• KSII Transactions on Internet and Information Systems (TIIS)
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• v.16 no.9
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• pp.3152-3171
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• 2022

This work investigates the physical layer secrecy of a multi-antenna hybrid satellite-terrestrial relay networks (HSTRN) with jamming, in which a satellite aims to make communication with a destination user by means of a relay, along with spatially random eavesdroppers. In order to weaken the signals of eavesdroppers, the conventional relay can also generate intentional interference, besides forwarding the received signal. Shadowed-Rician fading is adopted in satellite link, while Rayleigh fading is adopted in terrestrial link, eavesdropper link and jamming link. The analytical and asymptotic formulas for the system secrecy outage probability (SOP) are characterized. Practical insights on the diversity order of the network are revealed according to the asymptotic behavior of SOP at high signal-to-noise ratio (SNR) regime. Then, analysis of the system throughput is examined to assess the secrecy performance. In the end, numerical simulation results are presented to validate the theoretical analysis and point out: (1) The secrecy performance of the considered network is affected by the channel fading scenario, the system configuration; (2) Decrease of the relay coverage airspace can provide better SOP performance; (3) Jamming from the relay can improve secrecy performance without additional network resources.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.26 no.4
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• pp.296-309
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• 2022

Timer options are one of the contingent claims that, for given the variance budget, its payoff depends on a random maturity in terms of the realized variance unlike the standard European vanilla option with a fixed time maturity. Since it was first launched by Société Générale Corporate and Investment Banking in 2007, the valuation of the timer options under several stochastic environment for the volatility has been conducted by many researches. In this study, we propose the pricing of timer power options combined with standard timer options and the index of the power to the underlying asset for the investors to actualize lower risks and higher returns at the same time under the uncertain markets. By using the asymptotic analysis, we obtain the first-order approximation of timer power options. Moreover, we demonstrate that our solution has been derived accurately by comparing it with the solution from the Monte-Carlo method. Finally, we analyze the impact of the stochastic volatility with regards to various parameters on the timer power options numerically.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.25-30
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• 1996

In discriminant analysis the procedures commonly used to estimate the dimensionality involve testing a sequence of dimensionality hypotheses. There is a problem with the size of the test since dimensionality hypotheses are tested sequentially and thus they are actually conditional tests. The focus of this paper is to investigate in asymptotic sense what happens to the sequential testing procedure if the assumption of normality does not hold.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.92.1-92
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• 2001

Sliding mode control of spacecraft attitude tracking with actuator, especially reaction wheel, is presented. The sliding mode controller is derived based on quaternion parameterization for the kinematic equations of motion. The reaction wheel dynamic equations represented by wheel input voltage are presented. The input voltage to wheel is calculated from the sliding mode controller and reaction wheel dynamics. The global asymptotic stability is shown using a Lyapunov analysis. In addition the robustness analysis is taken for nonlinear system with parameter variations and disturbances. It is shown that the controller ensures control objectives for the spacecraft with reaction wheels.

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.259-262
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• 1995

In this paper, a model of an asymptotically reliable serial production line with quailty control devices is introduced and analyzed. By an asymptotic technique and Taylor series expansion, its average production rate is approximated in a closed form. The results are applied to a case study of a surface mount system.

• 한국가시화정보학회:학술대회논문집
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• 2004.12a
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• pp.25-32
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• 2004

The new algorithm for higher performance of dynamic PIV has been proposed. Present study considered mathematical basis of PIV analysis for multiple-time-step images and it enables us to analyze the high time-resolution PIV, which is obtained by dynamic PIV system. Conventional single pair image PIV analysis gives us the velocity field data in each time step but it sometimes contains unnecessary information of target flow. Present technique utilize multi-time step correlation information, and it is analyzed.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.899-910
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• 2016

Asymptotic tests are often not suitable for the analysis of sparse ordered contingency tables as asymptotic p-values may either overestimate or underestimate the true pvalues. In this pater, we describe permutation procedures in which we compute exact or resampling p-values for a weighted specific-category agreement in ordered $k{\times}k$ contingency tables. We use the weighted specific-category kappa proposed by $Kv{\dot{a}}lseth$ to measure the extent to which two independent raters agree on the specific categories. We carried out comparison studies between exact p-values, resampling p-values and asymptotic p-values using $3{\times}3$ contingency data (real and artificial data sets) and $4{\times}4$ artificial contingency data.

• The Journal of the Acoustical Society of Korea
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• v.30 no.8
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• pp.436-445
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• 2011

In this paper, equivalent properties of 2-2 mode piezocomposites were studied. Variation of the properties of 2-2 mode piezocomposites was analyzed by the finite element method, and the result was compared with experimental measurement data to confirm the validity of the analysis. The equivalent properties of a single phase material to represent the piezocomposite composed of PZT-5H and polymer were derived by the asymptotic averaging method. Accuracy of the derived equivalent properties was enhanced by minimizing the discrepancy between the impedance spectra of full 2-2 piezocomposite and equivalent single phase material resonators of various vibration modes by the least square method. The equivalent properties of 2-2 piezocomposites derived in this study can be utilized to the design of diverse acoustic sensors.

• Journal of the Korea Computer Industry Society
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• v.5 no.2
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• pp.325-330
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• 2004

The Big O notation of a sorting algorithm analysis is an asymptotic algorithm analysis which gives information of a rough mathematical function with an infinite increase of a sample size, without any specification of a probabilistic model. Hence. in an application with a limited finite number of data, it is necessary to test efficiencies of sorting algorithms. I estimated probabilistic models which analyze the number of exchanges varying input sizes to sort. The estimated models to explain the relationship of sorting efficiency on the sample size (N of the sample size and S of the number of exchange of elements) are S=0.9305 $N^{1.339}$ for Quick sort algorithm with O(nlogn) time complexity, and S=0.2232 $N^{2.0130}$ for Insertion sort algorithm with O( $n^2$) time complexity. Furthermore, there are strongly supports that more than 99% of the above relationship could be explained by the estimated models (p＜0.001). These findings suggest it is necessary to analyze sorting algorithm efficiency in applications with a finite number of data or a newly developed sorting algorithm.

• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.377-389
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• 2011

A higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The third generation index $C_{pmk}$ is more powerful than two useful indices $C_p$ and $C_{pk}$ that have been widely used in six sigma industries to assess process performance. In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent the variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, we consider more powerful vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$ that consider the univariate process capability index $C_{pmk}$. First, we examine the process capability index $C_{pmk}$ and plug-in estimator $\hat{C}_{pmk}$. In addition, we derive its asymptotic distribution and variance-covariance matrix $V_{pmk}$ for the vector valued process capability index $C_{pmk}$. Under the assumption of bivariate normal distribution, we study asymptotic confidence regions of our vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$.