• Title/Summary/Keyword: Markov chain 1

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$MAP1, MAP2/G/1 FINITE QUEUES WITH SERVICE SCHEDULING FUNCTION DEPENDENT UPON QUEUE LENGTHS

  • Choi, Doo-Il;Lee, Sang-Min
    • Bulletin of the Korean Mathematical Society
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    • v.46 no.4
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    • pp.673-689
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    • 2009
  • We analyze $MAP_1,\;MAP_2$/G/1 finite queues with service scheduling function dependent upon queue lengths. The customers are classified into two types. The arrivals of customers are assumed to be the Markovian Arrival Processes (MAPs). The service order of customers in each buffer is determined by a service scheduling function dependent upon queue lengths. Methods of embedded Markov chain and supplementary variable give us information for queue length of two buffers. Finally, the performance measures such as loss probability and mean waiting time are derived. Some numerical examples also are given with applications in telecommunication networks.

Age of Information for Discrete Time Queueing Model (이산 시각 대기 행렬 모형의 정보 신선도)

  • Yutae, Lee
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.27 no.1
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    • pp.131-134
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    • 2023
  • The age of information (AoI) was proposed to quantify the freshness of information about the status of a remote source system, which is defined as the amount of time that has elapsed since a packet was created at its source. This paper analyzes the age of information of a discrete time Geo/D/1/1 status update system. For this purpose, the system is modeled as a discrete-time two-state Markov chain. The stationary probability distributions for peak AoI and AoI are obtained. The average peak AoI, the average AoI, and the freshness ratio of information are also derived. Some numerical results of the analysis are presented.

A Note on the M/G/1/K Queue with Two-Threshold Hysteresis Strategy of Service Intensity Switching (고객수 상태에 따른 서비스를 제공하는 M/G/1/K 대기체계에 관한 소고)

  • Choi, Doo Il;Kim, Bo Keun;Lee, Doo Ho
    • Journal of the Korean Operations Research and Management Science Society
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    • v.39 no.3
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    • pp.1-5
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    • 2014
  • We study the paper Zhernovyi and Zhernovyi [Zhernovyi, K.Y. and Y.V. Zhernovyi, "An $M^{\Theta}/G/1/m$ system with two-threshold hysteresis strategy of service intensity switching," Journal of Communications and Electronics, Vol.12, No.2(2012), pp.127-140]. In the paper, authors used the Korolyuk potential method to obtain the stationary queue length distribution. Instead, our note makes an attempt to apply the most frequently used methods : the embedded Markov chain and the supplementary variable method. We derive the queue length distribution at a customer's departure epoch and then at an arbitrary epoch.

ON THE MARTINGALE EXTENSION OF LIMITING DIFFUSION IN POPULATION GENETICS

  • Choi, Won
    • Korean Journal of Mathematics
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    • v.22 no.1
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    • pp.29-36
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    • 2014
  • The limiting diffusion of special diploid model can be defined as a discrete generator for the rescaled Markov chain. Choi([2]) defined the operator of projection $S_t$ on limiting diffusion and new measure $dQ=S_tdP$. and showed the martingale property on this operator and measure. Let $P_{\rho}$ be the unique solution of the martingale problem for $\mathcal{L}_0$ starting at ${\rho}$ and ${\pi}_1,{\pi}_2,{\cdots},{\pi}_n$ the projection of $E^n$ on $x_1,x_2,{\cdots},x_n$. In this note we define $$dQ_{\rho}=S_tdP_{\rho}$$ and show that $Q_{\rho}$ solves the martingale problem for $\mathcal{L}_{\pi}$ starting at ${\rho}$.

Comments on "Optimal Utilization of a Cognitive Shared Channel with a Rechargeable Primary Source Node"

  • El Shafie, Ahmed;Salem, Ahmed Sultan
    • Journal of Communications and Networks
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    • v.17 no.3
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    • pp.265-266
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    • 2015
  • In a recent paper [1], the authors investigated the maximum stable throughput region of a network composed of a rechargeable primary user and a secondary user plugged to a reliable power supply. The authors studied the cases of an infinite and a finite energy queue at the primary transmitter. However, the results of the finite case are incorrect. We show that under the proposed energy queue model (a decoupled M/D/1 queueing system with Bernoulli arrivals and the consumption of one energy packet per time slot), the energy queue capacity does not affect the stability region of the network.

