• Title/Summary/Keyword: stationary distribution

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Cooperative Communication with Different Combining Techniques in One-Dimensional Random Networks

  • Duy, Tran Trung;Kong, Hyung-Yun
    • Journal of electromagnetic engineering and science
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    • v.12 no.1
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    • pp.13-19
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    • 2012
  • In this paper, we investigate cooperative transmission in one-dimensional random wireless networks. In this scheme, a stationary source communicates with a stationary destination with the help of N relays, which are randomly placed in a one-dimensional network. We derive exact and approximate expressions of the average outage probability over Rayleigh fading channels. Various Monte-Carlo simulations are presented to verify the accuracy of our analyses.

Comparison of Bootstrap Methods for LAD Estimator in AR(1) Model

  • Kang, Kee-Hoon;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.745-754
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    • 2006
  • It has been shown that LAD estimates are more efficient than LS estimates when the error distribution is double exponential in AR(1) model. In order to explore the performance of LAD estimates one can use bootstrap approaches. In this paper we consider the efficiencies of bootstrap methods when we apply LAD estimates with highly variable data. Monte Carlo simulation results are given for comparing generalized bootstrap, stationary bootstrap and threshold bootstrap methods.

AN ALGORITHMIC APPROACH TO THE MARKOV CHAIN WITH TRANSITION PROBABILITY MATRIX OF UPPER BLOCK-HESSENBERG FORM

  • Shin, Yang-Woo;Pearce, C.E.M.
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.403-426
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    • 1998
  • We present an algorithm to find an approximation for the stationary distribution for the general ergodic spatially-inhomogeneous block-partitioned upper Hessenberg form. Our approximation makes use of an associated upper block-Hessenberg matrix which is spa-tially homogeneous except for a finite number of blocks. We treat the MAP/G/1 retrial queue and the retrial queue with two types of customer as specific instances and give some numerical examples. The numerical results suggest that our method is superior to the ordinary finite-truncation method.

PWN SED modeling: stationary and time-dependent leptonic scenarios

  • Kim, Seung-jong;An, Hong-jun
    • The Bulletin of The Korean Astronomical Society
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    • v.43 no.2
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    • pp.43.3-43.3
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    • 2018
  • We develop a model for broadband spectral energy distribution (SED) of Pulsar Wind Nebulae (PWNe). The model assumes that electrons/positrons in the pulsar wind are injected into and stochastically accelerated in the pulsar termination shock. We consider two scenarios: a stationary one-zone case and a time-evolving multi-zone case. In the latter scenario, flow properties in the PWNe (magnetic field, bulk speed) are modeled to vary in time and space. We apply the model to the broadband SED of the pulsar wind nebula 3C 58. From the modeling, we find that a broken power-law injection is required with the maximum electron energy of ~200 TeV.

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A Note on the Covariance Matrix of Order Statistics of Standard normal Observations

  • Lee, Hak-Myung
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.285-290
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    • 2000
  • We noted a property of a stationary distribution on the matrix C, which is the covariance matrix of order statistics of standard normal distribution That is the sup norm of th powers of C is ee' divided by its dimension. The matrix C can be taken as a transition probability matrix in an acyclic Markov chain.

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A Study on Daily Water Demand Prediction Model (급수량(給水量) 단기(短期) 수요예측(需要豫測)에 대한 연구(硏究))

  • Koo, Jayoug;Koizwui, Akirau;Inakazu, Toyono
    • Journal of Korean Society of Water and Wastewater
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    • v.11 no.1
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    • pp.109-118
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    • 1997
  • In this study, we examined the structural analysis of water demand fluctuation for water distribution control of water supply network. In order to analyze for the length of stationary time series, we calculate autocorrelation coefficient of each case equally divided data size. As a result, it was found that, with the data size of around three months, any case could be used as stationary time series. we analyze cross-correlation coefficient between the daily water consumption's data and primary influence factors. As a result, we have decided to use weather conditions and maximum temperature as natural primary factors and holidays as a social factor. Applying the multiple ARIMA model, we obtains an effective model to describe the daily water demand prediction. From the forecasting result, even though we forecast water distribution quantity of the following year, estimated values well express the flctuations of measurements. Thus, the suitability of the model for practical use can be confirmed. When this model is used for practical water distribution control, water distribution quantity for the following day should be found by inputting maximum temperature and weather conditions obtained from weather forecast, and water purification plants and service reservoirs should be operated based on this information while operation of pumps and valves should be set up. Consequently, we will be able to devise a rational water management system.

