• Journal of the Korean Mathematical Society
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• v.51 no.4
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• pp.735-749
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• 2014

This paper studies the asymptotic behavior of the finite-time ruin probability in a jump-diffusion risk model with constant force of interest, upper tail asymptotically independent claims and a general counting arrival process. Particularly, if the claim inter-arrival times follow a certain dependence structure, the obtained result also covers the case of the infinite-time ruin probability.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.195-204
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• 2006

In this paper, we consider a renewal process in which both the inter-arrival times and rewards are fuzzy random variables. We prove the uniform levelwise convergence of fuzzy renewal and fuzzy renewal rewards. These results improve the result of Popova and Wu[European J. Oper. Research 117(1999), 606-617] and the main result of Hwang [Fuzzy Sets and Systems 116 (2000), 237-244].

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.9A
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• pp.1377-1386
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• 2000

As all delays resulting from the signaling network directly affect the response time of network management activity, all control informations have to be transported most efficiently. It is very important to know the performance of the signaling system not only because of smooth network operation but also because of efficient engineering of signaling networks. In this paper, we analyzed mean queueing delay of signaling link for ISUP signaling messages in common channel signaling system by using M[X]/G/1 and M[X]/D/1 batch arrival queueing system. This is because we modeled arrival process of the signaling messages as batch arrival process considering that many kinds of signaling messages are generated at short intervals when a call requests a connection. Analysis was carried out considering different call processing scenario based on ITU-T specification. We also described the numerical results from the different types of queueing models.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.37 no.10
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• pp.1-8
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• 2000

In this paper, positioning schemes based on AOA(Angle of Arrival), TOA(Time of Arrival), and TDOA(Time Difference of Arrival) measurements are reviewed and analyzed. In the case of using those schemes in microcell structure with severe multipath fading and shadowing conditions, the rapid and unpredictable variation of signal level makes it difficult to estimate the position and velocity of mobiles. Therefore, we propose a novel mobile tracking method based on the multicriteria decision making, in which uncertain parameters such as RSS(Received Signal Strength), the distance between mobile and base station, the moving direction, and the previous location are participated in the decision process using aggregation function in fuzzy set theory. Through a simulation, we analysis the impaction of the frequent change of direction and speed of mobiles.

• Journal of Korean Society of Transportation
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• v.28 no.1
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• pp.125-134
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• 2010

It is occurred bus arrival time errors when a bus arrives at a bus stop because of a variety of traffic condition such as traffic signal cycle, the time to get on and off a bus, a bus-only lane and so on. In this paper, bus delay time which is occurred as the result of traffic condition was estimated with Markov Chain process and bus arrival time at each bus stop was predicted with it. As the result of the study, it is confirmed to improve accuracy than the method of bus arrival time prediction with existing method (weighed moving average method) in case predicting bus arrival time using 7 by 7 and 9 by 9 matrixes.

• Journal of the Korean Mathematical Society
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• v.38 no.4
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• pp.807-842
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• 2001

This paper summarizes recent development of analytical and algorithmical results for stationary FIFO queues with multiple Markovian arrival streams, where service time distributions are general and they may differ for different arrival streams. While this kind of queues naturally arises in considering queues with a superposition of independent phase-type arrivals, the conventional approach based on the queue length dynamics (i.e., M/G/1 pradigm) is not applicable to this kind of queues. On the contrary, the workload process has a Markovian property, so that it is analytically tractable. This paper first reviews the results for the stationary distributions of the amount of work-in-system, actual waiting time and sojourn time, all of which were obtained in the last six years by the author. Further this paper shows an alternative approach, recently developed by the author, to analyze the joint queue length distribution based on the waiting time distribution. An emphasis is placed on how to construct a numerically feasible recursion to compute the stationary queue length mass function.

• Journal of Korea Society of Industrial Information Systems
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• v.23 no.1
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• pp.53-63
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• 2018

In this paper, we analyze the waiting time of a queueing system with D-BMAP (discrete-time batch Markovian arrival process) and D-policy. Customer group or packets arrives at the system according to discrete-time Markovian arrival process, and an idle single server becomes busy when the total service time of waiting customer group exceeds the predetermined workload threshold D. Once the server starts busy period, the server provides service until there is no customer in the system. The steady-state waiting time distribution is derived in the form of a generating function. Mean waiting time is derived as a performance measure. Simulation is also performed for the purpose of verification and validation. Two simple numerical examples are shown.

• Journal of the Ergonomics Society of Korea
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• v.26 no.2
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• pp.149-155
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• 2007

Recently, various devices requiring text input such as mobile phone IPTV, PDA and UMPC are emerging. The frequency of text entry for them is also increasing. This study was focused on the evaluation of Korean text entry interface. Various models to evaluate text entry interfaces have been proposed. Most of models were based on human cognitive process for text input. The cognitive process was divided into two components; visual scanning process and finger movement process. The time spent for visual scanning process was modeled as Hick-Hyman law, while the time for finger movement was determined as Fitts' law. There are three questions on the model-based evaluation of text entry interface. Firstly, are human cognitive processes (visual scanning and finger movement) during the entry of text sequentially occurring as the models. Secondly, is it possible to predict real text input time by previous models. Thirdly, does the human cognitive process for text input vary according to users' text entry speed. There was time gap between the real measured text input time and predicted time. The time gap was larger in the case of participants with high speed to enter text. The reason was found out investigating Eye-Hand Coordination during text input process. Differently from an assumption that visual scan on the keyboard is followed by a finger movement, the experienced group performed both visual scanning and finger movement simultaneously. Arrival Lead Time was investigated to measure the extent of time overlapping between two processes. 'Arrival Lead Time' is the interval between the eye fixation on the target button and the button click. In addition to the arrival lead time, it was revealed that the experienced group uses the less number of fixations during text entry than the novice group. This result will contribute to the improvement of evaluation model for text entry interface.

• Journal of the Korean Operations Research and Management Science Society
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• v.42 no.1
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• pp.19-28
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• 2017

Moments of stationary intervals and those of the counting process can be used for moment fittings of the point processes. As for the Markovian arrival processes, the moments of stationary intervals are given as a polynomial function of parameters whereas the moments of the counting process involve exponential terms. Therefore, moment fittings are more complicated with the counting process than with stationary intervals. However, in queueing network analysis, cross-correlation between point processes can be modeled more conveniently with counting processes than with stationary intervals. A Laplace-Stieltjies transform of the stationary intervals of MAP (3)s is recently proposed in minimal number of parameters. We extend the results and present the Laplace transform of the counting process of MAP (3)s. We also show how moments of the counting process such as index of dispersions for counts, IDC, and limiting IDC can be used for moment fittings. Examples of exact MAP (3) moment fittings are also presented on the basis of moments of stationary intervals and those of the counting process.

• ETRI Journal
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• v.19 no.1
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• pp.13-25
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• 1997

In this paper, we propose a new queuing model, MMDP/MMDP/1/K, for an asynchronous transfer mode(ATM) multiplexer with multiple quality of service(QoS) variable bit rate (VBR) traffic in broadband-integrated services digital network (B-ISDN). We use the Markov Modulated Deterministic Process(MMDP) to approximate the actual arrival process and another MMDP for service process Using queuing analysis, we derive a formula for the cell loss probability of the ATM multiplexer in terms of the limiting probabilities of a Markov chain. The cell loss probability can be used for connection admission control in ATM multiplexer and the calculation of equivalent bandwidth for arrival traffic, The major advantages of this approach are simplicity in analysis, accuracy of analysis by comparison of simulation, and numerical stability.