• 제목/요약/키워드: discrete probability distribution

검색결과 98건 처리시간 0.02초

Pricing the Storage of Inbound Containers with a Discrete Probability Distribution of Retrieval Times

  • Kim, Ki-Young;Kim, Kap-Hwan
    • Industrial Engineering and Management Systems
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    • 제9권2호
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    • pp.165-177
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    • 2010
  • This paper discusses a method for pricing the storage of inbound containers in a container yard. The pricing structure is characterized by a free-time-limit and a storage price for the storage time that extends beyond the free-time-limit. A cost model is developed from the viewpoint of a public terminal operator as well as a private terminal operator. Unlike a previous study on this issue, this study assumes that the retrieval times follow a discrete probability distribution, which is more realistic than the previous study. A solution procedure is suggested and illustrated by using numerical examples.

POWER TAIL ASYMPTOTIC RESULTS OF A DISCRETE TIME QUEUE WITH LONG RANGE DEPENDENT INPUT

  • Hwang, Gang-Uk;Sohraby, Khosrow
    • 대한수학회지
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    • 제40권1호
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    • pp.87-107
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    • 2003
  • In this paper, we consider a discrete time queueing system fed by a superposition of an ON and OFF source with heavy tail ON periods and geometric OFF periods and a D-BMAP (Discrete Batch Markovian Arrival Process). We study the tail behavior of the queue length distribution and both infinite and finite buffer systems are considered. In the infinite buffer case, we show that the asymptotic tail behavior of the queue length of the system is equivalent to that of the same queueing system with the D-BMAP being replaced by a batch renewal process. In the finite buffer case (of buffer size K), we derive upper and lower bounds of the asymptotic behavior of the loss probability as $K\;\longrightarrow\;\infty$.

A rough flat-joint model for interfacial transition zone in concrete

  • Fengchen Li;J.L. Feng
    • Computers and Concrete
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    • 제34권2호
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    • pp.231-245
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    • 2024
  • A 3D discrete element model integrating the rough surface contact concept with the flat-joint model is suggested to examine the mechanical characteristics of the interfacial transition zone (ITZ) in concrete. The essential components of our DEM procedure include the calculation of the actual contact area in an element contact-pair related to the bonded factor using a Gaussian probability distribution of asperity height, as well as the determination of the contact probability-relative displacement form using the least square method for further computing the force-displacement of ITZs. The present formulations are implemented in MUSEN, an open source development environment for discrete element analysis that is optimized for high performance computation. The model's meso-parameters are calibrated by using uniaxial compression and splitting tensile simulations, as well as laboratory tests of concrete from the literature. The present model's DEM predictions accord well with laboratory experimental tests of pull-out concrete specimens published in the literature.

입자의 이산확률분포 모형을 이용한 자연하천의 2차원 이송-확산 (Modeling of 2-D Advection-Diffusion in Natural Streams Using Particle Discrete Probability Distribution Model)

  • 김영도;서일원
    • 한국수자원학회논문집
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    • 제34권5호
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    • pp.499-509
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    • 2001
  • 자연하천에서의 이송-확산 과정의 모의를 위하여 입자위치의 이산확률분포에 기초한 2차원 수송 모형을 개발하였다. 제안된 모형에서는 단위 시간간격동안 격자간의 질량이송을 예측하기 위하여 평균과 분산의 함수로 나타내어진 확률분포를 사용하였다. 개발된 모형은 유속, 확산계수, 단면적이 일정한 단순영역에 대하여 수치확산이 없는 해를 구하였고, 양의 확률을 만족시키는 안정조건이 성립한다면, 해석해와 다른 유한차분법과 비교하였을 때, 좋은 결과를 나타내었다. 본 모형의 현장적용성을 검토하기 위하여 캐나다에 위치한 Grand River를 대상을 얻은 수치실험 결과를 정상상태의 색소실험 결과와 비교하였다. 그 결과로서 본 모형은 자연하천에서의 2차원 이송-확산을 잘 모의할 수 있는 것으로 나타났다.

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Distribution of Runs and Patterns in Four State Trials

  • Jungtaek Oh
    • Kyungpook Mathematical Journal
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    • 제64권2호
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    • pp.287-301
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    • 2024
  • From the mathematical and statistical point of view, a segment of a DNA strand can be viewed as a sequence of four-state (A, C, G, T) trials. Herein, we consider the distributions of runs and patterns related to the run lengths of multi-state sequences, especially for four states (A, B, C, D). Let X1, X2, . . . be a sequence of four state independent and identically distributed trials taking values in the set 𝒢 = {A, B, C, D}. In this study, we obtain exact formulas for the probability distribution function for the discrete distribution of runs of B's of order k. We obtain longest run statistics, shortest run statistics, and determine the distributions of waiting times and run lengths.

