• 제목/요약/키워드: birth-death process

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Design of Time-varying Stochastic Process with Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M.Sami;Lee, Kwon-Soon
    • Journal of Electrical Engineering and Technology
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    • 제2권4호
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    • pp.543-548
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    • 2007
  • We present a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an on-line algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of load traffic estimation using our DBN approach.

Simultaneous Estimation of the Birth and Death Rate of the Linear Growth Birth and Death Process Based on Discrete Time Observation

  • ChangHyuck Oh
    • Communications for Statistical Applications and Methods
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    • 제3권1호
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    • pp.235-242
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    • 1996
  • When the linear growth birth and death process observed at a set of equidistant time points, McNeil and Weiss (1997) present a method for simultaneously estimating the Malthusian parameter and the sum of the two parameters under wery restricted assumptions using a diffusion approximation. This article suggests a method, which does not require the restrictions given by Weiss, for estimating simultaneously the Malthusian parameter and the sum of the two parameters.

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On some basic propeties of the inhomogeneous quasi-birth-and-death process

  • Rhee, Kyung-Hyune;C.E.M.Pearce
    • 대한수학회논문집
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    • 제12권1호
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    • pp.177-192
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    • 1997
  • The basic theory of the quasi-birth-and-death process is extended to a process which is inhomogeous in levels. Several key results in the standard homogeneous theory hold in a more general context than that usually stated, in particular not requiring positive recurrence. Theser results are subsumed under our development. The treatment is entirely probabilistic.

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ALGORITHMIC SOLUTION FOR M/M/c RETRIAL QUEUE WITH $PH_2$-RETRIAL TIMES

  • Shin, Yang-Woo
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.803-811
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    • 2011
  • We present an algorithmic solution for the stationary distribution of the M/M/c retrial queue in which the retrial times of each customer in orbit are of phase type distribution of order 2. The system is modeled by the level dependent quasi-birth-and-death (LDQBD) process.

TRANSIENT DISTRIBUTIONS OF LEVEL DEPENDENT QUASI-BIRTH-DEATH PROCESSES WITH LINEAR TRANSITION RATES

  • Shin, Yang-Woo
    • Journal of applied mathematics & informatics
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    • 제7권1호
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    • pp.83-100
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    • 2000
  • Many queueing systems such as M/M/s/K retrial queue with impatient customers, MAP/PH/1 retrial queue, retrial queue with two types of customers and MAP/M/$\infty$ queue can be modeled by a level dependent quasi-birth-death(LDQBD) process with linear transition rates of the form ${\lambda}_k$={\alpga}{+}{\beta}k$ at each level $\kappa$. The purpose of this paper is to propose an algorithm to find transient distributions for LDQBD processes with linear transition rates based on the adaptive uniformization technique introduced by van Moorsel and Sanders [11]. We apply the algorithm to some retrial queues and present numerical results.

한일(韓日) 산육신(産育神) 비교 연구 (A Comparative Study of Child-birth Gods in Korea and Japan)

  • 김난주
    • 비교문화연구
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    • 제39권
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    • pp.127-152
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    • 2015
  • This thesis comparatively looks into folklore faiths, expecially child-birth gods related to child-birth customs and aims to find out both nations' faith in child-birth gods and their features. It looks into birth gods protecting delivering mothers and babies by appearing at the delivery sites at time of delivery and child-rearing gods intervening in growth of babies after they are born. In both nations, many gods are believed in for selection of babies, safe delivery and their healthy growth but those appearing at delivery sites are only birth goddesses called Samsinhalmony and Obugami. What make this phenomenon appear in both nations' folklore faiths? Seeing the reason in the fact that common negative concept regarding childbirth exists in both nations' established faiths, the writer comparatively analyzed various cases of delivery-related defilement in both nations' delivery customs. Its result showed that Japan is stronger in delivery-related defilement concept than Korea is. For instance, Japan regard child birth-related defilement more horrible than that related to funeral. Pursuantly, in Japan stricter regulations on childbirth rooms and stricter taboos for babies have been passed down. Besides, in the process of its comparative study on both nations' divine images and appearances, the writer paid attention to the fact that unlike Japan's mountain gods and restroom goddesses appearing at delivery sites, they don't get involved in childbirth in Korea and discussed Japan's theory of reincarnation and its mountain goddess' marginal nature working behind the curtain. I also discussed the phenomenon that both nations' childbirth gods are passed down as Three gods, which means that their faith in childbirth gods has to be seen as a result of the faith in childbirth gods interacting with the faith in Three gods or the Three-gods theory, accordingly I indicated that it is worth re-consideration to see the Three-God Theory as the core of the faith in Samsinhalmoni. Lastly, though in both nations' childbirth faith underlies their fear for divine beings, the faith in childbirth gods, strongly coupled with death heritages, is distributed throughout the nation, which is because Japan's childbirth gods intervening in birth and growth of a new life also actually involve themselves deeply in the sphere of death as well.

