• Title/Summary/Keyword: Random process

Search Result 1,682, Processing Time 0.031 seconds

On Convergence for Sums of Rowwise Negatively Associated Random Variables

  • Baek, Jong-Il
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.3
    • /
    • pp.549-556
    • /
    • 2009
  • Let $\{(X_{ni}|1{\leq}i{\leq}n,\;n{\geq}1)\}$ be an array of rowwise negatively associated random variables. In this paper we discuss $n^{{\alpha}p-2}h(n)max_{1{\leq}k{\leq}n}|{\sum}_{i=1}^kX_{ni}|/n^{\alpha}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed with suitable conditions for ${\alpha}$>1/2, 0${\alpha}p{\geq}1$ and a slowly varying function h(x)>0 as $x{\rightarrow}{\infty}$. In addition, we obtain the complete convergence of moving average process based on negative association random variables which extends the result of Zhang (1996).

Signal Processing(I)-Mathematical Basis and Characterization of Signals by Covariance Functions (신호처리(I)-수학기초.Covariance로서 나타난 한 신호의 특질)

  • 안수길
    • Journal of the Korean Institute of Telematics and Electronics
    • /
    • v.16 no.6
    • /
    • pp.1-10
    • /
    • 1979
  • Recent progresses in the signal processing technique in digital domain as well as that of analogue, impose a heavy burden on scientists and engineers intending to study this dis cipline, we surveyed basic tools for these vast branches to help those who have concerns on this field without being buried in detailed techniques. The first article is naturally confined to the basic tools namely random process analysis and characterization of random signal by covariance function.

  • PDF

A Numerical Study on Dispersion of Inert Particles in a Rough Single Fracture (거친 균열 암반에서의 용질 입자 확산에 대한 수치적 연구)

  • Jeong, Woochang
    • Journal of the Korean GEO-environmental Society
    • /
    • v.7 no.5
    • /
    • pp.79-87
    • /
    • 2006
  • This paper presents the numerical model developed to simulate the solute transport in rough and smooth single fractures. The roughness of these fractures is represented by using the fractal surface method. In this study, the 3D transport model, which is based on the random walk technique, is used to simulate the dispersion process of a solute which is represented by numerical particles. As the simulation results, it can be observed that the dispersion of solute in the fracture is significantly affected by the fracture roughness and particle size.

  • PDF

Derivative Evaluation and Conditional Random Selection for Accelerating Genetic Algorithms

  • Jung, Sung-Hoon
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.5 no.1
    • /
    • pp.21-28
    • /
    • 2005
  • This paper proposes a new method for accelerating the search speed of genetic algorithms by taking derivative evaluation and conditional random selection into account in their evolution process. Derivative evaluation makes genetic algorithms focus on the individuals whose fitness is rapidly increased. This accelerates the search speed of genetic algorithms by enhancing exploitation like steepest descent methods but also increases the possibility of a premature convergence that means most individuals after a few generations approach to local optima. On the other hand, derivative evaluation under a premature convergence helps genetic algorithms escape the local optima by enhancing exploration. If GAs fall into a premature convergence, random selection is used in order to help escaping local optimum, but its effects are not large. We experimented our method with one combinatorial problem and five complex function optimization problems. Experimental results showed that our method was superior to the simple genetic algorithm especially when the search space is large.

A Random Replacement Model with Minimal Repair

  • Lee, Ji-Yeon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.8 no.1
    • /
    • pp.85-89
    • /
    • 1997
  • In this paper, we consider a random replacement model with minimal repair, which is a generalization of the random replacement model introduced Lee and Lee(1994). It is assumed that a system is minimally repaired when it fails and replaced only when the accumulated operating time of the system exceeds a threshold time by a supervisor who arrives at the system for inspection according to Poisson process. Assigning the corresponding cost to the system, we obtain the expected long-run average cost per unit time and find the optimum values of the threshold time and the supervisor's inspection rate which minimize the average cost.

