• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.359-371
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• 2003

We consider the probability that the total population of a stable Jackson network reaches a given large value. By using the fluid limit of the reversed network, we derive new upper and lower bounds on this probability, which are sharper than those in Glasserman and Kou (1995). In particular, the improved lower bound is useful for analyzing the performance of an importance sampling estimator for the overflow probability in Jackson tandem networks. Bounds on the expected time to overflow are also obtained.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.257-269
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• 2001

The simulation is used to estimate an overflow probability in a stable parallel network with coupled inputs. Since the general simulation needs extremely many trials to obtain such a small probability, the fast simulation is proposed to reduce trials instead. By using the Cramer’s theorem, we first obtain an optimally changed measure under which the variance of the estimator is minimized. Then, we use it to derive an importance sampling estimator of the overflow probability which enables us to perform the fast simulation.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.109-113
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• 2000

We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply the stronger logarithmic limit than that in Glasserman and Kou(1995) when several nodes have the same maximal load.

• 한국안전학회지
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• 제35권5호
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• pp.30-38
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• 2020

In order to construct a dam, the diversion facility such as cofferdam and a diversion tunnel should be installed in advance. And size of a cofferdam depends on type of a main dam. According to the Korea Dam Design Standard, if the main dam is a concrete dam, design flood of the cofferdam is 1~2 years flood frequency. This means that overflow of the cofferdam occurs one time for 1 or 2 years, therefore, stability of the cofferdam should be secured against any overflow problem. In this study, failure probability analysis for the concrete cofferdam is performed considering the overflow. First of all, limit state function of the concrete cofferdam is defined for overturning, sliding and base pressure, and upstream water levels are set as El. 501 m, El. 503 m, El. 505 m, El. 507 m. Also, after literature investigation research, probabilistic characteristics of various random variables are determined, the failure probability of the concrete cofferdam is calculated using the Monte Carlo Simulation. As a result of the analysis, when the upstream water level rises, it means overflow, the failure probability increases rapidly. In particular, the failure probability is largest in case of flood loading condition. It is considered that the high upstream water level causes increase of the upstream water pressure and the uplift pressure on the foundation. In addition, among the overturning, the sliding and the base pressure, the overturing is the major cause for the cofferdam failure considering the overflow.

• 대한산업공학회지
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• 제25권3호
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• pp.404-410
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• 1999

A scheme of more exact overflow probability analysis is proposed for traffic regulated by dual leaky bucket. To each regulated traffic stream is allocated bandwidth and buffer independent of other traffic stream and overflow occurs when total bandwidth or buffer allocated to each traffic exceed link capacity or physical buffer size. Ratio of buffer and bandwidth allocated to each traffic stream is assumed to be constant, and this ratio is larger than the ratio of physical buffer and bandwidth due to buffer sharing effect. Numerical experiments show that this sharing effect have significant influence on overflow probability and effective bandwidth.

• Communications for Statistical Applications and Methods
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• 제20권5호
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• pp.377-385
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• 2013

We consider a compound Poisson risk model in which the premium rate changes when the surplus exceeds a threshold. The explicit form of the ruin probability for the risk model is obtained by deriving and using the overflow probability of the workload process in the corresponding M/G/1 queueing model.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제12권1호
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• pp.33-39
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• 2008

We consider a queueing system fed by a superposition of multiple discrete autoregressive processes of order 1, and propose an approximation method to estimate the overflow probability of the system. Numerical examples are provided to validate the proposed method.

• 조명전기설비학회논문지
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• 제18권4호
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• pp.171-180
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• 2004

멀티미디어를 응용한 서비스 제공이 확대되고 있는 셀룰러 이동통신망에서는 핸드오프호의 절단을(CDP)과 신규 호의 차단을(CBP)을 호레델 QoS 파라미터로 사용하고 있다. 망 서비스 사업자는 CBP보다 CDP에 관심을 두고 CDP를 개선하기 위한 방법으로 핸드오프호에 우선순위를 두어 채널을 할당하는 방법을 사용한다. 그러나 핸드오프호를 위한 채널의 크기에 따라 CDP는 감소시키지만CBP를 증가시키고 채널사용의 효율을 저하시킨다. 본 논문에서는 셀의 채널용량을 신규호 채널영역과 핸드오프호 채널영역으로 구분하고 각 영역을 토큰버킷으로 모델하여 큐잉이론을 적용함으로써 간략한 식으로 CDP 및 CBP를 구하고 이들로 구성된 서비스 등급을 정의하여 서비스 등급이 최소가 되는 핸드오프호 채널영역의 크기를 계산하여 측정기반 적응성 가변경계로 사용하는 기존 연구의 문제점인 트래픽 부하가 높을 경우 증가하는 CDP의 증가를 보완하는 호접속제어를 제안한다. 적응성 가변경계에서 CBP를 고려함으로써 발생된 CDP의 증가는 핸드오프호의 Overflow를 허용함으로써 보완하고 Overflow된 신규호 채널영역의 채널에 대해 신규호의 Preemption을 허용함으로써 CBP에 대한 Overflow의 영향을 제거하여 CDP의 증가를 억제하고 채널사용의 효율을 증가시킨다. 본 연구는 미디어별 QoS에 따라 채널을 할당하여 멀티미디어 서비스를 제공하는 셀룰러 이동통신망에 미디어별 QoS를 제공할 수 있을 것으로 기대된다.

• Journal of the Korean Data and Information Science Society
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• 제18권4호
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• pp.1045-1056
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• 2007

We consider M/M/1 feedback queues with multi-class customers. We assume that different classes of customers have different arrival rates, service rates and feedback probabilities. Using the h-transforms of McDonald(999) we derive an importance sampling estimator for an overflow probability that the total number of customers in the system reaches a high level before emptying.

• Communications for Statistical Applications and Methods
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• 제18권4호
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• pp.433-443
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• 2011

잉여금의 수준에 따라 이단계의 보험요율이 적용되는 복합 포아송 위험 모형을 고려한다. 먼저 이 위험 모형에 대응되는 이단계 서비스율의 M/G/1 대기행렬 모형을 설정하고, M/G/1 대기행렬 모형에서 작업량이 0에 도달하기 전에 과부하가 발생하는 확률을 유도한다. 이과부하 확률을 이용하여 위험모형에서 잉여금이 목표값에 도달하기 전에 파산하는 확률을 구하고, 보험 청구액이 지수분포를 따르는 경우의 파산 확률을 계산한다.