• Title/Summary/Keyword: large deviation theory

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Asymptotics in Load-Balanced Tandem Networks

  • Lee, Ji-Yeon
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.155-162
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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Asymptotics in Load-Balanced Tandem Networks

  • Lee, Ji-Yeon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.715-723
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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On Large Deviation of the Sample Medians

  • Hong, Chong-Sun
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.122-127
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    • 1990
  • Consider the following problem in the large deviation theory. For constants $a_1, \cdots, a_p$ the tail probability $P(M_1 > a_1, \cdots, M_p > a_p)$ of the sample medians $(M_1, \cdots, M_p)$ is supposed to converge to zero as sample size increases. This paper shows that this probability converges to zero exponentially fast and estimates the convergence rates of the above tail probability of the sample medians. Also compare with the rates about the sample means.

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Analysis of Two-Dimensional Flow around Blades with Large Deflection in Axial Turbomachine (전향도가 큰 축류터보기계의 블레이드 주위의 유동해석)

  • 원승호;손병진;최상경
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.1
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    • pp.229-240
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    • 1991
  • The large camber angle theory of turbomachine blade of compressor has been developed recently for the two-dimensional flow by Hawthorn, et al. However, in the above theory it was assumed that the fluid was incompressible and inviscid, and the blades had no thickness. In this study, the flow in a blade cascade being mounted in parallel fashion with blade of arbitrary thickness is studied in order to determine the effects of the camber angle on the performance characteristic of the blade section under the consideration of compressibility and viscosity of fluid. The panel method is used for potential flow analysis. The flow in the boundary-layer is obtained by solving the integral boundary-layer structure through the laminar, transitional , and turbulent flow using the pressure field determined from the potential flow. And then the viscous-inviscid interaction scheme is used for interaction of these two flows. For the determination of the variation in the outlet fluid angle influenced by deviation in cascade flow, the superposition method which is used for single foil is introduced in this analysis. By the introduction of this method, the effects of the deviation on outlet fluid angle and the resulting fluid angle are made to adjust for oneself through the calculation. As the result of this study, the blade of large camber angle, large incidence angle, large pitch-chord ratio has large viscous and compressible effect than those of small camber angle. Lift force increase as camber angle increases, but above 60.deg. of camber angle, lift force decrease as camber angle increases. But drag force increases linearly with camber angle increases in the entire region.

Topological Analysis of Large Scale Structure Using the Final BOSS Sample

  • Choe, Yun-Yeong;Kim, Ju-Han
    • The Bulletin of The Korean Astronomical Society
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    • v.39 no.2
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    • pp.43.2-43.2
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    • 2014
  • We present the three-dimensional genus topology of large-scale structure using the CMASS sample of the Final SDSS-III Baryon Oscillation Spectroscopic Survey (BOSS) data. To estimate the uncertainties in the measured genus, we very carefully construct mock CMASS surveys along the past light cone from the Horizon Run 3. We find that the shape of the observed genus curve agrees very well with the prediction of perturbation theory and with the mean topology of the mock surveys. However, comparison with simulations show that the observed genus curve slightly deviates from the theoretical Gaussian expectation. From the deviation, we further quantify the primordial non-Gaussian contribution.

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Ionic Size Effect on the Double Layer Properties: A Modified Poisson-Boltzmann Theory

  • Lou, Ping;Lee, Jin-Yong
    • Bulletin of the Korean Chemical Society
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    • v.31 no.9
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    • pp.2553-2556
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    • 2010
  • On the basis of a simple modified Poisson-Boltzmann (SMPB) theory, taking into account the finite ionic size, the analytic expression for the effect of ionic size on the diffuse layer potential drop at negative charge densities has been given for the simple 1:1 electrolyte. It is shown that the potential drop across the diffuse layer depends on the size of the ions in the electrolyte. For a given electrolyte concentration and electrode charge density, the diffuse layer potential drop in a small ion system is smaller than that in a large ion system. It is also displayed that the diffuse layer potential drop is always less than the value of the Gouy-Chapman (GC) theory, and the deviation increases as the electrode charge density increases for a given electrolyte concentration. These theoretical results are consistent with the results of the Monte-Carlo simulation [Fawcett and Smagala, Electrochimica Acta 53, 5136 (2008)], which indicates the importance of including steric effects in modeling diffuse layer properties.