  • PDF

Visual Cryptography based on Optical Interference (광학적 간섭현상을 이용한 시각 암호화 기법)

  • 이상수;김종윤;박세준;김수중;김정우
    • Proceedings of the IEEK Conference
    • /
    • 2000.11b
    • /
    • pp.321-324
    • /
    • 2000
  • In this paper, we proposed a new visual cryptography scheme based on optical interference which improves the contrast and SNR of reconstructed images comparing with conventional visual cryptography method. We divided an binary image to be encrypted into n slides. To encrypt them, (n-1) random independent keys and one another random key by XOR process between four random keys were prepared. XOR between each divided image and each random key makes encrypted n encrypted images. From these images, encrypted binary phase masks can be made. For decryption all of phase masks should be placed together in the interferometer such as Mach-Zehnder interferometer.

  • PDF

Periodic Inspection of a Random Shock Model

  • Lee, Eui Yong;Lee, Jiyeon;Sohn, Joong Kweon
    • Journal of Korean Society for Quality Management
    • /
    • v.24 no.3
    • /
    • pp.31-36
    • /
    • 1996
  • A Markovian stochastic model for a system subject to random shocks is considered. Each shock arriving according to a Poisson process decreases the state of the system by a random amount. A repairman arrives at the system periodically for inspection and repairs the system only if the state is below a threshold. Costs are assigned to each inspection of the repairman, to each repair, and to the system being in bad states below the threshold. The expected long run average cost is obtained and compared with that of the random inspection introduced by Lee and Lee(1994).

  • PDF

Characterization of Nickel-coated Silver Nanowire Flexible Transparent Electrodes with a Random-mesh Structure Formed by Bubble Control (거품 제어에 의해 형성된 무정형 그물망 구조의 니켈이 코팅된 은나노와이어 유연 투명전극의 특성 분석)

  • Park, Jong Seol;Park, Tae Gon;Park, Jin Seok
    • Journal of the Semiconductor & Display Technology
    • /
    • v.19 no.3
    • /
    • pp.36-42
    • /
    • 2020
  • Silver nanowire (AgNW) random-meshes with high transmittance, low sheet resistance, and high oxidation stability and flexibility were fabricated using solution-based processes. The random-mesh structure was obtained by forming bubbles whose sizes and densities were controlled using a corona treatment of polyethylene terephthalate (PET) substrates. To reduce the sheet resistance of the fabricated AgNW electrode, a washing process using ethanol solution was performed. In addition, nickel (Ni) was coated on AgNW to improve resistance to oxidation. The effects of corona treatment and Ni-coating on the transmittance, sheet resistance, oxidation stability, and flexibility of the AgNW electrodes were investigated.

Probabilistic free vibration analysis of Goland wing

  • Kumar, Sandeep;Onkar, Amit Kumar;Manjuprasad, M.
    • International Journal of Aerospace System Engineering
    • /
    • v.6 no.2
    • /
    • pp.1-10
    • /
    • 2019
  • In this paper, the probabilistic free vibration analysis of a geometrically coupled cantilever wing with uncertain material properties is carried out using stochastic finite element (SFEM) based on first order perturbation technique. Here, both stiffness and damping of the system are considered as random parameters. The bending and torsional rigidities are assumed as spatially varying second order Gaussian random fields and represented by Karhunen Loeve (K-L) expansion. Here, the expected value, standard deviation, and probability distribution of random natural frequencies and damping ratios are computed. The results obtained from the present approach are also compared with Monte Carlo simulations (MCS). The results show that the uncertain bending rigidity has more influence on the damping ratio and frequency of modes 1 and 3 while uncertain torsional rigidity has more influence on the damping ratio and frequency of modes 2 and 3.

A Benefit Analysis of Using Common Random Numbers When Optimizing a System by Simulation Experiments (시뮬레이션을 통한 시스템 최적화 과정에서 공통 난수 활용의 이점 분석)

  • 박진원
    • Journal of the Korea Society for Simulation
    • /
    • v.9 no.4
    • /
    • pp.1-10
    • /
    • 2000
  • One of the primary goals of the simulation experiments is to understand the overall system behavior and to analyze the system, ultimately to optimize the system. Optimizing the system includes determining the optimum condition of the system parameters of interest. This paper is concerned with the simulation methodology for estimating the unknown objective function for the system of interest and optimizing the system with respect to the controllable factors. In the process of estimating the unknown objective function, which is assumed to be a second order spline function, we use common random numbers for different set of the controllable factors resulting in more accurate parameter estimation for the objective function. We will show some mathematical result for the benefit of using common random numbers.

  • PDF