• 제목/요약/키워드: variance bounds

검색결과 28건 처리시간 0.141초

SPECTRAL PROPERTIES OF BIPARTITE TOURNAMENT MATRICES

  • Koh, Young-Mee;Ree, Sang-Wook
    • 대한수학회보
    • /
    • 제38권1호
    • /
    • pp.183-190
    • /
    • 2001
  • In this paper, we look at the spectral bounds of a bipartite tournament matrix M with arbitrary team size. Also we find the condition for the variance of the Perron vector of M to vanish.

  • PDF

Improved time and frequency synchronization for dual-polarization OFDM systems

  • Ninahuanca, Jose Luis Hinostroza;Tormena Jr., Osmar;Meloni, Luis Geraldo Pedroso
    • ETRI Journal
    • /
    • 제43권6호
    • /
    • pp.978-990
    • /
    • 2021
  • This article presents techniques for improved estimation of symbol timing offset (STO) and carrier frequency offset (CFO) for dual-polarization (DP) orthogonal frequency division multiplex (DP-OFDM) systems. Recently, quaternion multiple-input multiple-output OFDM has been proposed for high spectral efficiency communication systems, which can flexibly explore different types of diversities such as space, time, frequency, and polarization. This article focuses on synchronization techniques for DP-OFDM systems using a cyclic prefix, where the application of quaternion algebra leads to new improved estimators. Simulations performed for DP system methods show faster reduction of STO estimator variance with a double-slope line in the logvariance line versus signal-to-noise ratio (SNR) plot compared with singlepolarization (SP) counterparts, and simulations for CFO estimates show a 3-dB gain of DP over SP estimates for same SNR values defined, respectively, for quaternion-valued or complex-valued signals. Cramer-Rao bounds for STO and CFO are derived for the synchronization methods, correlating with the observed gains of DP over SP OFDM systems.

Advances for the time-dependent Monte Carlo neutron transport analysis in McCARD

  • Sang Hoon Jang;Hyung Jin Shim
    • Nuclear Engineering and Technology
    • /
    • 제55권7호
    • /
    • pp.2712-2722
    • /
    • 2023
  • For an accurate and efficient time-dependent Monte Carlo (TDMC) neutron transport analysis, several advanced methods are newly developed and implemented in the Seoul National University Monte Carlo code, McCARD. For an efficient control of the neutron population, a dynamic weight window method is devised to adjust the weight bounds of the implicit capture in the time bin-by-bin TDMC simulations. A moving geometry module is developed to model a continuous insertion or withdrawal of a control rod. Especially, the history-based batch method for the TDMC calculations is developed to predict the unbiased variance of a bin-wise mean estimate. The developed methods are verified for three-dimensional problems in the C5G7-TD benchmark, showing good agreements with results from a deterministic neutron transport analysis code, nTRACER, within the statistical uncertainty bounds. In addition, the TDMC analysis capability implemented in McCARD is demonstrated to search the optimum detector positions for the pulsed-neutron-source experiments in the Kyoto University Critical Assembly and AGN201K.

Bayesian Approach to the Prediction in the Censored Sample from Rayleigh Population

  • Ko, Jeong-Hwan;Kim, Young-Hoon;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • 제8권1호
    • /
    • pp.71-77
    • /
    • 1997
  • S independent sample 0,1,2, $\cdots$, s-1 (or stages 0,1,2, $\cdots$, s-1) are available from the Raleigh population. Procedure for predicting any order statistic in the $(s+1)^{th}$ sample is developed by obtaining the predictive distribution at stage s. Bounds for the sample size at stage S, in order to have the variance at stage S less than that at stage (s-1), are obtained.

  • PDF

Implicit Treatment of Technical Specification and Thermal Hydraulic Parameter Uncertainties in Gaussian Process Model to Estimate Safety Margin

  • Fynan, Douglas A.;Ahn, Kwang-Il
    • Nuclear Engineering and Technology
    • /
    • 제48권3호
    • /
    • pp.684-701
    • /
    • 2016
  • The Gaussian process model (GPM) is a flexible surrogate model that can be used for nonparametric regression for multivariate problems. A unique feature of the GPM is that a prediction variance is automatically provided with the regression function. In this paper, we estimate the safety margin of a nuclear power plant by performing regression on the output of best-estimate simulations of a large-break loss-of-coolant accident with sampling of safety system configuration, sequence timing, technical specifications, and thermal hydraulic parameter uncertainties. The key aspect of our approach is that the GPM regression is only performed on the dominant input variables, the safety injection flow rate and the delay time for AC powered pumps to start representing sequence timing uncertainty, providing a predictive model for the peak clad temperature during a reflood phase. Other uncertainties are interpreted as contributors to the measurement noise of the code output and are implicitly treated in the GPM in the noise variance term, providing local uncertainty bounds for the peak clad temperature. We discuss the applicability of the foregoing method to reduce the use of conservative assumptions in best estimate plus uncertainty (BEPU) and Level 1 probabilistic safety assessment (PSA) success criteria definitions while dealing with a large number of uncertainties.

