• 한국경영과학회지
• /
• 제16권2호
• /
• pp.159-163
• /
• 1991

For a continuous-time absorvation Markov chain, we apply and simplify the general method of finding the transition rates given the transition probabilities obtained from discrete observation of the continuous system. An example is given.

• Journal of applied mathematics & informatics
• /
• 제28권1_2호
• /
• pp.275-282
• /
• 2010

This paper analyzes a discrete-time bulk-service queue with probabilistic bulk size, where the service process is interrupted by a Markov chain. We study the joint probability generating function of system occupancy and the state of the Markov chain. We derive several performance measures of interest, including average system occupancy and delay distribution.

• 한국정보통신학회논문지
• /
• 제26권2호
• /
• pp.317-320
• /
• 2022

This paper studies real-time error in the context of monitoring a symmetric binary information source over a delay system. To obtain the average real-time error, the delay system is modeled and analyzed as a discrete time Markov chain with a finite state space. Numerical analysis is performed on various system parameters such as state transition probabilities of information source, transmission times, and transmission frequencies. Given state transition probabilities and transmission times, we investigate the relationship between the transmission frequency and the average real-time error. The results can be used to investigate the relationship between real-time errors and age of information.

• 한국정보통신학회논문지
• /
• 제27권1호
• /
• pp.135-138
• /
• 2023

In this paper, we study real-time error in the context of monitoring a binary information source through a delay system. To derive the average real-time error, we model the delay system as a discrete time Geo/D/1/1 queueing model. Using a discrete time three-dimensional Markov chain with finite state space, we analyze the queueing model. We also perform some numerical analysis on various system parameters: state transition probabilities of binary information source; transmission times; and transmission frequencies. When the state changes of the information source are positively correlated and negatively correlated, we investigate the relationship between transmission time and transmission frequency.

• Journal of the Korean Statistical Society
• /
• 제35권3호
• /
• pp.281-303
• /
• 2006

In an earlier work, we investigated the problem of using linear programming to bound performance measures in a discrete time Jackson network. There it was assumed that the system evolution is controlled by the early arrival scheme. This assumption implies that the system can't be modelled by a Markov chain. This problem was resolved and performance bounds were calculated. In the present work, we use a modification of the early arrival scheme (without corrupting it) in order to make the system evolves as a Markov chain. This modification enables us to obtain explicit expressions for certain moments that could not be calculated explicitly in the pure early arrival scheme setting. Moreover, this feature implies a reduction in the linear program size as well as the computation time. In addition, we obtained tighter bounds than those appeared before due to the new setting.

• Communications for Statistical Applications and Methods
• /
• 제21권6호
• /
• pp.513-520
• /
• 2014

We study numerical methods to obtain the stationary probabilities of continuous-time Markov chains whose embedded chains are periodic. The power method is applied to the balance equations of the periodic embedded Markov chains. The power method can have the convergence speed of exponential rate that is ambiguous in its application to original continuous-time Markov chains since the embedded chains are discrete-time processes. An illustrative example is presented to investigate the numerical iteration of this paper. A numerical study shows that a rapid and stable solution for stationary probabilities can be achieved regardless of periodicity and initial conditions.

• Journal of Communications and Networks
• /
• 제16권2호
• /
• pp.193-201
• /
• 2014

In cognitive radio networks, the packet transmissions of the secondary users (SUs) can be interrupted randomly by the primary users (PUs). That is to say, the PU packets have preemptive priority over the SU packets. In order to enhance the quality of service (QoS) for the SUs, we propose a spectrum access strategy with an ${\alpha}$-Retry policy. A buffer is deployed for the SU packets. An interrupted SU packet will return to the buffer with probability ${\alpha}$ for later retrial, or leave the system with probability (1-${\alpha}$). For mathematical analysis, we build a preemptive priority queue and model the spectrum access strategy with an ${\alpha}$-Retry policy as a two-dimensional discrete-time Markov chain (DTMC).We give the transition probability matrix of the Markov chain and obtain the steady-state distribution. Accordingly, we derive the formulas for the blocked rate, the forced dropping rate, the throughput and the average delay of the SU packets. With numerical results, we show the influence of the retrial probability for the strategy proposed in this paper on different performance measures. Finally, based on the trade-off between different performance measures, we construct a cost function and optimize the retrial probabilities with respect to different system parameters by employing an iterative algorithm.

• 한국통신학회논문지
• /
• 제37권3C호
• /
• pp.224-232
• /
• 2012

Priority MAC is an important issue in every communication system when we consider differentiated service applications. In this paper, we propose a mechanism to support priority MAC based on multi-parameters for IEEE 802.15.7 visible light communication (VLC). By using three parameters such as number of backoff times (NB), backoff exponent (BE) and contention window (CW), we provide priority for multi-level differentiated service applications. We consider beacon-enabled VLC personal area network (VPAN) mode with slotted version for random access algorithm in this paper. Based on a discrete-time Markov chain, we analyze the performance of proposed mechanism under non-saturation environments. By building a Markov chain model for multi-parameters, this paper presents the throughput and transmission delay time for VLC system. Numerical results show that we can apply three parameters to control the priority for VLC MAC protocol.

• Journal of applied mathematics & informatics
• /
• 제33권1_2호
• /
• pp.185-191
• /
• 2015

This paper considers a discrete-time buffer system with session-based arrivals, an infinite storage capacity and one unreliable output line. There are multiple different types of sessions and the output line is governed by a finite state Markov chain. Based on a generating functions approach, we obtain an exact expression for the mean buffer content.

• 정보과학회 논문지
• /
• 제42권6호
• /
• pp.748-754
• /
• 2015

본 연구에서는 다중 상태 변수의 인수 HMM을 일반화하여 연속 은닉 변수와 이산 은닉 변수가 결합된 순차 상태 추정 모형을 제안하고 이에 기반한 보행 동작 모형을 설계한다. 유한 상태의 이산변수는 마르코프 연쇄 구조로 보행의 동역학적 특성을 표현하고 각 이산 상태에 대해 연속 변수를 독립변수로 한 가우스 과정을 정의한다. 마르코프 상태 천이는 여러 가우스 과정 사이의 스위칭을 제어하며 각 가우스 과정은 동일한 자세의 회전 또는 다양한 시각을 표현한다. 온라인 필터링 추론을 위해 입자 필터 방식의 추론 알고리듬도 제시한다. 이 알고리듬은 입력 벡터 열이 주어졌을 때 이들 병렬적 가우스 과정을 동적으로 갈아타는 스위칭 궤적을 디코딩 해준다. 실험 결과 비선형적 보행자 비디오 영상을 보행방향과 보행 상태의 열로 분리하며 매우 직관적인 해석을 할 수 있음을 보였다.