ESTIMATION OF THE CONGESTION PROBABLITY ON A TREE-TYPE TRANSPORATATION NETWORK BY IMPORTANCE SAMPLING (중요표본유출 기법 이용한 교통망 구간의 혼잡확률 추정)

  • 음성직;박영도
    • Journal of Korean Society of Transportation
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    • v.9 no.2
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    • pp.127-134
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    • 1991
  • 본 논문의 목적은 교통망 분석에 있어서 중요한 그러나 흔희 발생하지 않는 사건의 발생확률을 추정하는 방법론 개발에 있다. 예를 들어, 안정적(stable) 교통망에서 일시적인 혼잡현상이 발생할 확률을 씨뮬레이숀을 통해 추정하는 방법에 관한 것이다. 이 분야에서 활발한 연구([3], [12]) 가 있어 왔으나 개괄적(Heuristic) 방법에 제한되어 있었다. 본 논문은 위 문제에 대하여 포괄적(unified)이며 이론적인 방법론을 제시하였다. 이를 위해 대 분산이론(Large Deviation Theory)과 중요표본추출(Importance Sampling)기법이 이용되었으며 예로서 사용된 망은 두개의 구간이 이어진 교통망이다. 부수적으로 혼잡현상의 가장 대표적 형태를 구하는 방법이 제시되었다.

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A Study on The Factors which Influence on Evaluating Service Life for Carbonation of RC Structures (철근콘크리트 구조물의 탄산화 내구수명 산정에 미치는 영향요인에 관한 문헌적 연구)

  • Yang, Jae-Won;Yoon, Sun-Young;Cho, Hyung-Kyu;Song, Hun;Lee, Han-Seung
    • KIEAE Journal
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    • v.10 no.3
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    • pp.103-110
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    • 2010
  • Carbonation is one of the major deterioration factors for concrete. So. lots of researchers have proposed the equations for determining carbonated depth and the initial time of steel corrosion due to carbonation to predict the service life of concrete structures. However, there are large gaps among the equations for predicting carbonation because each researcher has different considering factors to predict carbonation depth. So, in this study, we calculated the deviations of the proposed equations for carbonation, and we calculated each researcher different corrosion initiation time. However, it has a lot of deviation. Therefore, we evaluated the probability of steel corrosion considering each deviation using MCS, an analysis method based on probability theory. In the results, we have proposed much advanced information for determining service life of reinforced concrete structures due to carbonation.

The measurement for contactless eddy-current conductivity on Si wafer (와전류(eddy-current)방법에 의한 비접촉 전기비저항 측정기술 개발)

  • Park, Jin-Sueb;Ryu, Kwon-Sang;Ryu, Je-Cheon;Yu, Kwang-Min
    • Proceedings of the KIEE Conference
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    • 1999.11d
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    • pp.991-993
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    • 1999
  • The method of measurement for contactless eddy-current conductivity using magnetic dipole field theory was suggested by M.C Chen[1], which calculate the eddy-current caused by exciting coil with Faraday's induction law. In this work, we have developed the apparatus for contactless measurement of conductivity or resistivity with the dipole field theory. The resistivity can be measured from several to a dozen $m{\Omega}{\cdot}cm$ range within maximum 30% error. At the high resistivity range above $100{\Omega}{\cdot}cm$, the standard deviation of measurement was very large as the induced voltage of sensing coil is small so it was difficult to measure the value precisely.

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An Efficient Simulation of Discrete Time Queueing Systems with Markov-modulated Arrival Processes (MMAP 이산시간 큐잉 시스템의 속산 시뮬레이션)

  • Kook Kwang-Ho;Kang Sungyeol
    • Journal of the Korea Society for Simulation
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    • v.13 no.3
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    • pp.1-10
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    • 2004
  • The cell loss probability required in the ATM network is in the range of 10$^{-9}$ ∼10$^{-12}$ . If Monte Carlo simulation is used to analyze the performance of the ATM node, an enormous amount of computer time is required. To obtain large speed-up factors, importance sampling may be used. Since the Markov-modulated processes have been used to model various high-speed network traffic sources, we consider discrete time single server queueing systems with Markov-modulated arrival processes which can be used to model an ATM node. We apply importance sampling based on the Large Deviation Theory for the performance evaluation of, MMBP/D/1/K, ∑MMBP/D/1/K, and two stage tandem queueing networks with Markov-modulated arrival processes and deterministic service times. The simulation results show that the buffer overflow probabilities obtained by the importance sampling are very close to those obtained by the Monte Carlo simulation and the computer time can be reduced drastically.

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