건에 대해 강도정수의 분산정도 및 공간상관길이에 따른 파괴확률을 파악하였으며 결정론적 안정성 해석결과 및 단일랜덤변수 해석결과와 비교하였다. 강도정수의 분산특성에 따라 강도감소기법에 의한 안전율과 단일랜덤변수 해석에 의한 파괴확률의 관계를 규명하였으며 확률유한요소 해석을 통해 공간상관길이가 파괴확률에 미치는 영향을 분석하였다. 이를 통해 강도감소기법에 의한 안전율과 분산계수로부터 단일랜덤변수에 의한 파괴확률을 도출할 수 있었으며 단일랜덤변수 해석결과가 근접터널의 실제적인 파괴확률을 과소평가 할 수 있음을 파악하였다.

• 대한산업공학회지
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• 제29권2호
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• pp.135-144
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• 2003

Traffic performance in a microcellular system is much more affected by cell dwell time and channel holding time in each cell. Cell dwell time of a call is characterized by its mobility pattern, i.e., stochastic changes of moving speed and direction. Cell dwell time provides important information for other analyses on traffic performance such as channel holding time, handover rate, and the average number of handovers per call. In the next generation mobile communication system, the cell size is expected to be much smaller than that of current one to accommodate the increase of user demand and to achieve high bandwidth utilization. As the cell size gets small, traffic performance is much more affected by variable mobility of users, especially by that of pedestrians. In previous work, analytical models are based on simple probability models. They provide sufficient accuracy in a simple second-generation cellular system. However, the role of them is becoming invalid in a picocellular environment where there are rapid change of network traffic conditions and highly random mobility of pedestrians. Unlike in previous work, we propose an improved probability model evolved from so-called Random walk model in order to mathematically formulate variable mobility of pedestrians and analyze the traffic performance. With our model, we can figure out variable characteristics of pedestrian mobility with stochastic correlation. The above-mentioned traffic performance measures are analyzed using our model.

• Geomechanics and Engineering
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• 제22권3호
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• pp.207-217
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• 2020

Slope reliability analysis and risk assessment for spatially variable soils under rainfall infiltration are important subjects but they have not been well addressed. This lack of study may in part be due to the multiple and diverse evaluation indexes and the low computational efficiency of Monte-Carlo simulations. To remedy this, this paper proposes a highly efficient computational method for investigating random field problems for slopes. First, the probability density evolution method (PDEM) is introduced. This method has high computational efficiency and does not need the tens of thousands of numerical simulation samples required by other methods. Second, the influence of rainfall on slope reliability is investigated, where the reliability is calculated from based on the safety factor curves during the rainfall. Finally, the uncertainty of the sliding mass for the slope random field problem is analyzed. Slope failure consequences are considered to be directly correlated with the sliding mass. Calculations showed that the mass that slides is smaller than the potential sliding mass (shallow surface sliding in rainfall). Sliding mass-based risk assessment is both needed and feasible for engineered slope design. The efficient PDEM is recommended for problems requiring lengthy calculations such as random field problems coupled with rainfall infiltration.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.113-118
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• 1998

In this paper we study central limit theorem(C.L.T.) and law of iterated logarithm (L.I.L.) for fuzzy random variables with respect to Hausdorff distance.

• Journal of the Korean Data and Information Science Society
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• 제14권1호
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• pp.75-82
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• 2003

In this paper, a general convergence theorem of fuzzy random variables is considered. Using this result, we can easily prove the recent result of Joo et al. (2001) and generalize the recent result of Kim(2000).

• 대한산업공학회지
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• 제1권1호
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• pp.87-92
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• 1975

Three approximation methods for generating outcomes on Poisson random variables are discussed. A comparison is made to determine which method requires the least computer execution time and to determine which is the most robust approximation. Results of the comparison study suggest the method to choose for the generating procedure depends on the mean value of Poisson random variable which is being generated.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 1993년도 가을 학술발표회 논문집
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• pp.179-183
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• 1993

Loads acting on concrete structures are completely random in nature with respect to frequency, magnitude and order of loading, and are essentially distinct from the loads in two-stage and variable load fatigue test. Thus, this study proposes the fatigue test method generating random loads based on the analyzed result.

• Nonlinear Functional Analysis and Applications
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• 제27권3호
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• pp.621-640
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• 2022

The aim of this study is to establish some mean convergence theorems for double array of fuzzy random variables in metric space endowed with a convex combination operation under various assumptions.