• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.167-177
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• 1992

In this paper, we investigate the limiting distribution of $M_n = max (X_1, X-2, \cdots, X_n)$ in the infinite moving average process ${X_t = \sum c_i Z_{t-i}}$ generated from i.i.d. negative binomial variables $Z_i$'s. While no limit result is possible, nonetheless asymptotic bounds are derived. We also present the tail behavior of $X_t$, i.e., weighted sum of i.i.d. random variables. This continues a study made by Rootzen (1986) for discrete innovation sequences.

• Journal of the Korean Statistical Society
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• v.13 no.1
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• pp.25-31
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• 1984

A technique which has been used for the evaluation of certain kinds of multiple integrals, viz., the technique of imcomplete gamma function operators, is employed and extended to the case where the parameters and arguments are non-equal and non-integer for the probability integral of the inverted Dirichlet distribution. Several types of recurrence formulas have been developed for the tail probabilities and a subset selection procedure in ranking variances is discussed as an application.

• Proceedings of the Korea Society for Simulation Conference
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• 1999.10a
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• pp.62-62
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• 1999

In this paper, we propose a new technique of estimating tail of steady-state queue length distribution; Pr(Q>q), fo ATM multiplexer. Pr(Q>q) is a fundamental measure of network congestion. Assessing Pr(Q>q) properly is crucial for design and control of ATM networks. Data traffic pattern of high-speed networks is highly correlated and bursty. Estimating Pr(Q>q) is very difficult because of correlation and burstiness. We estimate entropy(rate-function) using large deviation principles and threshold bootstrap. Simulation studies are conducted to compare the performance of an existing method and our new method.

• Journal of the Chungcheong Mathematical Society
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• v.27 no.3
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• pp.405-411
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• 2014

Queueing systems with retrials are widely used to model many problems in call centers, telecommunication networks, and in daily life. We present a very accurate but simple approximate formula for the distribution of the number of retrying customers in the M/G/1 retrial queue.

• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.435-446
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• 2004

In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.38 no.6
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• pp.519-529
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• 2010

In the present study, unsteady calculations have been performed to simulate flows around a UH-60A full configuration including main rotor, fuselage, and tail rotor. A flow solver developed for helicopter aerodynamic analysis was used for the simulation of the complete helicopter in high-speed and low-speed forward flight. Unsteady vibratory loads on the main rotor blades were compared with flight test and other calculated data for the assessment of the present flow solver. Aerodynamic interaction of the three components of the helicopter was investigated by comparing with the results of main-rotor-alone, main rotor and fuselage, and tail-rotor-alone configurations. It was found that the existence of the fuselage has an effect on the normal force distribution of the main rotor by varying downwash distribution on the rotor disc, and tip vortices trailed from the main rotor strongly interact with the tail-rotor.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.4
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• pp.55-67
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• 2021

This study aims to measure the lower tail dependence as risk contagion from the U.S. economy to 18 developing countries affecting FDI inflows using time-series data from 2005 to 2019. Firstly, we utilize four dynamic copula models, namely, Student-t, Clayton, rotated survival Gumbel, and rotated survival Joe, to measure the tail dependence structure between the U.S. and each developing country's real GDP growth. Secondly, we use the regression model to explore the contagion effects on FDI inflows. The results show that there is evidence of the tail dependence between the U.S and developing economies, indicating the presence of the contagion effects. Primarily, we observe that the degree of contagion effects of the global financial crisis varies across countries; a strong impact is observed in Chinese, South African, Russian, Colombian, and Mexican economic growth. Furthermore, we found significant contagion risk affecting FDI inflows positively in China, Indonesia, Columbia, Morocco, and negatively in the Philippines, Bulgaria, and South Africa. This study demonstrates the usefulness of the copulas model in terms of examining contagion. Our findings shed light on the influence of sound policies and regulations to cope with both positive and negative consequences of the contagion on the capital movement.

• Ocean Systems Engineering
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• v.11 no.4
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• pp.373-392
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• 2021

The present paper purposes a numerical evaluation of the Thai Long-Tail Boat propeller (TLTBP) performance by without and with propeller boss cap fins (PBCF) in full-scale operating straight shaft condition in the first. Next, those are applied to inclined shaft conditions. The actual TLTBP has defined an inclined shaft propeller including the high rotational speed, therefore vortex from the propeller boss and boss cap (hub vortex) have been generated very much. The PBCF designs are considered to weaken of vortex behind the propeller boss which makes the saving energy for the propulsion systems. The blade sections of PBCF developed from the original TLTBP blade shape. The integrative for the TLTBP and the PBCF is analyzed to increase the performance using computational fluid dynamics (CFD). The computational results of propeller performance are thoroughly compared between without and with PBCF. Moreover, the effects of each PBCF component are computed to influence the TLTBP performance. The fluid flows around the propeller blades, propeller boss, boss cap, and vortex have been investigated in terms of pressure distribution and wake-fields to verify the increasing efficiency of propulsion systems.

• Wind and Structures
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• v.34 no.5
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• pp.451-467
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• 2022

The flow around a high-speed train with three underbody structures in the bogie area is numerically investigated using the improved delayed detached eddy simulation method. The vortex structure, pressure distribution, flow field structure, and unsteady velocity of the wake are analyzed by vortex identification criteria Q, frequency spectral analysis, empirical mode decomposition (EMD), and Hilbert spectral analysis. The results show that the structures of the bogie and its installation cabin reduce the momentum of fluid near the tail car, thus it is easy to induce flow separation and make the fluid no longer adhere to the side surface of the train, then forming vortices. Under the action of the vortices on the side of the tail car, the wake vortices have a trend of spanwise motion. But the deflector structure can prevent the separation on the side of the tail car. Besides, the bogie fairings do not affect the formation process and mechanism of the wake vortices, but the fairings prevent the low-speed fluid in the bogie installation cabin from flowing to the side of the train and reduce the number of the vortices in the wake region.

• Journal of the Korean Operations Research and Management Science Society
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• v.28 no.4
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• pp.145-153
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• 2003

In this Paper, we examine the limiting distributional behaviour of extreme values of mixed Erlang random variables. We show that, in the finite mixture of Erlang distributions, the component distribution with an asymptotically dominant tail has a critical effect on the asymptotic extreme behavior of the mixture distribution and it converges to the Gumbel extreme-value distribution. Normalizing constants are also established. We apply this result to characterize the asymptotic distribution of maxima of sojourn times in M/M/s queuing system. We also show that Erlang mixtures with continuous mixing may converge to the Gumbel or Type II extreme-value distribution depending on their mixing distributions, considering two special cases of uniform mixing and exponential mixing.