Assessment of Future Climate and Land Use Change on Hydrology and Stream Water Quality of Anseongcheon Watershed Using SWAT Model (II) (SWAT 모형을 이용한 미래 기후변화 및 토지이용 변화에 따른 안성천 유역 수문 - 수질 변화 분석 (II))

  • Lee, Yong Jun;An, So Ra;Kang, Boosik;Kim, Seong Joon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.6B
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    • pp.665-673
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    • 2008
  • This study is to assess the future potential climate and land use change impact on streamflow and stream water quality of the study watershed using the established model parameters (I). The CCCma (Canadian Centre for Climate Modelling and Analysis) CGCM2 (Canadian Global Coupled Model) based on IPCC SRES (Special Report Emission Scenarios) A2 and B2 scenarios were adopted for future climate condition, and the data were downscaled by Stochastic Spatio-Temporal Random Cascade Model technique. The future land use condition was predicted by using modified CA-Markov (Cellular Automata-Markov chain) technique with the past time series of Landsat satellite images. The model was applied for the future extreme precipitation cases of around 2030, 2060 and 2090. The predicted results showed that the runoff ratio increased 8% based on the 2005 precipitation (1160.1 mm) and runoff ratio (65%). Accordingly the Sediment, T-N and T-P also increased 120%, 16% and 10% respectively for the case of 50% precipitation increase. This research has the meaning in providing the methodological procedures for the evaluation of future potential climate and land use changes on watershed hydrology and stream water quality. This model result are expected to plan in advance for healthy and sustainable watershed management and countermeasures of climate change.

Predictive Characteristics of the Oculomotor System to the Periodic Signal (주기신호에 대한 안구운동의 예측 특성)

  • 이상효
    • Journal of Biomedical Engineering Research
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    • v.2 no.2
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    • pp.145-150
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    • 1981
  • In this paper, we measured the tracking response time of horizontal eye movement to the target moving according to the square waveform to investigate the predictive characteristics of the human oculomotor system. And in the experiment we used the square waves with an amplitude of 5 degree and frequencies o.1, 0.2, 0.4, 0.6, 0.8, 1.0, and 1.2 Hz. Random occurrences of the human eye movement reponse time were analyzed using a finite Markov chain process and we found the results as follows. From both the experimental and theoretical results, we found the trend showing that Predictive characteristics moved from the transient state to the steady state.

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Multiple Comparison for the One-Way ANOVA with the Power Prior

  • Bae, Re-Na;Kang, Yun-Hee;Hong, Min-Young;Kim, Seong-W.
    • Communications for Statistical Applications and Methods
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    • v.15 no.1
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    • pp.13-26
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    • 2008
  • Inference on the present data will be more reliable when the data arising from previous similar studies are available. The data arising from previous studies are referred as historical data. The power prior is defined by the likelihood function based on the historical data to the power $a_0$, where $0\;{\le}\;a_0\;{\le}\;1$. The power prior is a useful informative prior for Bayesian inference such as model selection and model comparison. We utilize the historical data to perform multiple comparison in the one-way ANOVA model. We demonstrate our results with some simulated datasets under a simple order restriction between the treatments.

Bayesian Mode1 Selection and Diagnostics for Nonlinear Regression Model (베이지안 비선형회귀모형의 선택과 진단)

  • 나종화;김정숙
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.139-151
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    • 2002
  • This study is concerned with model selection and diagnostics for nonlinear regression model through Bayes factor. In this paper, we use informative prior and simulate observations from the posterior distribution via Markov chain Monte Carlo. We propose the Laplace approximation method and apply the Laplace-Metropolis estimator to solve the computational difficulty of Bayes factor.

Constraints on scalar field models of dark energy.

  • Lee, Da-hee;Park, Chan-Gyung;Hwang, Jai-chan
    • The Bulletin of The Korean Astronomical Society
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    • v.44 no.1
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    • pp.41.1-41.1
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    • 2019
  • We consider dynamical dark energy models based on a minimally coupled scalar field with three different potentials: the inverse power-law, SUGRA and double exponential potentials. For each model, we derived perturbation initial conditions in the early epoch and performed the Markov Chain Monte Carlo (MCMC) analysis to explore the parameter space that is favored by the current cosmological observations like Planck CMB anisotropy, type Ia supernovae, and baryon acoustic oscillation data. The analysis has been done by using the modified CAMB/COSMOMC code in which the dynamical evolution of the scalar field perturbations are fully considered. The MCMC constraints on the cosmological as well as potential parameters are derived. In the talk we will present a progress report.

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