• Structural Engineering and Mechanics
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• v.5 no.6
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• pp.839-851
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• 1997

Closed-form solutions are analytically derived for stochastic properties of earthquake ground motion fields, which are conditioned by an observed time series at certain observation sites and are characterized by spectra with uncertainties. The theoretical framework presented here can estimate not only the expectations of such simulated earthquake ground motions, but also the prediction errors which offer important information for the field of engineering. Before these derivations are made, the theory of conditional random fields is summarized for convenience in this study. Furthermore, a method for stochastic interpolation of power spectra is explained.

• Journal of Communications and Networks
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• v.6 no.2
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• pp.182-191
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• 2004

In this paper, performances of different ultra-wideband (UWB) modulation schemes in the presence of timing jitter are evaluated and compared. Static and Rayleigh fading channels are considered. For fading channels, Oat and dispersive channels are assumed. First, bit error rate (BER) performances for each case are derived for a fixed value of timing jitter. Later, a uniform distribution of jitter is assumed to evaluate the performance of the system, and the theoretical results are verified by computer simulations. Finger estimation error is treated as timing jitter and an appropriate model is generated. Furthermore, a worst case distribution that provides an upper bound on the system performance is presented and compared with other distributions. Effects of timing jitter on systems employing different pulse shapes are analyzed to show the dependency of UWB performance on pulse shape. Although our analysis assumes uniform timing jitter, our framework can be used to evaluate the BER performance for any given probability distribution function of the jitter.

• Journal of Communications and Networks
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• v.5 no.1
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• pp.82-89
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• 2003

In this paper, an efficient threshold-based filtering (TF) buffer management scheme is proposed. The TF is capable of minimizing the overall loss performance and improving the fairness of buffer usage in a shared buffer packet switch. The TF consists of two mechanisms. One mechanism is to classify the output ports as sctive or inactive by comparing their queue lengths with a dedicated buffer allocation factor. The other mechanism is to filter the arrival packets of inactive output ports when the total queue length exceeds a threshold value. A theoretical queuing model of TF is formulated and resolved for the overall packet loss probability. Computer simulations are used to compare the overall loss performance of TF, dynamic threshold (DT), static threshold (ST) and pushout (PO). We find that TF scheme is more robust against dynamic traffic variations than DT and ST. Also, although the over-all loss performance between TF and PO are close to each other, the implementation of TF is much simpler than the PO.

• Bulletin of the Korean Mathematical Society
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• v.57 no.6
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• pp.1451-1473
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• 2020

Widely orthant dependence (WOD, in short) is a special dependence structure. In this paper, by using the probability inequalities and moment inequalities for WOD random variables, we study the L_p convergence and complete convergence for the partial sums respectively under the conditions of RCI(α), SRCI(α) and R-h-integrability. We also give an application to nonparametric regression models based on WOD errors by using the L_p convergence that we obtained. Finally we carry out some simulations to verify the validity of our theoretical results.

• Korean Journal of Remote Sensing
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• v.17 no.2
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• pp.141-153
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• 2001

A semi-empirical polarimetric backscattering model for bare soil surfaces is presented. Based on measurements by using polarimetric scatterometers and the JPL AirSAR, as well as the theoretical models, the backscattering coefficints $\sigma$$^0_w$, $\sigma$$^0_{hh}$ and $\sigma$$^0_{vh}$, and the parameters of the copolarized phase-difference probability density function, namely the degree of correlation $\alpha$ and the copolarized-phase-difference $\zeta$, are modeled empirically in terms of the volumetric soil moisture content m$_v$ and the surface roughness parameters $k_s$ and $k_l$, where k=2$\pi$f/c, s is the rms height and l is the correlation length.

• International Journal of Naval Architecture and Ocean Engineering
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• v.12 no.1
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• pp.723-732
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• 2020

A theoretical calculation model for ship stern bearings with large hull deformation is established and validated theoretically and experimentally. A hull simulation model is established to calculate hull deformations corresponding to the reaction force of stern bearings under multi-factor and multi-operating conditions. The results show that in the condition of wave load, hull deformation shows randomness; the aft stern tube bearing load obeys the Gaussian distribution and its value increases significantly compared with the load under static, and the probability of aft stern tube bearing load greater than 1 is 65.7%. The influence laws and levels between hull deformation and bearing reaction force are revealed, and suggestions for ship stern bearing specifications are proffered accordingly.

• Communications for Statistical Applications and Methods
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• v.27 no.6
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• pp.625-639
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• 2020

The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.

• Honam Mathematical Journal
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• v.44 no.3
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• pp.402-418
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• 2022

Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.

• Journal of the Korea Society for Simulation
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• v.18 no.4
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• pp.95-105
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• 2009

In this study, we presented the periodic inspection method of the Certified Missile Round Concepts usuing M&S(Modeling and Simulation) techniques. Firstly, We drew up the scenario from the application concepts and the predicted dormant reliability Secondly, we performed the modeling for a simulation program based on the scenario. Lastly we embodied the simulation program. After comparing and examining the difference between the simulation results and the theoretical estimates, we present the best periodic inspection plan for achieving the probability of success.

• Journal of Distribution Science
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• v.15 no.6
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• pp.77-96
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• 2017

Purpose - This study aims to develop correspondence strategies to the environment change in domestic retail store types. Recently, new types of retails have emerged in retail industries. Therefore, trade area platform has developed focusing on the speed of data, no longer trade area from district border. Besides, 'trade area smart' brings about change in retail types with the development of giga internet. Thus, context shopping is changing the way of consumers' purchase pattern through data capture, technology capability, and algorithm development. For these reasons, the sales estimation model has been shown to be flawed using the notion of former scale and time, and it is necessary to construct a new model. Research design, data, and methodology - This study focuses on measuring retail change in large multi-shopping mall for the outlook for retail industry and competition for trade area with the theoretical background understanding of retail store types and overall domestic retail conditions. The competition among retail store types are strong, whereas the borders among them are fading. There is a greater need to analyze on a new model because sales expectation can be hard to get with business area competition. For comprehensive research, therefore, the research method based on the statistical analysis was excluded, and field survey and literature investigation method were used to identify problems and propose an alternative. In research material, research fidelity has improved with complementing research data related with retail specialists' as well as department stores. Results - This study analyzed trade area survival and its pattern through sales estimation and empirical studies on trade areas. The sales estimation, based on Huff model system, counts the number of households shopping absorption expectation from trade areas. Based on the results, this paper estimated sales scale, and then deducted modified probability model. Conclusions - In times of retail store chain destruction and off-line store reorganization, modified Huff model has problems in estimating sales. Transformation probability model, supplemented by the existing problems, was analyzed to be more effective in competitiveness business condition. This study offers a viable alternative to figure out related trade areas' sale estimation by reconstructing new-modified probability model. As a result, the future task is to enlarge the borders from IT infrastructure with data and evidence based business into DT infrastructure.