• Ocean Systems Engineering
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• v.4 no.4
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• pp.293-308
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• 2014

Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

• Communications of the Korean Mathematical Society
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• v.32 no.2
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• pp.287-304
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• 2017

Motivated mainly by certain interesting recent extensions of the generalized hypergeometric function [Integral Transforms Spec. Funct. 23 (2012), 659-683] by means of the incomplete Pochhammer symbols $({\lambda};{\kappa})_{\nu}$ and $[{\lambda};{\kappa}]_{\nu}$, we first introduce incomplete Fox-Wright function. We then define the families of incomplete extended Hurwitz-Lerch Zeta function. We then systematically investigate several interesting properties of these incomplete extended Hurwitz-Lerch Zeta function which include various integral representations, summation formula, fractional derivative formula. We also consider an application to probability distributions and some special cases of our main results.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2010.07a
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• pp.61-63
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• 2010

Recent work in compressed sensing theory shows that m${\times}$n independent and identically distributed sensing matrices whose entries are drawn independently from certain probability distributions guarantee exact recovery of a sparse signal with high probability even if m${\ll}$n. In particular, it is well understood that the L1 minimization algorithm is able to recover sparse signals from incomplete measurements. In this paper, we propose a novel sparse signal reconstruction method that is based on the reweighted L1 minimization via support recovery.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.12 no.2
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• pp.119-131
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• 2008

The paper considers the computation method in the performance evaluation of cellular network in the phase-type distribution assumptions that the channel holding times induced from mobility are modeled by well-fitted distributions to reflect an actual situation. When ww consider a phase-type distribution model instead of exponential distribution, the complexity of the computation increase exponential even though the accuracy is improved. We consider an efficient numerical algorithm to compute the performance evaluations in cellular networks such as a handoff call dropping probability, new call blocking probability, and handoff arrival rate. Numerical experiment shows that numerical analysis results are well approximated to the results of simulation.

• Journal of Institute of Control, Robotics and Systems
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• v.6 no.11
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• pp.974-980
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• 2000

In this paper, we present a method that has flexibility of exact assignment of eigenstructure with the stochastic robustness for LTI(Linear-Time-Invariant) systems. The stochastic robustness of LTI systems is determined by the probability distributions of closed-loop eigenvalues. The probabilistic stability region is presented stochastically using the Monte Carlo evaluations. The proposed scheme is applied to designing a simple system and a flight control system with stochastic parameter variations to confirm the usefulness of the scheme.

• Wind and Structures
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• v.8 no.4
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• pp.269-281
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• 2005

The paper describes the work of the IAWE Working Group WGF - Extreme Wind Prediction and Zoning, one of the international codification working groups set up in 2000. The topics covered are: the international database of extreme winds, quality assurance and data quality, averaging times, return periods, probability distributions and fitting methods, mixed wind climates, directionality effects, the influence of orography, rare events and simulation methods, long-term climate change, and zoning and mapping. Recommendations are given to promote the future alignment of international codes and standards for wind loading.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1988.10a
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• pp.7-12
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• 1988

This study presents rational methods for probability-based estimates of basic design wind speeds in Korea and develops a risk-bases nation-wide map of design wind speeds. The paper examines the fitting of the Type-I extreme model to maximum yearly non-typhoon wind data from long-term records based on the conventional method and to maximum monthly nod-typhoon wind data from short-term records following Grigorin's approach. The paper also reviews the applicability of the method using short records of about 5 years. The basic design wind speeds for typhoon and non-typhoon wind at a station are made to be obtained from a mixed model which is given as a product of typhoon and non-typhoon extreme wind distributions. A practical method which is based on the fitting of the Type I model to records or typhoon and non-typhoon mixed wind data at a station is also preposed in this study.

• MALSORI
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• no.45
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• pp.117-126
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• 2003

Decision tree-based state tying has been proposed in recent years as the most popular approach for clustering the states of context-dependent hidden Markov model-based speech recognition. The aims of state tying is to reduce the number of free parameters and predict state probability distributions of unseen models. But, when doing state tying, the size of a decision tree is very important for word independent recognition. In this paper, we try to construct optimized decision tree based on the average of feature vectors in state pool and the number of seen modes. We observed that the proposed optimal decision tree is effective in predicting the state probability distribution of unseen models.

• Journal of Korean Institute of Industrial Engineers
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• v.23 no.1
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• pp.235-247
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• 1997

In this study, the performance of ATM multiplexer with MPEG(Motion Pictures Experts Group) video is analyzed by considering the effect of the MPEG GOP(Group of Pictures) structure. By assuming that frame starting times are synchronized, aggregated traffics are considered to be transmitted at the beginning of each frame time units. The aggregated number of cells generated during a frame time unit is, therefore, derived from distributions of individual sources. The stationary probability of buffer occupancy can be easily obtained by using a property of the periodicity of aggregated traffics. Simulation approach is also used to determine the traffic load for a given probability of satisfying QoS(Quality of Service).

• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.179-190
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• 2005

We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order ${\beta}{\in}$ (0, 2] and the first-order time derivative with Caputo derivative of order ${\beta}{\in}$ (0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.