• Journal of Communications and Networks
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• v.7 no.4
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• pp.450-461
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• 2005

In this paper, we derive analytical expressions for the exact pairwise error probability (PEP) of a space-time coded system operating over spatially correlated fast (constant over the duration of a symbol) and slow (constant over the length of a code word) fad­ing channels using a moment-generating function-based approach. We discuss two analytical techniques that can be used to evaluate the exact-PEPs (and therefore, approximate the average bit error probability (BEP)) in closed form. These analytical expressions are more realistic than previously published PEP expressions as they fully account for antenna spacing, antenna geometries (uniform linear array, uniform grid array, uniform circular array, etc.) and scattering models (uniform, Gaussian, Laplacian, Von-mises, etc.). Inclusion of spatial information in these expressions provides valuable insights into the physical factors determining the performance of a space-time code. Using these new PEP expressions, we investigate the effect of antenna spacing, antenna geometries and azimuth power distribution parameters (angle of arrival/departure and angular spread) on the performance of a four-state QPSK space-time trellis code proposed by Tarokh et al. for two transmit antennas.

• Bulletin of the Korean Chemical Society
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• v.14 no.1
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• pp.95-100
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• 1993

A noise-induced transition is presented for a bistable system subjected to a multiplicative random force, which is singular at the unstable state. The stationary probability distribution is obtained from the Fokker-Planck equation and the effects of the singularity is analyzed. On the basis of noise-induced phase transition with Gaussian white noise, the relaxation time and the transition rate of the system are evaluated up to the first order correction of D. In the parameter region v < l, the transition rates decrease as the exponent v goes to 1 and as the coefficient of the linear term of the kinetic equation increases.

• Journal of Internet Computing and Services
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• v.14 no.1
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• pp.9-14
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• 2013

The criterion of zero-error probability provides a limitation on error probability functions being used for adaptive systems when the error samples are shifted by the influence of DC-bias noise. In this paper, we employ a bias term in the error distribution and propose a new criterion of the biased zero-error probability with error being zero. Also, by maximizing the proposed criterion on expanded filter structures, a supervised adaptive algorithm has been derived. From the simulation results of supervised equalization, the algorithm based on the proposed criterion yielded zero-centered and highly concentrated error samples without disturbance in the environments of strong impulsive and DC-bias noise.

• The Korean Journal of Applied Statistics
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• v.24 no.4
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• pp.575-586
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• 2011

In this paper, we study an asymptotic behavior of the finite-time ruin probability of the compound Poisson model in the case that the initial surplus is large. To compare an exact ruin probability with an approximate one, we place the focus on the exact calculation for the ruin probability when the claim size distribution is regularly varying tailed (i.e. exponential claims and inverse Gaussian claims). We estimate an adjustment coefficient in these examples and show the relationship between the adjustment coefficient and the safety premium. The illustration study shows that as the safety premium increases so does the adjustment coefficient. Larger safety premium means lower "long-term risk", which only stands to reason since higher safety premium means a faster rate of safety premium income to offset claims.

• Journal of the Korean Mathematical Society
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• v.38 no.5
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• pp.1047-1059
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• 2001

The classical Geometric Brownian motion (GBM) model for the price of a risky asset, from which the huge financial derivatives industry has developed, stipulates that the log returns are iid Gaussian. however, typical log returns data show a distribution with much higher peaks and heavier tails than the Gaussian as well as evidence of strong and persistent dependence. In this paper we describe a simple replacement for GBM, a fractal activity time Geometric Brownian motion (FATGBM) model based on fractal activity time which readily explains these observed features in the data. Consequences of the model are explained, and examples are given to illustrate how the self-similar scaling properties of the activity time check out in practice.

