• Journal of applied mathematics & informatics
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• v.30 no.1_2
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• pp.83-92
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• 2012

In this paper, a generalized Shannon-McMillan theorem for the nonhomogeneous Markov chains indexed by an infinite tree which has a uniformly bounded degree is discussed by constructing a nonnegative martingale and analytical methods. As corollaries, some Shannon-Mcmillan theorems for the nonhomogeneous Markov chains indexed by a homogeneous tree and the nonhomogeneous Markov chain are obtained. Some results which have been obtained are extended.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.1-12
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• 2017

Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.10 no.6
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• pp.1-8
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• 2010

Wireless multimedia service through the access to mobile telephone network or data network is a vital part of contemporary life, and the demand for frequency spectrum for new services is expected to explode as the ubiquitous computing proliferate. Cognitive radio is a technology, which automatically recognizes and searches for temporally and spatially unused frequency spectrum, then actively determines the communication method, bandwidth, etc. according to the environment, thus utilizing the limited spectrum resources efficiently. In this paper, we investigate the effects of imperfect sensing, misdetection and false alarm, on the primary and secondary users' spectrum usage through the analysis of continuous time Markov Chain. We analyzed the effects of the parameters such as sensing error, offered load on the system performance.

• Journal of Communications and Networks
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• v.16 no.2
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• pp.193-201
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• 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.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.8
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• pp.281-287
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• 2020

In capital budgeting practices, investment project evaluations based on the net present value (NPV) and the internal rate of return (IRR) represent the traditional evaluation techniques. Compared with the traditional methods, the modified internal rate of return (MIRR) gives the opportunity to evaluate an investment in certain projet, while taking the changes in cash flows over time and issuing shares such as dividing shares, bonuses, and dividend for each end of the investment year into account. Therefore, this study aims to evaluate an investment in the Malaysian construction sector utilizing financial data for 39 public listed companies operating in the Malaysian construction sector over the period from Jan 1, 2007, to December 30, 2018, based on the MIRR method. Stochastic was studied in this study to estimate the estimated probability by applying the Markov chain model to the MIRR method where the transition matrix has two possible movements of either Good (G) or Bad (B). it is found that the long-run probability of getting a good investment is higher than the probability of getting a bad investment in the long-run, where were the probabilities of good and bad are 0.5119, 0.4881, respectively. Hence, investment in the Malaysian construction sector is recommended.

• KCID journal
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• v.13 no.1
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• pp.110-117
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• 2006

• The Journal of Korean Institute of Communications and Information Sciences
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• v.11 no.3
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• pp.179-196
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• 1986

In this paper, the peformance of a statistical packet voice/data multiplexer is studied. In ths study we assume that in the packet voice/data multiplexer two separate finite queues are used for voice and data traffics, and that voice traffic gets priority over data. For the performance analysis we divide the output link of the multiplexer into a sequence of time slots. The voice signal is modeled as an (M+1) - state Markov process, M being the packet generation period in slots. As for the data traffic, it is modeled by a simple Poisson process. In our discrete time domain analysis, the queueing behavior of voice traffic is little affected by the data traffic since voice signal has priority over data. Therefore, we first analyze the queueing behavior of voice traffic, and then using the result, we study the queueing behavior of data traffic. For the packet voice multiplexer, both inpur state and voice buffer occupancy are formulated by a two-dimensional Markov chain. For the integrated voice/data multiplexer we use a three-dimensional Markov chain that represents the input voice state and the buffer occupancies of voice and data. With these models, the numerical results for the performance have been obtained by the Gauss-Seidel iteration method. The analytical results have been verified by computer simylation. From the results we have found that there exist tradeoffs among the number of voice users, output link capacity, voic queue size and overflow probability for the voice traffic, and also exist tradeoffs among traffic load, data queue size and oveflow probability for the data traffic. Also, there exists a tradeoff between the performance of voice and data traffics for given inpur traffics and link capacity. In addition, it has been found that the average queueing delay of data traffic is longer than the maximum buffer size, when the gain of time assignment speech interpolation(TASI) is more than two and the number of voice users is small.

• Journal of the military operations research society of Korea
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• v.17 no.1
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• pp.1-24
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• 1991

This report concerns the study of deciding replacement requirements for 1/4ton truck in Korea. Two causes of replacement, accidental loss and wearout are considered in the replacement requirements model which was developed in Defence Logistics Agency. The model represents the state of 1/4 ton truck inventory over time as a finite Markov chain process. An accidental loss rate, yearly usage rates. wearout rates are used in conjuction with the current mileage distribution of the inventory to forecast replacement requirements in future time periods.

• Journal of Korean Institute of Industrial Engineers
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• v.16 no.2
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• pp.1-9
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• 1990

The control of deterioration processes for which only incomplete state information is available is examined in this study. When the deterioration is governed by a Markov process, such processes are known as Partially Observable Markov Decision Processes (POMDP) which eliminate the assumption that the state or level of deterioration of the system is known exactly. This research investigates a two state partially observable Markov chain in which only deterioration can occur and for which the only actions possible are to replace or to leave alone. The goal of this research is to develop a new jump algorithm which has the potential for solving system problems dealing with continuous state space Markov chains.

• International journal of advanced smart convergence
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• v.1 no.1
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• pp.14-18
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• 2012

This paper presents a fair MAC protocol based on the CSMA/CA algorithm in visible light communication (VLC) networks. The problem of bandwidth sharing among differentiated priority in VLC networks can be solved by using number of backoff time and backoff exponent parameters with AIFS. The proposed algorithm can achieve fair allocation of the bandwidth resource among differentiated priority. The two dimension Markov chain is assisted for analyzing the proposed mechanism about throughput and delay metrics. Numerical results show that our proposed algorithm improves the fairness among different traffic flows.