• Title/Summary/Keyword: probability generating function.

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DISCRETE-TIME QUEUE WITH VARIABLE SERVICE CAPACITY

  • LEE YUTAE
    • Journal of the Korean Mathematical Society
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    • v.42 no.3
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    • pp.517-527
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    • 2005
  • This paper considers a discrete-time queueing system with variable service capacity. Using the supplementary variable method and the generating function technique, we compute the joint probability distribution of queue length and remaining service time at an arbitrary slot boundary, and also compute the distribution of the queue length at a departure time.

Busy Period Analysis of the Geo/Geo/1/K Queue with a Single Vacation (단일 휴가형 Geo/Geo/1/K 대기행렬의 바쁜 기간 분석)

  • Kim, Kilhwan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.4
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    • pp.91-105
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    • 2019
  • Discrete-time Queueing models are frequently utilized to analyze the performance of computing and communication systems. The length of busy period is one of important performance measures for such systems. In this paper, we consider the busy period of the Geo/Geo/1/K queue with a single vacation. We derive the moments of the length of the busy (idle) period, the number of customers who arrive and enter the system during the busy (idle) period and the number of customers who arrive but are lost due to no vacancies in the system for both early arrival system (EAS) and late arrival system (LAS). In order to do this, recursive equations for the joint probability generating function of the busy period of the Geo/Geo/1/K queue starting with n, 1 ≤ n ≤ K, customers, the number of customers who arrive and enter the system, and arrive but are lost during that busy period are constructed. Using the result of the busy period analysis, we also numerically study differences of various performance measures between EAS and LAS. This numerical study shows that the performance gap between EAS and LAS increases as the system capacity K decrease, and the arrival rate (probability) approaches the service rate (probability). This performance gap also decreases as the vacation rate (probability) decrease, but it does not shrink to zero.

A Study on the Prediction Method of Information Exchange Requirement in the Tactical Network (전술네트워크의 정보교환요구량 예측 방법에 관한 연구)

  • Pokki Park;Sangjun Park;Sunghwan Cho;Junseob Kim;Yongchul Kim
    • Convergence Security Journal
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    • v.22 no.5
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    • pp.95-105
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    • 2022
  • The Army, Navy, and Air Force are making various efforts to develop a weapon system that incorporates the 4th industrial revolution technology so that it can be used in multi-domain operations. In order to effectively demonstrate the integrated combat power through the weapon system to which the new technology is applied, it is necessary to establish a network environment in which each weapon system can transmit and receive information smoothly. For this, it is essential to analyze the Information Exchange Requirement(IER) of each weapon system, but many IER analysis studies did not sufficiently reflect the various considerations of the actual tactical network. Therefore, this study closely analyzes the research methods and results of the existing information exchange requirements analysis studies. In IER analysis, the size of the message itself, the size of the network protocol header, the transmission/reception structure of the tactical network, the information distribution process, and the message occurrence frequency. In order to be able to use it for future IER prediction, we present a technique for calculating the information exchange requirement as a probability distribution using the Poisson distribution and the probability generating function. In order to prove the validity of this technique, the results of the probability distribution calculation using the message list and network topology samples are compared with the simulation results using Network Simulator 2.

Reservoir Classification using Data Mining Technology for Survivor Function

  • Park, Mee-Jeong;Lee, Joon-Gu;Lee, Jeong-Jae
    • Journal of The Korean Society of Agricultural Engineers
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    • v.47 no.7
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    • pp.13-22
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    • 2005
  • Main purpose of this article is to classify reservoirs corresponding to their physical characteristics, for example, dam height, dam width, age, repair-works history. First of all, data set of 13,976 reservoirs was analyzed using k means and self organized maps. As a result of these analysis, lots of reservoirs have been classified into four clusters. Factors and their critical values to classify the reservoirs into four groups have been founded by generating a decision tree. The path rules to each group seem reasonable since their survivor function showed unique pattern.

System Size and Service Size Distributions of a Batch Service Queue

  • Lee, Soon-Seok;Lee, Ho-Woo;Yoon, Seung-Hyun;Nadrajan, R.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.18 no.3
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    • pp.179-186
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    • 1993
  • We derive the arbitrary time point system size distribution of M/ $G^{B}$1 queue in which late arrivals are not allowed to join the on-going service. The distribution is given by P(z) = $P_{4}$(z) $S^{*}$ (.lambda.-.lambda.z) where $P_{4}$ (z) is the probability generating function of the queue size and $S^{*}$(.theta.) is the Laplace-Stieltjes transform of the service time distribution function. We also derive the distribution of the service siez at arbitrary point of time. time.