ATM망의 트래픽 특성과 적응모델 분석 (Traffic Characteristics and Adaptive model analysis in ATM Network)

  • 김영진;김동일
    • 한국정보통신학회논문지
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    • 제2권4호
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    • pp.583-592
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    • 1998
  • 본 논문은 비동기 전송모드에서 중첩 입력하는 서로 다른 속도의 트래픽에 대한 데이타 처리를 셀의 손실 면에서 분석한 것이다. 멀티미디어 데이타를 대상으로 할 중첩 입력 프로세서의 트래픽 제어로서 사용감시제어를 대상으로 하였으며 Leaky-Bucket 알고리즘의 발생-소멸 프로세서를 이용 셀 손실률을 계산하였다. 해석결과는 버퍼용량의 증가에 대하여 셀 손실률이 현격하게 감소하는 결과를 보였으며 셀 손실률은 유한용량 버퍼에 대한 토큰풀의 특성을 고려하여 2-state MMPP(Markov Modulated Poisson Process) 입력 프로세서를 가정하였다. 해석 값을 검증하기 위해 SIMSCRIPT II.5를 사용하여 시뮬레이션을 하였으며 on/off 입력소스와 비교하였다.

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확산 Markov 프로세스 모델을 이용한 Queueing System 기반 지능 부하관리에 관한 연구 (A Study on the Intelligent Load Management System Based on Queue with Diffusion Markov Process Model)

  • 김경동;김석현;이승철
    • 전기학회논문지
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    • 제58권5호
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    • pp.891-897
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    • 2009
  • This paper presents a novel load management technique that can lower the peak demand caused by package airconditioner loads in large apartment complex. An intelligent hierarchical load management system composed of a Central Intelligent Management System(CIMS) and multiple Local Intelligent Management Systems(LIMS) is proposed to implement the proposed technique. Once the required amount of the power reduction is set, CIMS issues tokens, which can be used by each LIMS as a right to turn on the airconditioner. CIMS creates and maintains a queue for fair and proper allocation of the tokens among the LIMS requesting tokens. By adjusting the number tokens and queue management policies, desired power reduction can be achieved smoothly. The Markov Birth and Death process and the Balance Equations utilizing the Diffusion Model are employed for evaluation of queue performances during transient periods until the static balances among the states are achieved. The proposed technique is tested using a summer load data of a large apartment complex and give promising results demonstrating the usability in load management while minimizing the customer inconveniences.

Transient analysis of a subcritical reactor core with a MOX-Fuel using the birth-and-death model

  • Korbu, Tamara;Kuzmin, Andrei;Rudak, Eduard;Kravchenko, Maksim
    • Nuclear Engineering and Technology
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    • 제53권6호
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    • pp.1731-1735
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    • 2021
  • The operation of the nuclear reactor requires accurate and fast methods and techniques for analysing its kinetics. These techniques become even more important when the MOX-fuel is used due to the lower value of delayed neutron fraction 𝛽 for 239Pu. Based on a Birth-and-Death process review, the mathematical model of thermal reactor core has been proposed different from existing ones. The analytical method for thermal point-reactor parameters evaluation is described within this work. The proposed method is applied for analysis of the unsteady transient processes taking place in a thermal reactor at its start-up or shutdown power change, as well as during small accidental power variation from the rated value. Theoretical determination of MASURCA reactor core reactivity through the analysis of experimental data on neutron time spectra was made.

A MULTI-SERVER RETRIAL QUEUEING MODEL WITH POISSON SIGNALS

  • CHAKRAVARTHY, SRINIVAS R.
    • Journal of applied mathematics & informatics
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    • 제39권5_6호
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    • pp.601-616
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    • 2021
  • Retrial queueing models have been studied extensively in the literature. These have many practical applications, especially in service sectors. However, retrial queueing models have their own limitations. Typically, analyzing such models involve level-dependent quasi-birth-and-death processes, and hence some form of a truncation or an approximate method or simulation approach is needed to study in steady-state. Secondly, in general, the customers are not served on a first-come-first-served basis. The latter is the case when a new arrival may find a free server while prior arrivals are waiting in the retrial orbit due to the servers being busy during their arrivals. In this paper, we take a different approach to the study of multi-server retrial queues in which the signals are generated in such a way to provide a reasonably fair treatment to all the customers seeking service. Further, this approach makes the study to be level-independent quasi-birth-and-death process. This approach is different from any considered in the literature. Using matrix-analytic methods we analyze MAP/M/c-type retrial queueing models along with Poisson signals in steady-state. Illustrative numerical examples including a comparison with previously published retrial queues are presented and they show marked improvements in providing a quality of service to the customers.