• Title/Summary/Keyword: Poisson sequence

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Monte-Carlo simulation of earthquake sequence in the time and magnitude space (시간 및 규모 영역에서 지진 발생의 몬테-카를로 가상 수치 계산)

  • 박창업;신진수
    • The Journal of Engineering Geology
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    • v.2 no.2
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    • pp.147-154
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    • 1992
  • A computer simulation of earthquake sequence in the time and magnitude space was done using random number generation. The theory of the simulation are based on the two statistical models of earthquake events. Those models are Stationary Poisson Process for independent earthquakes and Branching Markov Process for aftershocks. The generated earthquake sequnces resemble the actual earthquake catalogs.

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SOME RESULTS ON ASYMPTOTIC BEHAVIORS OF RANDOM SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Hung, Tran Loc;Thanh, Tran Thien
    • Communications of the Korean Mathematical Society
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    • v.25 no.1
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    • pp.119-128
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    • 2010
  • Let ${X_n,\;n\geq1}$ be a sequence of independent identically distributed (i.i.d.) random variables (r.vs.), defined on a probability space ($\Omega$,A,P), and let ${N_n,\;n\geq1}$ be a sequence of positive integer-valued r.vs., defined on the same probability space ($\Omega$,A,P). Furthermore, we assume that the r.vs. $N_n$, $n\geq1$ are independent of all r.vs. $X_n$, $n\geq1$. In present paper we are interested in asymptotic behaviors of the random sum $S_{N_n}=X_1+X_2+\cdots+X_{N_n}$, $S_0=0$, where the r.vs. $N_n$, $n\geq1$ obey some defined probability laws. Since the appearance of the Robbins's results in 1948 ([8]), the random sums $S_{N_n}$ have been investigated in the theory probability and stochastic processes for quite some time (see [1], [4], [2], [3], [5]). Recently, the random sum approach is used in some applied problems of stochastic processes, stochastic modeling, random walk, queue theory, theory of network or theory of estimation (see [10], [12]). The main aim of this paper is to establish some results related to the asymptotic behaviors of the random sum $S_{N_n}$, in cases when the $N_n$, $n\geq1$ are assumed to follow concrete probability laws as Poisson, Bernoulli, binomial or geometry.

Criterion of discrete unimodal mixtures (이산분포 혼합의 단봉성이 성립하기 위한 조건)

  • 최대우
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.159-167
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    • 1995
  • Considering special discrete distribution of exponential family as a sequence with respect to the points of support, the squence is unimodal in some sense. In this paper, we study under what condition the mixture of that discrete distribution with respect to a parameter is unimodal. We derive the maximal interval of the parameter in which each mixture of the discrete distribution such as Binomial and Poisson is always unimodal.

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Bayesian Multiple Change-Point Estimation and Segmentation

  • Kim, Jaehee;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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    • pp.439-454
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    • 2013
  • This study presents a Bayesian multiple change-point detection approach to segment and classify the observations that no longer come from an initial population after a certain time. Inferences are based on the multiple change-points in a sequence of random variables where the probability distribution changes. Bayesian multiple change-point estimation is classifies each observation into a segment. We use a truncated Poisson distribution for the number of change-points and conjugate prior for the exponential family distributions. The Bayesian method can lead the unsupervised classification of discrete, continuous variables and multivariate vectors based on latent class models; therefore, the solution for change-points corresponds to the stochastic partitions of observed data. We demonstrate segmentation with real data.

An Analysis of the Characteristics of Pseudo-Spark Discharge (Pseudo-Spark 방전 특실의 해석(1))

  • Shim, Jae-Hak;Chang, Yong-Moo;Ko, Kwang-Cheol;Kang, Hyung-Boo
    • Proceedings of the KIEE Conference
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    • 1994.07b
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    • pp.1533-1535
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    • 1994
  • The Monte-Carlo simulation was used to define the physical mechanisms of the initiation phase of pseudo-spark discharge. The pseudo-spark discharge employing the hollow cathode geometry is accompanied by very fast current rising and intense charged particle beams. In this model, time-dependent continuity equation for the electrons and ions were solved consistently with Poisson's equation for the electric field in a two-dimensional, sysmmetrically cylinderical geometry. From the simulation, a sequence of physical mechanisms that cause the rapid current rise associated with the onset of pseudo-spark discharge mode were identified.

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Finite Element Study on the Micro-cavity Effect in OLED Devices

  • Lee, Hyeongi;Hwang, Youngwook;Won, Taeyoung
    • JSTS:Journal of Semiconductor Technology and Science
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    • v.14 no.1
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    • pp.23-28
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    • 2014
  • In this paper, we discuss on the optimal design scheme of the bilayer OLED (Organic Light Emitting Diodes) with micro-cavity structure. We carried out the optical simulation on the OLED device and calculated optimal scale of devices with taking the micro-cavity effect into account. Our emission model is based upon an ensemble of radiating dipole antennas. Consequently, we applied Maxwell's equation to this sequence, followed by the analysis on the electrical behaviors of OLED device using Poisson's equation. It contains carrier injection and transportation mechanism. In this process, we found out the thickness of each layer can affect the recombination rate at the emission layer. Therefore, we optimized the thickness of each layer to improve the efficiency of the device.

On the Analysis of DS/CDMA Multi-hop Packet Radio Network with Auxiliary Markov Transient Matrix. (보조 Markov 천이행렬을 이용한 DS/CDMA 다중도약 패킷무선망 분석)

  • 이정재
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.19 no.5
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    • pp.805-814
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    • 1994
  • In this paper, we introduce a new method which is available for analyzing the throughput of the packet radio network by using the auxiliary Markov transient matrix with a failure state and a success state. And we consider the effect of symbol error for the network state(X, R) consisted of the number of transmitting PRU X and receiving PRU R. We examine the packet radio network of a continuous time Markov chain model, and the direct sequence binary phase shift keying CDMA radio channel with hard decision Viterbi decoding and bit-by-bit changing spreading code. For the unslotted distributed multi-hop packet radio network, we assume that the packet error due to a symbol error of radio channel has Poisson process, and the time period of an error occurrence is exponentially distributed. Through the throughputs which are found as a function of radio channel parameters, such as the received signal to noise ratio and chips of spreading code per symbol, and of network parameters, such as the number of PRU and offered traffic rate, it is shown that this composite analysis enables us to combine the Markovian packet radio network model with a coded DS/BPSK CDMA radio channel.

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Stacking method of thick composite laminates considering interlaminar normal stresses (층간수직응력을 고려한 두꺼운 복합적층판의 적층방법)

  • 김동민;홍창선
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.12 no.5
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    • pp.944-951
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    • 1988
  • Global-Local Laminate Variational Model is utilized to investigate the characteristics of interlaminar stresses in thick composite laminates under uniform axial extension. Various laminates with different fiber orientation and stacking sequences are analyzed to observe the behavior of interlaminar normal stresses. From this result, the interlaminar normal stress distribution along the laminate interfaces is examined and discussed with an existing approximation model. The repeated stacking of Poisson's ratio symmetric sublaminates is found to be the best stacking method of thick composite laminates to reduce the interlaminar normal stresses for the prevention of the free-edge delamination.

Performance Analysis of a Statistical Packet Voice/Data Multiplexer (통계적 패킷 음성 / 데이터 다중화기의 성능 해석)

  • 신병철;은종관
    • 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.

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