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A Study on the Probabilistic Generating Simulation by Fast Hartley Transform (Fast Hartley Transform을 이용한 확률론적 발전 시뮬레이션에 관한 연구)

  • 송길영;김용하;최재석
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.4
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    • pp.341-348
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    • 1990
  • This paper describes an algorithm for evaluating the Loss of Load Probability (LOLP) and calculating the production cost for all the generators in the system using Fast Hartley Transform (FHT). It also suggests the deconvolution procedure which is necessary for the generation expansion planning. The FHT is as fast as or faster than the Fast Fourier Transform (FFT) and serves for all the uses such as spectral, digital processing, and convolution to which the FFT is normally applied. The transformed function using FFT has complex numbers. However, the transformed function using FHT has real numbers and the convolution become quite simple. This method has been applied for the IEEE reliability test system and practical size model system. The test results show the effectiveness of the proposed method.

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TIME-DOMAIN TECHNIQUE FOR FRONT-END NOISE SIMULATION IN NUCLEAR SPECTROSCOPY

  • Neamintara, Hudsaleark;Mangclaviraj, Virul;Punnachaiya, Suvit
    • Nuclear Engineering and Technology
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    • v.39 no.6
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    • pp.717-724
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    • 2007
  • A measurement-based time-domain noise simulation of radiation detector-preamplifier (front-end) noise in nuclear spectroscopy is described. The time-domain noise simulation was performed by generating "noise random numbers" using Monte Carlo's inverse method. The probability of unpredictable noise was derived from the empirical cumulative distribution function via the sampled noise, which was measured from a preamplifier output. Results of the simulated noise were investigated as functions of time, frequency, and statistical domains. Noise behavior was evaluated using the signal wave-shaping function, and was compared with the actual noise. Similarities between the response characteristics of the simulated and the actual preamplifier output noises were found. The simulated noise and the computed nuclear pulse signal were also combined to generate a simulated preamplifier output signal. Such simulated output signals could be used in nuclear spectroscopy to determine energy resolution degradation from front-end noise effect.

New approximations of the ruin probability in a continuous time surplus process (보험상품 파산확률의 새로운 근사방법)

  • Kwon, Cheonga;Choi, Seung Kyoung;Lee, Eui Yong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.1-10
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    • 2014
  • In this paper, we study approximations of the ruin probability in a continuous time surplus process. First, we introduce the well-known approximation formulas of the ruin probability such as Cram$\acute{e}$r, Tijms' and De Vylder's methods. We, then, suggest new approximation formulas of two types, which improve the existing approximation formulas. One is Cram$\acute{e}$r and Tijms' type which makes use of the moment generating function of distribution of a claim size and the other is De Vylder's type which makes use of the surplus process with exponential claims. Finally, we compare, by illustrating numerical examples, the newly suggested approximation formulas with the existing approximation formulas of the ruin probability.

A Study on the Estimation of Launch Success Probability for Space Launch Vehicles Using Bayesian Method (베이지안 기법을 적용한 우주발사체의 발사 성공률 추정에 관한 연구)

  • Yoo, Seung-Woo;Kim, In-Gul
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.48 no.7
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    • pp.537-546
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    • 2020
  • The reliability used as a performance indicator during the development of space launch vehicle should be validated by the launch success probability, and the launch data need to be fed back for reliability management. In this paper, the launch data of space launch vehicles around the world were investigated and statistically analyzed for the success probabilities according to the launch vehicle models and maturity. The Bayesian estimation of launch success probability was reviewed and analyzed by comparing the estimated success probabilities using several prior distributions and the statistical success probability. We presented the method of generating prior distribution function and considerations for Bayesian estimation.

Analysis of hash functions based on cellular automata (셀룰러 오토마타 기반 해쉬 함수 분석)

  • Jeong Kitae;Lee Jesang;Chang Donghoon;Sung Jaechul;Lee Sangjin
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.14 no.6
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    • pp.111-123
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    • 2004
  • A hash function is a function that takes bit strings of arbitrary length to bit string of fixed length. A cellular automata is a finite state machine and has the property of generating pseudorandom numbers efficiently by combinational logics of neighbour cells. In [1] and [7], hash functions based on cellular automata which can be implemented efficiently in hardware were proposed. In this paper, we show that we can find collisions of these hash functions with probability 0.46875 and 0.5 respectively.