• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.287-299
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• 2007

We consider a multiclass queue where queued customers are served in their order of arrival at a rate which depends on the customer type. By using the asymptotic results obtained by Dabrowski et al. (2006) we calculate the sharp asymptotics of the stationary distribution of the number of customers of each class in the system and the distribution of the number of customers of each class when the total number of customers reaches a high level before emptying. We also obtain a fast simulation algorithm to estimate the overflow probability and compare it with the general simulation and asymptotic results.

• Magazine of the Korea Concrete Institute
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• v.8 no.1
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• pp.121-129
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• 1996

본 연구에서는 대기 습도변화에 의한 콘크리트 보수체(기층 콘크리트/보수 모르터)의 파괴현상을 조사하기 휘해서 보수체내의 비정상적인 습도분포를 계산하였다. 계산된 습도분포에 의해서 기층과 보수층 경계면 부위의 습도차이가 보수층 두께(0.5~2.5cm)와 보수작업전 기층 콘크리트 표면의 습윤처리시간(0~72hr)을 주요 변수로 하여 조사되었고, 이는 주로 시멘트 모르터로 보수된 접촉면이 없는 보수체에서 수행되었다. 계산 및 조사결과 보수층 두께가 감소하고 습윤 처리시간이 증가할수록 경계면 부위의 습도차이는 감소하는 경향을 보였고, 특히 보수후 습도차이가 음수값이 될 때의 시간을 하나의 수식으로 표시하였다.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.123-128
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• 2004

A finite dam under $P_{\lambda,;,T}^M-policy$ is considered, where the input of water is formed by a Wiener process subject to random jumps arriving according to a Poisson process. Explicit expression is deduced for the stationary distribution of the level of water. And the long-run average cost per unit time is obtained after assigning costs to the changes of release rate, a reward to each unit of output, and a penalty which is a function of the level of water in the reservoir.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.295-300
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• 2004

We consider a G/M/1 queue with two-stage service policy. The server starts to serve with rate of ${\mu}1$ customers per unit time until the number of customers in the system reaches A. At this moment, the service rate is changed to that of ${\mu}2$ customers per unit time and this rate continues until the system is empty. We obtain the stationary distribution of the number of customers in the system.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.43-47
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• 2006

Consider a multitype queue where queued customers arc served in their order of arrival at a rate which depends on the customer type. Here we calculate the sharp asymptotics of the probability the total number of customers in the queue reaches a high level before emptying. The natural state space to describe this queue is a tree whose branches increase in length as the number of customers in the queue grows. Consequently it is difficult to prove a large deviation principle. Moreover, since service rates depend on the customer type the stationary distribution is not of product form so there is no simple expression for the stationary distribution. Instead, we use a change of measure technique which increases the arrival rate of customers and decreases the departure rate thus making large deviations common.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.293-301
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• 1995

Sums of independent random variables $S_n = X_1 + \cdots + X_n$ are considered, where the $X_n$ are chosen according to a stationary process of distributions. For $c > 0$, let $t_c$ be the smallest positive integer n such that $$\mid$S_n$\mid$ > cn^{\frac{1}{2}}$. In this set up we are concerned with finiteness of expectation of $t_c$ and we have some results of sign-invariant process as applications.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.941-948
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• 2013

We introduce the $P^M_{{\lambda},{\tau}}$ service policy, as a generalized two-stage service policy of the $P^M_{\lambda}$ policy of Bae et al. (2002) for an M/G/1 queueing system. By using the level crossing theory and solving the corresponding integral equations, we obtain the explicit expression for the stationary distribution of the workload in the system.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.3
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• pp.483-486
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• 2022

Real time data exchange and information transmission are becoming more and more important these days. The concept of age of information (AoI) was proposed to quantify the freshness of information about the status of a remote source system. The AoI is defined as the amount of time that a packet experiences since it was generated at the source up to now. This paper analyses the age of information for a discrete time Geo/Geo/1/1 status updating system. The stationary probability distribution for peak AoI is obtained. Freshness ratio of information is also derived. Some numerical results obtained by the analysis are presented.

• The Korean Journal of Applied Statistics
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• v.16 no.1
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• pp.141-150
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• 2003

This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.

• Journal of Coastal Disaster Prevention
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• v.4 no.3
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• pp.119-131
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• 2017

Global warming under the influence of climate change and its direct impact on glacial and sea level are known issue. However, there is a lack of research on an indirect impact of climate change such as coastal structure design which is mainly based on a frequency analysis of water level under the stationary assumption, meaning that maximum sea level will not vary significantly over time. In general, stationary assumption does not hold and may not be valid under a changing climate. Therefore, this study aims to develop a novel approach to explore possible distributional changes in annual maximum sea levels (AMSLs) and provide the estimate of design water level for coastal structures using a multiple non-crossing quantile regression based nonstationary frequency analysis within a Bayesian framework. In this study, 20 tide gauge stations, where more than 30 years of hourly records are available, are considered. First, the possible distributional changes in the AMSLs are explored, focusing on the change in the scale and location parameter of the probability distributions. The most of the AMSLs are found to be upward-convergent/divergent pattern in the distribution, and the significance test on distributional changes is then performed. In this study, we confirm that a stationary assumption under the current climate characteristic may lead to underestimation of the design sea level, which results in increase in the failure risk in coastal structures. A detailed discussion on the role of the distribution changes for design water level is provided.