• 한국산업정보학회논문지
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• 제10권2호
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• pp.42-47
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• 2005

A single-server queueing model with the Batch Markovian Arrival Process and disaster ow correlated with the arrival process is analyzed. The numerically stable algorithm for calculating the steady state distribution of the system is presented.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2003년도 추계학술대회
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• pp.153-153
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• 2003

• 한국시뮬레이션학회논문지
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• 제20권2호
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• pp.1-10
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• 2011

본 연구에서는 대기행렬네트워크 성과측정 방법 중의 한 가지로서 널리 이용되는 분해법의 구성요소로 제안된 변동성 함수 의 이론적 근거를 살펴보고 성과척도 측정의 정확도 제고를 위하여 회귀분석을 통한 변동성 함수의 모수추정 개선방안을 제안하고자 한다. 이를 위하여 변동성이 높은 도착과정과 서비스 과정이 포함된 직렬 대기행렬 네트워크에서의 이탈과정의 자동상관계수 함수를 추정하여 분해법에 사용할 수 있는 방안을 알아본다.

• Communications for Statistical Applications and Methods
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• 제28권5호
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• pp.477-491
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• 2021

The Markov modulated Brownian motion is a substantial generalization of the classical Brownian Motion. On the other hand, the Markovian arrival process (MAP) is a point process whose family is dense for any stochastic point process and is used to approximate complex stochastic counting processes. In this paper, we consider a superposition of the Markov modulated Brownian motion (MMBM) and the Markovian arrival process of jumps which are distributed as the bilateral ph-type distribution, the class of which is also dense in the space of distribution functions defined on the whole real line. In the model, we assume that the inter-arrival times of the MAP depend on the underlying Markov process of the MMBM. One of the subjects of this paper is introducing how to obtain the first passage probabilities of the superposed process using a stochastic doubling algorithm designed for getting the minimal solution of a nonsymmetric algebraic Riccatti equation. The other is to provide eigenvalue and eigenvector results on the superposed process to make it possible to apply the GTH-like algorithm, which improves the accuracy of the doubling algorithm.

• 대한수학회논문집
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• 제14권3호
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• pp.611-625
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• 1999

We consider ΜΑΡ/G/ 1 finite capacity queue with mul-tiple thresholds on buffer. The arrival of customers follows a Markov-ian arrival process(MAP). The service time of a customer depends on the queue length at service initiation of the customer. By using the embeded Markov chain method and the supplementary variable method, we obtain the queue length distribution ar departure epochs and at arbitrary epochs. This gives the loss probability and the mean waiting time by Little's law. We also give a simple numerical examples to apply the overload control in packetized networks.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.355-363
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• 1997

In queueing theory, polling systems have been widely studied as a way of serving several stations in cyclic order. In this paper we consider Markov-modulated Poisson process which is useful for approximating a superposition of heterogeneous arrivals. We derive the mean waiting time of each station in a polling system where the arrival process is modeled by a Markov-modulated Poisson process.

• 산업공학
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• 제24권4호
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• pp.323-329
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• 2011

We develop a stochastic model to predict the score of a soccer match. We describe the scoring process of the soccer match as a markovian arrival process (MAP). To do this, we define a two-state underlying Markov chain, in which the two states represent the offense and defense states of the two teams to play. Then, we derive the probability vector generating function of the final scores. Numerically inverting this generating function, we obtain the desired probability distribution of the scores. Sample numerical examples are given at the end to demonstrate how to utilize this result to predict the final score of the match.

• Journal of Information Processing Systems
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• 제7권4호
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• pp.653-678
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• 2011

WiMAX is intended for fourth generation wireless mobile communications where a group of users are provided with a connection and a fixed length queue. In present literature traffic of such network is analyzed based on the generator matrix of the Markov Arrival Process (MAP). In this paper a simple analytical technique of the two dimensional Markov chain is used to obtain the trajectory of the congestion of the network as a function of a traffic parameter. Finally, a two state phase dependent arrival process is considered to evaluate probability states. The entire analysis is kept independent of modulation and coding schemes.

• Spatial Information Research
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• 제6권1호
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• pp.77-90
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• 1998

자연적이거나 인위적인 여러 요인의 복합적인 상호작용에 의해 지표는 계속 변화해간다. 자연재해는 생태계의 다양한 군집이 서로 상호작용을 하는데 결정적 영향을 미치는 요소로 이런 변화의 직접적인 원인이 되는 특정 사건의 발생과정이나 공간적 분포에 대한 연구는 환경과 자원관리 측면에서 중요하다. 본 논문에서는 지표변화에 영향을 미치는 자연화재의 경우를 중심으로 공간적 분포를 모형화하는 방법론을 설명하였다. 자연화재는 주로 번개에 의해 발생되어 몇 주에 결쳐 수만 킬로미터의 지역을 태우면서 새롭고 다양한 서식지를 만들어 가는 주된 자연재해중의 하나로 생태계관리차원에서 연구되고 있다. 오스트리아 빅토리아사막을 예로 이곳에서의 자연화재 발생지역을 20년동안의 원격탐사자료(MSS data)로부터 추출하여 이를 바탕으로 자연화재발생에 대한 공간적 모형을 개발하였고 모형에 입각한 시뮬레이션 방법을 논의하였다. 화재발생과정은 불규칙적으로 분포된 공간상의 point pattern에 의해 특징지어질 수 있는데 이의 모형화를 위해서 Nonhomogeneous Planar Poissin Process가 이용되었다.

• Journal of applied mathematics & informatics
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• 제26권1_2호
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• pp.191-201
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• 2008

In this paper, we consider an insurance risk model governed by a compound Binomial arrival claim process and by a compound Binomial arrival premium process. Some formulas for the probabilities of ruin and the distribution of ruin time are given, we also prove the integral equation of the ultimate ruin probability and obtain the Lundberg inequality by the discrete martingale approach.