• 제목/요약/키워드: Arrival Process

검색결과 319건 처리시간 0.022초

ASYMPTOTIC RUIN PROBABILITIES IN A GENERALIZED JUMP-DIFFUSION RISK MODEL WITH CONSTANT FORCE OF INTEREST

  • Gao, Qingwu;Bao, Di
    • 대한수학회지
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    • 제51권4호
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    • pp.735-749
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    • 2014
  • This paper studies the asymptotic behavior of the finite-time ruin probability in a jump-diffusion risk model with constant force of interest, upper tail asymptotically independent claims and a general counting arrival process. Particularly, if the claim inter-arrival times follow a certain dependence structure, the obtained result also covers the case of the infinite-time ruin probability.

Renewal Reward Processes with Fuzzy Rewards and Fuzzy Inter-arrival Times

  • Hong, Dug-Hun;Do, Hae-Young;Park, Jin-Myeong
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.195-204
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    • 2006
  • In this paper, we consider a renewal process in which both the inter-arrival times and rewards are fuzzy random variables. We prove the uniform levelwise convergence of fuzzy renewal and fuzzy renewal rewards. These results improve the result of Popova and Wu[European J. Oper. Research 117(1999), 606-617] and the main result of Hwang [Fuzzy Sets and Systems 116 (2000), 237-244].

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공통선 신호 시스템의 ISDN 사용자부 신호 지연 분석 (Analysis of ISUP signalling Delay in Common Channel Signaling System)

  • 박철근
    • 한국통신학회논문지
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    • 제25권9A호
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    • pp.1377-1386
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    • 2000
  • As all delays resulting from the signaling network directly affect the response time of network management activity, all control informations have to be transported most efficiently. It is very important to know the performance of the signaling system not only because of smooth network operation but also because of efficient engineering of signaling networks. In this paper, we analyzed mean queueing delay of signaling link for ISUP signaling messages in common channel signaling system by using M[X]/G/1 and M[X]/D/1 batch arrival queueing system. This is because we modeled arrival process of the signaling messages as batch arrival process considering that many kinds of signaling messages are generated at short intervals when a call requests a connection. Analysis was carried out considering different call processing scenario based on ITU-T specification. We also described the numerical results from the different types of queueing models.

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마이크로셀 구조에서 퍼지 이론을 이용한 이동체 위치 추정 방법 (Mobile Location Estimation scheme Using Fuzzy Set Theory in Microcell Structure)

  • 이종찬;이문호
    • 대한전자공학회논문지TC
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    • 제37권10호
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    • pp.1-8
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    • 2000
  • 본 연구에서는 AOA(Angle of Arrival)와 TOA(Time of Arrival) 그리고 TDOA(Time Difference of Arrival)의 추정값을 이용한 위치 추정 기법들을 설명하고 분석하였다 이들 기법들을 다중경로 페이딩 (mutipath fading)과 shadowing을 갖는 마이크로셀 환경에 적용한다면, 빠르고 예측할 수 없는 신호 레벨 의 변화로 인하여 이동체의 위치를 정확히 추정하는 것은 어렵다. 따라서 본 연구에서는 수신 신호 세기 (RSS: Received Signal Strength) 이외에 이동체와 기지국간의 거리, 이동체의 이동방향, 이동체의 이전위치와 같은 부정확한 다수의 파라미터를 동시에 고려하는 퍼지 다기준(multi-criteria) 의사 결정 방법을 이용하여 이동체의 위치를 결정하는 방법을 제안한다. 시뮬레이션을 통하여, 이동체의 방향과 속도의 영향을 분석한다.

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버스지체시간을 활용한 버스도착시간 예측 (The Bus Arrival Time Prediction Using Bus Delay Time)

  • 이승훈;문병섭;박범진
    • 대한교통학회지
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    • 제28권1호
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    • pp.125-134
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    • 2010
  • 버스도착시간은 배차간격에 맞춰 차고지에서 출발한 버스가 해당정류장에 도착하는 시간을 말하며, 승하차 시간, 신호주기, 버스전용차로의 유무 등 여러 가지 교통여건으로 인하여 정류장에 도착할 때는 어느 정도의 오차를 발생시킨다. 본 연구에서는 다양한 교통여건을 반영하는 버스지체시간을 산출하여 정류장별 버스지체시간을 예측하고, 이를 이용하여 정류장별 버스도착시간을 예측하였다. 그 결과 본 연구의 조건과 같은 경우, $7{\times}7$ 행렬과 $9{\times}9$ 행렬을 이용하여 버스도착시간을 예측하였을 때 분석대상도시에서 기존에 사용 중인 가중이동평균법을 이용한 버스도착시간예측방법 보다 높은 정확도를 얻을 수 있었다.

A RECENT PROGRESS IN ALGORITHMIC ANALYSIS OF FIFO QUEUES WITH MARKOVIAN ARRIVAL STEAMS

  • Takine, Tetsuya
    • 대한수학회지
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    • 제38권4호
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    • pp.807-842
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    • 2001
  • This paper summarizes recent development of analytical and algorithmical results for stationary FIFO queues with multiple Markovian arrival streams, where service time distributions are general and they may differ for different arrival streams. While this kind of queues naturally arises in considering queues with a superposition of independent phase-type arrivals, the conventional approach based on the queue length dynamics (i.e., M/G/1 pradigm) is not applicable to this kind of queues. On the contrary, the workload process has a Markovian property, so that it is analytically tractable. This paper first reviews the results for the stationary distributions of the amount of work-in-system, actual waiting time and sojourn time, all of which were obtained in the last six years by the author. Further this paper shows an alternative approach, recently developed by the author, to analyze the joint queue length distribution based on the waiting time distribution. An emphasis is placed on how to construct a numerically feasible recursion to compute the stationary queue length mass function.

