• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.117-128
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• 2012

In Baccarat, the gambler can bet on either the Player or Banker. The only gambler's strategy is to consider the previous winning history on the round. The winning probabilities of Player or Banker are calculated by simulation using R. Conditional winning probabilities given that Player or Banker has won i consecutive times are also calculated by simulation. Conditional winning probability implies that the sequence of Baccarat results is an almost independent sequence of events. It has been shown that the total amount of returns in each round of games is almost identical to a random walk. Thus, one possible strategy is to catch the trend(the Player or the Banker) of the random walk and to bet on that side of the trend.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.35-43
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• 2011

In this paper, we introduce a unit root test via discrete cosine transform in the AR(1) process. We first investigate the statistical properties of DCT coefficients under the stationary AR(1) process and the random walk process in order to verify the validity of the proposed method. A bootstrapping approach is proposed to induce the distribution of the test statistic under the unit root. We performed simulation studies for comparing the powers of the Dickey-Fuller test and the proposed test.

• Proceedings of the Korea Society of Information Technology Applications Conference
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• 2007.05a
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• pp.47-54
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• 2007

In this study, we consider the movement-based registration (MBR), location-based registration (LBR) and distance-based registration (DBR) schemes. Analytical models based on a 2-dimensional random walk in a hexagonal cell configuration are considered to analyze and compare the performances of these three schemes. We focus on the derivation of the registration costs of LBR and DBR using an analytical method and then show that DBR always outperforms both MBR and LBR. Numerical results are provided to demonstrate the validity of our models under various circumstances.

• IE interfaces
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• v.15 no.4
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• pp.401-408
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• 2002

An efficient mobility management for mobile stations plays an important role in mobile communication network. In this study, we consider movement-based registration(MBR) and distance-based registration(DBR). Analytical models based on 2-dimensional random walk in hexagonal cell configuration are considered to analyze the performance of MBR and DBR. Especially, we focus on the derivation of the registration cost of DBR scheme by using two analytical methods and then show that DBR always outperforms MBR. Numerical results are provided to demonstrate optimal condition under various circumstances.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2001.10a
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• pp.132-135
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• 2001

마이크로셀 시스템에서 트래픽(통화량) 성능은 가입자(사용자)들의 이동성에 민감한 영향을 받는다. 셀 내 체류시간 및 채널점유시간은 이동 속도 및 방향의 추계적인 변화에 의하여 특성지어진다. 셀 내 체류시간은 채널점유시간과 같은 통화량 성능을 분석하는데 기초적으로 이용되는 중요한 정보를 제공한다. 차세대 이동통신 네크워크로 진화해 가는 과정에서 증가하는 사용자들의 접속요청을 수용하고 주파수 효용도를 높이기 위하여 셀의 크기는 매우 작아진다. 셀의 크기가 작아질수록 통화량 성능은 사용자들, 특히 보행자들의 가변적인 이동성에 더욱더 영향을 받게된다. 단순화된 모형을 이용한 기존연구는 제2세대 이동통신에서는 수용할만한 정확성을 보였으나, 통화량 분포의 변화가 시간적으로 크고, 보행자의 이동성에 영향을 많이 받는 picocell (피코셀)의 특성을 적절히 반영하지 못하여 성능분석의 정확성을 기대하기 어렵다. 보행자의 가변적인 이동성을 수리적으로 분석하기 '위하여 랜덤 웍 (random-walk)모형을 적용하여 기존의 연구보다 개선시킨 확률모형을 제안한다. 제안된 모형으로 추계적 상관관계가 있는 보행자 이동성의 가변적 특성을 분석할 수 있다. 주요 통화량 성능지표를 제안된 모형으로 분석하였다.

• Proceedings of the Korean Information Science Society Conference
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• 2011.06a
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• pp.77-80
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• 2011

그래프는 전산학의 주요 주제 중 하나이며 World Wide Web과 Social Network의 중요성이 커지면서 더욱 주목을 받고 있다. 그래프와 관련하여 그래프 데이터베이스에 대한 질의 모델에 관한 연구도 중요하게 다투어져 왔다. 하지만 이들 연구는 패턴 매칭을 통한 질의를 주로 다루었다. 하지만 그래프 데이터를 추천이나 검색 등의 응용하기 위해서는 PageRank 등 그래프 내의 연결 구조를 양으로 분석해내는 작업이 요구된다. 또한 SimRank 및 Random Walk with Restart 등 다양한 양적 분석 측도가 제안되고 있다. 이에 따라 본 연구에서는 Random Walk를 기반으로 하는 그래프에 대한 유연한 양적 분석을 지원하는 질의 언어를 제시한다. 또한 기존의 양적 분석 측도들이 본 질의 모델을 통하여 어떻게 표현되는지를 통하여 본 질의 모델의 유용성 및 확장성을 보인다.

• Journal of the Korean Operations Research and Management Science Society
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• v.26 no.3
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• pp.53-63
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• 2001

An efficient mobility management for mobile stations plays an important role in mobile communication network. This paper studies the mobility management scheme that combines a distance-based registration(DBR) and a selective paging (SP). We introduce an analytical model based on 2-dimensional random walk mobility model and evaluate the performance of the proposed mobility management scheme using the model to determine the optimal size of location area that results in the minimum signaling traffic on radio channels. Numerical results are provided to demonstrate the performance of the proposed mobility management scheme under various circumstances. These results can be used effectively in design and evaluation of registration methods considering the system circumstances.

• KDI Journal of Economic Policy
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• v.38 no.2
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• pp.1-20
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• 2016

In this paper, we conduct uniform inference of two widely used versions of the Phillips curve, specifically the random-walk Phillips curve and the New-Keynesian Phillips curve (NKPC). For both specifications, we propose a potentially time-varying natural unemployment (NAIRU) to address the uncertainty surrounding the inflation-unemployment trade-off. The inference is conducted through the construction of what is known as the uniform confidence band (UCB). The proposed methodology is then applied to point-ahead inflation forecasting for the Korean economy. This paper finds that the forecasts can benefit from conducting UCB-based inference and that the inference results have important policy implications.

• Journal of the Korea Society for Simulation
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• v.13 no.1
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• pp.1-9
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• 2004

In this paper some models for obtaining the distribution of a sojourn time in CDMA cellular systems are proposed. Knowledge on this is essential for reliable modeling of the soft handoff and for solving other related problems in the analysis of cellular system. The proposed model is based on random walk and can be adopted to different conditions. Analytical results can be obtained that lead to a quite complicated numerical scheme so simulation models are used for Monte Carlo experiments. Main assumptions include different kinds of mobile carriers (pedestrians and transport passengers) and round shape of a cell. The scheme for simulation experiments is presented along with the discussion of simulation results.

• Journal of Korean Institute of Industrial Engineers
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• v.29 no.4
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• pp.292-303
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• 2003

An efficient mobility management for mobile stations plays an important role in mobile communication network. Two basic operations of mobility management are location registration and paging. A zone-based registration (ZBR) is implemented in most of mobile communication systems and we consider the mobility management scheme that combines a zone-based registration and a selective paging (SP). We propose new analytical model that can reflect on the characteristics of the ZBR based on 2-dimensional random walk mobility model and more efficient paging schemes considering the proposed model. We evaluate the performance of the mobility management scheme with our mobility model to determine the optimal size of location area that will result in the minimum signaling traffic on radio channels. Numerical results are provided to demonstrate that our mobility model is useful to evaluate the ZBR more exactly.