ON THE FLUCTUATION IN THE RANDOM ASSIGNMENT PROBLEM

  • Lee, Sung-Chul;Su, Zhong-Gen
    • 대한수학회논문집
    • /
    • 제17권2호
    • /
    • pp.321-330
    • /
    • 2002
  • Consider the random assignment (or bipartite matching) problem with iid uniform edge costs t(i, j). Let $A_{n}$ be the optimal assignment cost. Just recently does Aldous [2] give a rigorous proof that E $A_{n}$ longrightarrowζ(2). In this paper we establish the upper and lower bounds for Var $A_{n}$ , i.e., there exist two strictly positive but finite constants $C_1$ and $C_2$ such athat $C_1$ $n^{(-5}$2)/ (log n)$^{(-3}$2)/ $\leq$ Var $A_{n}$ $\leq$ $C_2$ $n^{-1}$ (log n)$^2$.EX>.

가속수명시험의 최적 설계 (A Study on Optimal Design of Accelerated Life Tests)

  • 정해성
    • 한국신뢰성학회지:신뢰성응용연구
    • /
    • 제7권2호
    • /
    • pp.57-72
    • /
    • 2007
  • This paper suggests an approach for using ALTA 7 PRO to design accelerated life test plans. Conducting a accelerated life test requires finding life distributions at different stress levels and determining an appropriate life-stress relationship. Moreover, a test plan needs to be developed. In its optimal test plan, stress levels are determined and the proportions of test units are assigned at each stress level so that asymptotic variance of the maximum likelihood estimate of a (log) percentile of the life distribution at the design stress is minimized. Examples are presented for usage.

  • PDF

CONTINUOUS DATA ASSIMILATION FOR THE THREE-DIMENSIONAL LERAY-α MODEL WITH STOCHASTICALLY NOISY DATA

  • Bui Kim, My;Tran Quoc, Tuan
    • 대한수학회보
    • /
    • 제60권1호
    • /
    • pp.93-111
    • /
    • 2023
  • In this paper we study a nudging continuous data assimilation algorithm for the three-dimensional Leray-α model, where measurement errors are represented by stochastic noise. First, we show that the stochastic data assimilation equations are well-posed. Then we provide explicit conditions on the observation density (resolution) and the relaxation (nudging) parameter which guarantee explicit asymptotic bounds, as the time tends to infinity, on the error between the approximate solution and the actual solution which is corresponding to these measurements, in terms of the variance of the noise in the measurements.

(N, n)-선점 재샘플링-반복 우선순위 대기행렬 ((N, n)-Preemptive Repeat-Different Priority Queues)

  • 김길환
    • 산업경영시스템학회지
    • /
    • 제40권3호
    • /
    • pp.66-75
    • /
    • 2017
  • Priority disciplines are an important scheme for service systems to differentiate their services for different classes of customers. (N, n)-preemptive priority disciplines enable system engineers to fine-tune the performances of different classes of customers arriving to the system. Due to this virtue of controllability, (N, n)-preemptive priority queueing models can be applied to various types of systems in which the service performances of different classes of customers need to be adjusted for a complex objective. In this paper, we extend the existing (N, n)-preemptive resume and (N, n)-preemptive repeat-identical priority queueing models to the (N, n)-preemptive repeat-different priority queueing model. We derive the queue-length distributions in the M/G/1 queueing model with two classes of customers, under the (N, n)-preemptive repeat-different priority discipline. In order to derive the queue-length distributions, we employ an analysis of the effective service time of a low-priority customer, a delay cycle analysis, and a joint transformation method. We then derive the first and second moments of the queue lengths of high- and low-priority customers. We also present a numerical example for the first and second moments of the queue length of high- and low-priority customers. Through doing this, we show that, under the (N, n)-preemptive repeat-different priority discipline, the first and second moments of customers with high priority are bounded by some upper bounds, regardless of the service characteristics of customers with low priority. This property may help system engineers design such service systems that guarantee the mean and variance of delay for primary users under a certain bounds, when preempted services have to be restarted with another service time resampled from the same service time distribution.

Are theoretically calculated periods of vibration for skeletal structures error-free?

  • Mehanny, Sameh S.F.
    • Earthquakes and Structures
    • /
    • 제3권1호
    • /
    • pp.17-35
    • /
    • 2012
  • Simplified equations for fundamental period of vibration of skeletal structures provided by most seismic design provisions suffer from the absence of any associated confidence levels and of any reference to their empirical basis. Therefore, such equations may typically give a sector of designers the false impression of yielding a fairly accurate value of the period of vibration. This paper, although not addressing simplified codes equations, introduces a set of mathematical equations utilizing the theory of error propagation and First-Order Second-Moment (FOSM) techniques to determine bounds on the relative error in theoretically calculated fundamental period of vibration of skeletal structures. In a complementary step, and for verification purposes, Monte Carlo simulation technique has been also applied. The latter, despite involving larger computational effort, is expected to provide more precise estimates than FOSM methods. Studies of parametric uncertainties applied to reinforced concrete frame bents - potentially idealized as SDOF systems - are conducted demonstrating the effect of randomness and uncertainty of various relevant properties, shaping both mass and stiffness, on the variance (i.e. relative error) in the estimated period of vibration. Correlation between mass and stiffness parameters - regarded as random variables - is also thoroughly discussed. According to achieved results, a relative error in the period of vibration in the order of 19% for new designs/constructions and of about 25% for existing structures for assessment purposes - and even climbing up to about 36% in some special applications and/or circumstances - is acknowledged when adopting estimates gathered from the literature for relative errors in the relevant random input variables.