확산 스펙트럼 통신방식에서의 동기 유지 시간의 확률 분포에 관한 연구 (A Study on the Probability Distribution of Hold-in Time in Spread Spectrum Communication Systems)

  • 심용걸;이충웅
    • 대한전자공학회논문지
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    • 제21권2호
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    • pp.13-18
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    • 1984
  • 확산 스펙트럼 통신방식의 tracking 과정에서 hold-in time 및 false loch를 벗어나는 시간의 확률분포를 연구하였다. 이것은 correlator회로의 dwell time과 threshold level을 결정하는데 도움이 된다. 구하고자 하는 이산확률함수에 대한 발생함수를 급수전개하고 해당되는 항들의 계수를 합하여 동기 유지 시간의 확률분포를 유도하였다. 그리하여 일반적인 시스템 파라미터들로 표현된 결과식을 구하였다.

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퍼지양자화 은닉 마르코프 모델에서 코드워드 종속거리 정규화와 Instar 형태의 퍼지 기여도에 기반한 출력확률의 평활화 (Codeword-Dependent Distance Normalization and Smoothing of Output Probalities Based on the Instar-formed Fuzzy Contribution in the FVQ-DHMM)

  • 최환진;김연준;오영환
    • 한국음향학회지
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    • 제16권2호
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    • pp.71-79
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    • 1997
  • 본 논문에서는 FVQ-DHMM(fuzzy vector quantization-discrete hidden Markov model)에서 강인한 출력확률의 추정을 위해서 코드워드 종속 거리 정규화와 출력확률에 대한 instar 형태의 퍼지 평활화 방법을 제안한다. FVQ-DHMM은 DHMM의 변형된 모델로, 상태별 출력확률이 입력패턴에 대한 각 코드워드와의 가중치와 출력확률의 곱에 대한 합의 형태로 추정된다. FVQ-DHMM의 성능이 가중치 요소와 상태별 출력분포에 영향을 받으므로, 가중치 요소와 상태별 출력분포를 강인하게 추정하는 방법이 필요하게 된다. 실험결과, 제안된 코드워드 종속 거리 정규화(CDDN : codeword dependent distance normalization)를 적용한 방법이 기존의 FVQ-DHMM에 비해 24%의 오인식률 감소가 있었으며, 상태별 출력분포에 대해서 평활화를 적용한 경우 79%의 오식율을 감소 시킴을 알 수 있었다. 이러한 결과는 제안된 CDDN과 퍼지 평활화의 사용이 향상된 인식율을 얻는데 주요하며, 결과적으로 제안된 방법이 FVQ-HMM을 위한 강인한 출력확률의 추정을 위한 대안으로 유용함을 보여준다고 할 수 있다.

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A Novel Spectrum Access Strategy with ${\alpha}$-Retry Policy in Cognitive Radio Networks: A Queueing-Based Analysis

  • Zhao, Yuan;Jin, Shunfu;Yue, Wuyi
    • Journal of Communications and Networks
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    • 제16권2호
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    • pp.193-201
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    • 2014
  • In cognitive radio networks, the packet transmissions of the secondary users (SUs) can be interrupted randomly by the primary users (PUs). That is to say, the PU packets have preemptive priority over the SU packets. In order to enhance the quality of service (QoS) for the SUs, we propose a spectrum access strategy with an ${\alpha}$-Retry policy. A buffer is deployed for the SU packets. An interrupted SU packet will return to the buffer with probability ${\alpha}$ for later retrial, or leave the system with probability (1-${\alpha}$). For mathematical analysis, we build a preemptive priority queue and model the spectrum access strategy with an ${\alpha}$-Retry policy as a two-dimensional discrete-time Markov chain (DTMC).We give the transition probability matrix of the Markov chain and obtain the steady-state distribution. Accordingly, we derive the formulas for the blocked rate, the forced dropping rate, the throughput and the average delay of the SU packets. With numerical results, we show the influence of the retrial probability for the strategy proposed in this paper on different performance measures. Finally, based on the trade-off between different performance measures, we construct a cost function and optimize the retrial probabilities with respect to different system parameters by employing an iterative algorithm.

RUIN PROBABILITIES IN THE RISK MODEL WITH TWO COMPOUND BINOMIAL PROCESSES

  • Zhang, Mao-Jun;Nan, Jiang-Xia;Wang, Sen
    • 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.

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GI/G/1 대기행렬 대기시간 분포의 새로운 유도방법 (A Heuristic Derivation of the Waiting Time Distribution of a GI/G/1 Queue)

  • 임대은;김보근;김남기;채경철
    • 한국경영과학회지
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    • 제40권1호
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    • pp.1-4
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    • 2015
  • This paper presents a heuristic approach to derive the Laplace-Stieltjes transform (LST) and the probability generating function (PGF) of the waiting time distributions of a continuous- and a discrete-time GI/G/1 queue, respectively. This is a new idea to derive the well-known results, the waiting time distribution of GI/G/1 queue, in a different way.