• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.111-122
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• 1996

A model for a system whose state changes continuously with time is introduced. It is assumed that the system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. A repairman arrives according to a Poisson process and repairs the system according to an (s,S) policy, i.e., he increases the state of the system up to S if and only if the state is below s. A partial differential equation is derived for the distribution function of X(t), the state of the system at time t, and the Laplace-Stieltjes transform of the distribution function is obtained by solving the partial differential equation. For the stationary case the explicit expression is deduced for the distribution function of the stationary state of the system.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.235-251
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• 1999

In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

• Communications for Statistical Applications and Methods
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• 제20권6호
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• pp.475-480
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• 2013

The surplus process in a risk model is stochastically analyzed. We obtain the characteristic function of the level of the surplus at a finite time, by establishing and solving an integro-differential equation for the distribution function of the surplus. The characteristic function of the stationary distribution of the surplus is also obtained by assuming that an investment of the surplus is made to other business when the surplus reaches a sufficient level. As a consequence, we obtain the first and second moments of the surplus both at a finite time and in an infinite horizon (in the long-run).

• 한국경영과학회지
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• 제37권4호
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• pp.95-109
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• 2012

Being able to quickly locate valuable medical equipment is critical inside hospitals. In order to utilize limited budget and resources efficiently, accurate locating or tracking is required in many fields. In this research, we focus on how to find the location of missing assets by using RFID in real time indoors to track equipment. When equipment needs to be searched, the purpose of a RFID device is to minimize the time, investment cost and effort spent searching for the equipment. Thus, this research presents a mathematical model of using RFID (both handheld reader and stationary reader) for efficient asset location. We derive the expected time of locating RFID-tagged objects in a multi-area environment where hand-held RF readers are used. We then discuss where to deploy stationary RF readers in order to maximize the efficiency of the search process.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1998년도 가을 학술발표회 논문집
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• pp.497-504
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• 1998

In the nonlinear dynamic structural analysis, the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea, it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well own that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary stochastic process model which can be modeled as components with an intensity function, a frequency modulation function and a power spectral density function to describe such non-stationary characteristics. This model is based on the simulation for the strong-motion earthquakes with magnitude greater than approximately 5.0~6.0, because it will be not only expected to cause structural damage but also involved the characteristics of earthquake motions. Also, the recorded earthquake motion within this range are still very scarce in Korea. Thus, it is necessary to verify the model by the application of it to the mid-magnitude (approximately 4.0~6.0) earthquakes actually recorded in domestic or foreign area. The purpose of the paper is to generate an artificial earthquake using the model of Yeh and Wen in the area with low seismicity.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.407-416
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• 1997

Suppose that { $X_{i}$ } is a stationary AR(1) process and { $Y_{j}$ } is an ARX process with { $X_{i}$ } as exogeneous variables. Let $Y_{j}$ $^{*}$ be the stochastic process which is the sum of $Y_{j}$ and a nonstochastic trend. In this paper we consider the problem of estimating the conditional probability that $Y_{{n+1}}$$^{*}$ is bigger than $X_{{n+1}}$, given $X_{1}$, $Y_{1}$$^{*}$,..., $X_{n}$ , $Y_{n}$ $^{*}$. As an estimator for the tolerance probability, an Mann-Whitney statistic based on least squares residuars is suggested. It is shown that the deviations between the estimator and true probability are stochatically bounded with $n^{{-1}$2}/ order. The result may be applied to the stress-strength reliability theory when the stress and strength variables violate the classical iid assumption.umption.n.

• 한국경영과학회지
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• 제29권4호
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• pp.1-10
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• 2004

In this paper we study bounds for characteristics of stationary waiting times in (max, +)-linear systems with a Poisson arrival process. which are prevalent in manufacturing systems, kanban systems, cyclic and acyclic fork-and-join type systems, finite or infinite capacity tandem queues with various kinds of blocking, transportation systems, and telecommunication networks, and so on. Recently, some results on series expansion for characteristics, such as higher moments, Laplace transform, and tail probability, of transient and stationary waiting times in a class of (max, +)-linear systems via Taylor series expansions have been studied. In order to overcome the computational complexity in those results, we consider bounds for characteristics of stationary waiting times using valuable stochastic ordering results. Some numerical examples are also provided.

• 한국군사과학기술학회지
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• 제13권2호
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• pp.304-312
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• 2010

The function of IRCM(Infrared Countermeasures) jamming is to cause the missile to miss its intended target by disturbing the seeker tracking process. This paper analyzes the jamming effect of IRCM jamming for a stationary reticle seeker. The phase error containing the azimuth angle information of target is analyzed for the intensity, frequency and duty ratio variation of the jammer pulse signal. We confirmed that the more the jammer frequency is similar to the spinning frequency of the stationary seeker, the more jamming effect is high.

• 대한조선학회논문집
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• 제47권6호
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• pp.813-820
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• 2010

The spread mooring system for FPSO is developed to explore deep sea area, in which swell is dominant. It is known that the tension response of mooring lines in this sea area shows bimodal spectrum. Assuming normal distribution of tension profile and Rayleigh distribution of tension amplitude, the power spectral density function (PSD) of the mooring tension under the bimodal stationary random process is applied for the calculation of spectrum fatigue. Three popular methods, which are simple summation method, combined spectrum method and Jioa-Moan method, are used to combine fatigue damages from bimodal spectrum characteristics. Each damage value is compared with damage using Rainflow Cycle Counting (RCC) method which is believed to be close to exact solution. Vanmarcke' parameter and RMS(Root Mean Square) ratio are employed to assess relative damage variations between from RCC method and from three combination methods. Finally the most reliable fatigue damage combining method for spread mooring system is suggested.

• Membrane and Water Treatment
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• 제6권3호
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• pp.225-235
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• 2015

During low-pressure membrane treatments of cyanobacterial cells, including microfiltration (MF) and ultrafiltration (UF), there have reportedly been releases of intracellular compounds including cyanotoxins and compounds with an earthy-musty odor into the water, probably owing to cyanobacterial cell breakage retained on the membrane. However, to our knowledge, no information was reported regarding the effect of growth phase of cyanobacterial cells on the release of the intracellular compounds. In the present study, we used a geosmin-producing cyanobacterium, Anabaena smithii, to investigate the effect of the growth phase of the cyanobacterium on the release of intracellular geosmin during laboratory-scale MF experiments with the cells in either the logarithmic growth or stationary phase. Separate detection of damaged and intact cells revealed that the extent of cell breakage on the MF membrane was almost the same for logarithmic growth and stationary phase cells. However, whereas the geosmin concentration in the MF permeate increased after 3 h of filtration with cells in the logarithmic growth phase, it did not increase during filtration with cells in the stationary phase: the trend in the geosmin concentration in the MF permeate with time was much different between the logarithmic growth and stationary phases. Adsorption of geosmin to algogenic organic matter (AOM) retained on the MF membrane and/or pore blocking with the AOM were greater when the cells were in the stationary phase versus the logarithmic growth phase, the result being a decrease in the apparent release of intracellular geosmin from the stationary phase cells. In actual drinking water treatment plants employing membrane processes, more attention should be paid to the cyanobacterial cells in logarithmic growth phase than in stationary phase from a viewpoint of preventing the leakage of intracellular earthy-musty odor compounds to finished water.