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An Hourly Extreme Data Estimation Method Developed Using Nonstationary Bayesian Beta Distribution (비정상성 Bayesian Beta 분포를 이용한 시 단위 극치자료 추정기법 개발)

  • Kim, Yong-Tak;Kim, Jin-Young;Lee, Jae Chul;Kwon, Hyun-Han
    • Journal of Korean Society on Water Environment
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    • v.33 no.3
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    • pp.256-272
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    • 2017
  • Extreme rainfall has become more frequent over the Korean peninsula in recent years, causing serious damages. In a changing climate, traditional approaches based on historical records of rainfall and on the stationary assumption can be inadequate and lead to overestimate (or underestimate) the design rainfalls. A main objective of this study is to develop a stochastic disaggregation method of seasonal rainfall to hourly extreme rainfall, and offer a way to derive the nonstationary IDF curves. In this study, we propose a novel approach based on a Four-Parameter Beta (4P-beta) distribution to estimate the nonstationary IDF curves conditioned on the observed (or simulated) seasonal rainfall, which becomes the time-varying upper bound of the 4P beta distribution. Moreover, this study employed a Bayesian framework that provides a better way to take into account the uncertainty in the model parameters. The proposed model showed a comparable design rainfall to that of GEV distribution under the stationary assumption. As a nonstationary rainfall frequency model, the proposed model can effectively translate the seasonal variation into the sub-daily extreme rainfall.

The Likelihood for a Two-Dimensional Poisson Exceedance Point Process Model

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.793-798
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    • 2008
  • Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

Pressure distribution and aerodynamic forces on stationary box bridge sections

  • Ricciardelli, Francesco;Hangan, Horia
    • Wind and Structures
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    • v.4 no.5
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    • pp.399-412
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    • 2001
  • Simultaneous pressure and force measurements have been conducted on a stationary box deck section model for two configurations (namely without and with New Jersey traffic barriers) at various angles of incidence. The mean and fluctuating aerodynamic coefficients and pressure coefficients were derived, together with their spectra and with the coherence functions between the pressures and the total aerodynamic forces. The mean aerodynamic coefficients derived from force measurements are first compared with those derived from the integration of the pressures on the deck surface. Correlation between forces and local pressures are determined in order to gain insight on the wind excitation mechanism. The influence of the angle of incidence on the pressure distribution and on the fluctuating forces is also analysed. It is evidenced how particular deck section areas are more responsible for the aerodynamic excitation of the deck.

A Study on Heat Transfer Characteristics of Laser Cutting for the CSP 1N Sheet Using High-power CW Nd:YAG Laser (고출력 CW Nd:YAG 레이저를 이용한 CSP 1N 박판 절단공정의 열전달 특성 분석)

  • Ahn, Dong-Gyu;Kim, Min-Su
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.5 no.1
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    • pp.51-58
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    • 2006
  • The objective of this research work is to investigate into heat transfer characteristics of the laser cutting of CSP 1N sheet using high power CW Nd:YAG laser. In order to investigate the heat transfer characteristics, three dimensional quasi stationary and steady-state heat transfer analysis has been carried out. The laser heat source is assumed as a volumetric heat source with a gaussian heat distribution in a plane. Through the comparison of the results of analyses with those of experiments, the proper finite element model has been obtained. In addition, characteristics of the three-dimensional heat transfer and temperature distribution have been estimated by the finite element model. Finally, the minimum temperature at the center for cutting of the material has been estimated.

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