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D-정책을 갖는 이산시간 BMAP/G/1 대기행렬의 대기시간 분석 (Waiting Time Analysis of Discrete-Time BMAP/G/1 Queue Under D-policy)

  • 이세원
    • 한국산업정보학회논문지
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    • 제23권1호
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    • pp.53-63
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    • 2018
  • 본 논문에서는 D-정책을 갖는 이산시간 BMAP/G/1 대기행렬시스템의 대기시간을 분석한다. 고객(또는 패킷)들은 마코비안 도착과정을 따라 집단으로 시스템에 도착하며, 유휴한 서버는 시스템에 도착한 고객집단의 서비스시간의 총합이 이미 정해놓은 임계값 D를 초과하면 시스템에 더 이상 서비스할 고객이 없을 때까지 서비스를 제공한다. 시스템의 안정상태 대기시간 분포를 변환 형태로 구하고 성능척도로서 평균값을 유도하였다. 시뮬레이션을 통하여 이론값들의 타당성을 검증하고 간단한 수치예제를 보였다.

한글 문자 입력 인터페이스 개발을 위한 눈-손 Coordination에 대한 연구 (A Study on the Eye-Hand Coordination for Korean Text Entry Interface Development)

  • 김정환;홍승권;명노해
    • 대한인간공학회지
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    • 제26권2호
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    • pp.149-155
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    • 2007
  • Recently, various devices requiring text input such as mobile phone IPTV, PDA and UMPC are emerging. The frequency of text entry for them is also increasing. This study was focused on the evaluation of Korean text entry interface. Various models to evaluate text entry interfaces have been proposed. Most of models were based on human cognitive process for text input. The cognitive process was divided into two components; visual scanning process and finger movement process. The time spent for visual scanning process was modeled as Hick-Hyman law, while the time for finger movement was determined as Fitts' law. There are three questions on the model-based evaluation of text entry interface. Firstly, are human cognitive processes (visual scanning and finger movement) during the entry of text sequentially occurring as the models. Secondly, is it possible to predict real text input time by previous models. Thirdly, does the human cognitive process for text input vary according to users' text entry speed. There was time gap between the real measured text input time and predicted time. The time gap was larger in the case of participants with high speed to enter text. The reason was found out investigating Eye-Hand Coordination during text input process. Differently from an assumption that visual scan on the keyboard is followed by a finger movement, the experienced group performed both visual scanning and finger movement simultaneously. Arrival Lead Time was investigated to measure the extent of time overlapping between two processes. 'Arrival Lead Time' is the interval between the eye fixation on the target button and the button click. In addition to the arrival lead time, it was revealed that the experienced group uses the less number of fixations during text entry than the novice group. This result will contribute to the improvement of evaluation model for text entry interface.

3계 마코프 도착과정의 계수과정과 적률근사 (Counting Process of MAP(3)s and Moment Fittings)

  • 김선교
    • 한국경영과학회지
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    • 제42권1호
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    • pp.19-28
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    • 2017
  • Moments of stationary intervals and those of the counting process can be used for moment fittings of the point processes. As for the Markovian arrival processes, the moments of stationary intervals are given as a polynomial function of parameters whereas the moments of the counting process involve exponential terms. Therefore, moment fittings are more complicated with the counting process than with stationary intervals. However, in queueing network analysis, cross-correlation between point processes can be modeled more conveniently with counting processes than with stationary intervals. A Laplace-Stieltjies transform of the stationary intervals of MAP (3)s is recently proposed in minimal number of parameters. We extend the results and present the Laplace transform of the counting process of MAP (3)s. We also show how moments of the counting process such as index of dispersions for counts, IDC, and limiting IDC can be used for moment fittings. Examples of exact MAP (3) moment fittings are also presented on the basis of moments of stationary intervals and those of the counting process.

Performance Analysis of an ATM Multiplexer with Multiple QoS VBR Traffic

  • Kim, Young-Jin;Kim, Jang-Kyung
    • ETRI Journal
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    • 제19권1호
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    • pp.13-25
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    • 1997
  • In this paper, we propose a new queuing model, MMDP/MMDP/1/K, for an asynchronous transfer mode(ATM) multiplexer with multiple quality of service(QoS) variable bit rate (VBR) traffic in broadband-integrated services digital network (B-ISDN). We use the Markov Modulated Deterministic Process(MMDP) to approximate the actual arrival process and another MMDP for service process Using queuing analysis, we derive a formula for the cell loss probability of the ATM multiplexer in terms of the limiting probabilities of a Markov chain. The cell loss probability can be used for connection admission control in ATM multiplexer and the calculation of equivalent bandwidth for arrival traffic, The major advantages of this approach are simplicity in analysis, accuracy of analysis by comparison of simulation, and numerical stability.

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