• Journal of the Korean Statistical Society
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• 제11권2호
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• pp.88-93
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• 1982

A local limit theorem for large deviations for the i.i.d. random variables was given by Richter (1957), who used the saddle point method of complex variables to prove it. In this paper we give an alternative form of local limit theorem for large deviations for the i.i.d. random variables which is essentially equivalent to that of Richter. We prove the theorem by more direct and heuristic method under a rather simple condition on the moment generating function (m.g.f.). The theorem is proved without assuming that $E(X_i)=0$.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.239-250
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• 1994

In this paper, we prove a strong large deviations theorem for the ratio of independent randoem variables with error rate of $O(n^{-1})$. To obtain our results we use the inversion formula for the tail probability and apply the Chaganty and Sethuraman's (1985) approach.

• 대한수학회지
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• 제52권3호
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• pp.447-467
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• 2015

In this paper, we consider a multi-risk model based on the policy entrance process with n independent policies. For each policy, the entrance process of the customer is a non-homogeneous Poisson process, and the claim process is a renewal process. The loss process of the single-risk model is a random sum of stochastic processes, and the actual individual claim sizes are described as extended upper negatively dependent (EUND) structure with heavy tails. We derive precise large deviations for the loss process of the multi-risk model after giving the precise large deviations of the single-risk model. Our results extend and improve the existing results in significant ways.

• 충청수학회지
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• 제25권4호
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• pp.747-752
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• 2012

When the service time distribution has a finite exponential moment, we present a large deviations result for the busy period distribution in the M/G/1 queue without the assumption of Abate and Whitt (1997) and Kyprianou (1971).

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제4권1호
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• pp.97-104
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• 1997

The large deviations theorem of Cramer is extended to conditional probabilities in the following sense. Consider a random sample of pairs of random vectors and the sample means of each of the pairs. The probability that the first falls outside a certain convex set given that the second is fixed is shown to decrease with the sample size at an exponential rate which depends on the Kullback-Leibler distance between two distributions in an associated exponential familiy of distributions. Examples are given which include a method of computing the Bahadur exact slope for tests of certain composite hypotheses in exponential families.

• Journal of the Korean Statistical Society
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• 제13권1호
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• pp.20-24
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• 1984

In analogy to the theorem proved by So and Jeon (1982), we give a multi-dimensional version of local limit theorem for large deviations in the continuous case. We also prove a similar theorem in the case of lattice random vectors. Some examples are given.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2000년도 학술발표회 논문집
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• pp.3-10
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• 2000

A newly developed heuristic algorithm, Harmony Search, is applied to the parameter calibration problem of the nonlinear Muskingum model. The Harmony Search could, mimicking the improvisation of music players, find better parameter values for in the nonlinear Muskingum model than five other methods including another heuristic method, genetic algorithm, in the aspect of SSQ (the sum of the square of the deviations between the observed and routed outflows) as well as in the aspects of SAD (the sum of the absolute value of the deviations), DPO (deviations of peak of routed and actual flows) and DPOT (deviations of peak time of rented and actual outflow). Harmony Search also has the advantage that it does not require the process of assuming the initial values of design parameters. The sensitivity analysis of Harmony Memory Considering Rate showed that relatively large values of Harmony Memory Considering Rate makes the Harmony Search converse to a better solution.

• 국제학술발표논문집
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• The 6th International Conference on Construction Engineering and Project Management
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• pp.317-320
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• 2015

Documenting work-in-progress on construction sites using images captured with smartphones, point-and-shoot cameras, and Unmanned Aerial Vehicles (UAVs) has gained significant popularity among practitioners. The spatial and temporal density of these large-scale site image collections and the availability of 4D Building Information Models (BIM) provide a unique opportunity to develop BIM-driven visual analytics that can quickly and easily detect and visualize construction progress deviations. Building on these emerging sources of information this paper presents a pipeline for model-driven visual analytics of construction progress. It particularly focuses on the following key steps: 1) capturing, transferring, and storing images; 2) BIM-driven analytics to identify performance deviations, and 3) visualizations that enable root-cause assessments on performance deviations. The information requirements, and the challenges and opportunities for improvements in data collection, plan preparations, progress deviation analysis particularly under limited visibility, and transforming identified deviations into performance metrics to enable root-cause assessments are discussed using several real world case studies.

• 한국수자원학회논문집
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• 제33권S1호
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• pp.3-10
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• 2000

A newly developed heuristic algorithm, Harmony Search, is applied to the parameter calibration problem of the nonlinear Muskingum model. The Harmony Search could, mimicking the improvisation of music player, find better parameter values for in the nonlinear Muskingum model than five other methods including another heuristic method, genetic algorithm, in the aspect of SSQ(the sum of the square of the deviations between the observed and routed outflows) as well as in the aspects of SAD(the sum of the absolute value of the deviations), DPO(deviations of peak of routed and actual flows) and DPOT(deviatios of peak time of routed and actual outflow). Harmony Search also has the advantage that it does not require the process of asuming the initial values of desing parameters. The sensitivity analysis of Harmony Memory Considering Rate showed that relatively large values of Harmony Memory Considering Rate makes the Harmony Search converge to a better solution.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2005년도 춘계학술대회논문집
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• pp.283-286
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• 2005

This study measures the levels of various receiving points for reducing deviations the floor impact sound. According to the results, 63-125Hz band appeals the large deviations. Among the spacial points, the spot of 0.75m from the wall correspond with the average of all spots. The KS stipulates that the receiving point should be off the wall more than 0.5m But obeying the rules, the large deviation appears. So, this study shows that the adequate receiving point is 0.75m from the wall.