• Journal of KSNVE
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• v.8 no.5
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• pp.887-899
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• 1998

It has been resulted that Lagrange multiplier method with statistical approach was superior to traditional harmonic balance method in identifying the nonlinear loudspeaker parameters when output signals were contaminated with Gaussian random noise. We have known that the displacement-dependent characteristic values of nonlinear parameters identified by traditional harmonic balance method were estimated less than original values by the increase of output noise and the stiffness coefficients were very sensitive to output noise. Also, by the sensitivity analysis we have verified that the harmonic distortions in acoustic radiation was mainly due to nonlinearity of force factor caused by uneven magnetic fields and that reducing the nonlinearity of damping coefficients were very effective for improving second harmonic distrotion of acoustic radiation.

• Journal of Powder Materials
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• v.10 no.3
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• pp.201-208
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• 2003

Distributions of diamond particles protruding on the surface of worn diamond segments in circular saw has been investigated. Scanning electron microscope was used to examine the worn ,surface and radial saw blade wear and grinding ratio was measured. The number of protruded diamond particle was approximately 50% of the total number of particles, and that was independent of diamond particle concentration and table speed. It was also noted that the inter-particle distance did not follow a symmetric function like Gaussian distribution function, instead it fitted well with a probability density function based on gamma function. The distribution of inter-particle spacing, therefore, was analyzed using a gamma function model.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.11 no.3
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• pp.165-172
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• 1999

A probability density function of reliability function is derived in this paper, by which the stability of armor units on the rubble-mound breakwater can be studied on the probabilistic approach. To obtain the distribution, each random variable of the reliability function is assumed to follow Gaussian distribution. The distribution function of reliability function is in agreement with the histogram simulated by the Monte-Carlo method. In addition, the failure probability of armor units on the rubble-mound breakwater evaluated by the derived probability density function is shown to have the same order of magnitude as those calculated by FMA and AFDA of moment method. In particular, it is important to note that random variables of the reliability function may be considered to be statistically independent in the reliability analysis of armor units on the rubble-mound breakwater. Therefore, the present approach may be straightforwardly applicable to all of the cases that any random variables in the reliability function are controlled by other distribution functions as well as normal distribution.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.43 no.3 s.309
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• pp.84-91
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• 2006

In this paper, we present a new segmentation algorithm for color images based on mathematical morphology and a Gaussian mixture model(GMM). We use the morphological operations to determine the number of components in a mixture model and to detect their modes of each mixture component. Next, we have adopted the GMM to represent the probability distribution of color feature vectors and used the deterministic annealing expectation maximization (DAEM) algorithm to estimate the parameters of the GMM that represents the multi-colored objects statistically. Finally, we segment the color image by using posterior probability of each pixel computed from the GMM. The experimental results show that the morphological operation is efficient to determine a number of components and initial modes of each component in the mixture model. And also it shows that the proposed DAEM provides a global optimal solution for the parameter estimation in the mixture model and the natural color images are segmented efficiently by using the GMM with parameters estimated by morphological operations and the DAEM algorithm.

• Wind and Structures
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• v.21 no.1
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• pp.1-23
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• 2015

Wind tunnel testing of a low-rise building with openings (holes) of different sizes and shapes on a roof corner is conducted to measure the internal and external pressures from the building model. Detailed analysis of the testing data is carried out to investigate the characteristics of the internal and external pressures of the building with different openings' configurations. Superimposition of the internal and external pressures makes the emergence of positive net pressures on the roof. The internal pressures demonstrate an overall uniform distribution. The probability density function (PDF) of the internal pressures is close to the Gaussian distribution. Compared with the PDF of the external pressures, the non-Gaussian characteristics of the net pressures weakened. The internal pressures exhibit strong correlation in frequency domain. There appear two humps in the spectra of the internal pressures, which correspond to the Helmholtz frequency and vortex shedding frequency, respectively. But, the peak for the vortex shedding frequency is offset for the net pressures. Furthermore, the internal pressure characteristics indirectly reflect that the length of the front edge enhances the development of the conical vortices.The objective of this study aims to further understanding of the characteristics of internal, external and net pressures for low-rise buildings in an effort to reduce wind damages to residential buildings.