• 대한수학회지
• /
• 제34권1호
• /
• pp.1-12
• /
• 1997

Complementaity problem theory developed by Lemke [10], Cottle and Dantzig [8] and others in the early 1960s and thereafter, has numerous applications in diverse fields of mathematical and engineering sciences. And it is closely related to variational inquality theory and fixed point theory. Recently, fixed point methods for the solving of nonlinear complementarity problems were considered by Noor et al. [11, 12]. Also complementarity problems related to variational inequality problems were investigated by Chang [1], Cottle [7] and others.

• 대한수학회지
• /
• 제35권3호
• /
• pp.793-802
• /
• 1998

We apply the generalization of Levy's infinitesimal equation $\delta$X(t) = $\psi$(X(s), s $\leq$ t, $Y_{t}$, t, dt), $t\in R^1$, for a random field X (C) indexed by a contour C or by a more general set. Assume that the X(C) is homogeneous in x, say of degree n, then we can appeal to the classical theory of variational calculus and to the modern theory of white noise analysis in order to discuss the innovation for the X (C.)

• International Journal of Internet, Broadcasting and Communication
• /
• 제13권1호
• /
• pp.243-248
• /
• 2021

Although many different types of covert channels have been suggested in the literature, there are little work in directly applying game theory to building up covert channel. This is because researchers have mainly focused on tailoring game theory for covert channel analysis, identification, and covert channel problem solving. Unlike typical adaptation of game theory to covert channel, we show that game theory can be utilized to establish a new type of covert channel in IoT devices. More specifically, we propose a covert channel that can be constructed by utilizing the Nash Equilibrium with sensor data collected from IoT devices. For covert channel construction, we set random seed to the value of sensor data and make payoff from random number created by running pseudo random number generator with the configured random seed. We generate I × J (I ≥ 2, J ≥ 2) matrix game with these generated payoffs and attempt to obtain the Nash Equilibrium. Covert channel construction method is distinctly determined in accordance with whether or not to acquire the Nash Equilibrium.

• Journal of Communications and Networks
• /
• 제14권5호
• /
• pp.566-577
• /
• 2012

In randomly deployed networks, such as sensor networks, an important problem for each node is to discover its neighbor nodes so that the connectivity amongst nodes can be established. In this paper, we consider this problem by incorporating the physical layer parameters in contrast to the most of the previous work which assumed a collision channel. Specifically, the pilot signals that nodes transmit are successfully decoded if the strength of the received signal relative to the interference is sufficiently high. Thus, each node must extract signal parameter information from the superposition of an unknown number of received signals. This problem falls naturally in the purview of random set theory (RST) which generalizes standard probability theory by assigning sets, rather than values, to random outcomes. The contributions in the paper are twofold: First, we introduce the realistic effect of physical layer considerations in the evaluation of the performance of logical discovery algorithms; such an introduction is necessary for the accurate assessment of how an algorithm performs. Secondly, given the double uncertainty of the environment (that is, the lack of knowledge of the number of neighbors along with the lack of knowledge of the individual signal parameters), we adopt the viewpoint of RST and demonstrate its advantage relative to classical matched filter detection method.

• Structural Engineering and Mechanics
• /
• 제66권1호
• /
• pp.75-84
• /
• 2018

This study presents the reliability-based analysis of nonlinear structures using the analytical fragility curves excited by random earthquake loads. The stochastic method of ground motion simulation is combined with the random vibration theory to compute structural failure probability. The formulation of structural failure probability using random vibration theory, based on only the frequency information of the excitation, provides an important basis for structural analysis in places where there is a lack of sufficient recorded ground motions. The importance of frequency content of ground motions on probability of structural failure is studied for different levels of the nonlinear behavior of structures. The set of simulated ground motion for this study is based on the results of probabilistic seismic hazard analysis. It is demonstrated that the scenario events identified by the seismic risk differ from those obtained by the disaggregation of seismic hazard. The validity of the presented procedure is evaluated by Monte-Carlo simulation.

• 한국지반공학회논문집
• /
• 제23권11호
• /
• pp.109-117
• /
• 2007

암반사면의 안정성 해석에는 다양한 원인에 의하여 불확실성이 개입하게 되며 경우에 따라 이러한 불확실성이 암반사면의 붕괴원인이 되기도 한다. 따라서 1980년대 이후부터 이러한 불확실성에 대한 중요성이 인식되었고 이를 정량화하기 위한 기법의 하나로 확률론적 해석기법이 제안되었다. 그러나 확률론적 해석기법은 불확실성에 대한 정보를 충분하게 획득할 수 있어 확률변수(random variable)치 확률특성을 정확하게 파악할 수 있다는 가정 하에 그 적용이 가능하다. 또한 불확실성중 공간적인 변동성이나 불균질성에 의한 불확실성은 확률론에 의해 쉽게 정량화될 수 있으나 측정오차나 측정수량의 부족 등에 의해 기인하는 불확실성은 확률론에 의해 다루기 어려운 것이 사실이다. 따라서 이러한 한계점을 보완하기 위해 퍼지집합이론(fuzzy set theory)의 활용이 제안되었다. 본 연구에서는 확률변수를 퍼지 숫자(fuzzy number)로 고려하여 퍼지집합이론을 활용하였고 이를 해석하기 위한 방법으로 몬테카를로기법(Monte Carlo simulation) 기법을 제안하였다. 이것은 퍼지숫자(fuzzy number)를 분석하기 위해 꼭지점(vertex) 기법이나 점추정법(point estimate method, PEM), 일계이차모멘트법(first order second moment method, FOSM)의 기법을 활용하였던 기존의 방법이 대표값만을 이용했던 단점을 보완할 수 있을 것으로 보인다. 제안된 기법의 적용성을 판단하기위해 현장을 선정하여 적용해 보았다. 결정론적 해석 결과 절리군 2는 안전한 것으로 절리군 4는 불안정한 것으로 해석되었다. 반면 확률론적 해석 결과 절리군 2의 경우 29.3%의 파괴확률을, 절리군 4의 경우 73.5%의 파괴확률을 보였다. 본 연구를 통해 제안된 기법을 활용하여 파괴확률을 계산해본 결과 절리군 2의 경우 33.5%, 절리군 4의 경우 73.5%로 확률론 해석기법의 결과와 유사하게 산정되었다. 따라서 본 연구에 의해 제안된 해석기법인 퍼지몬테카를로기법(Fuzzy Monte Carlo simulation) 기법이 이전의 해석결과와 유사한 해석결과를 보여주면서 자료의 분산이 많이 감소했다는 것을 알 수 있다.

• 지능정보연구
• /
• 제4권1호
• /
• pp.133-147
• /
• 1998

Recently, many researchers have been involved in finding deterministic equations which can accurately predict future event, based on chaotic theory, or fractal theory. The theory says that some events which seem very random but internally deterministic can be accurately predicted by fractal equations. In contrast to the conventional methods, such as AR model, MA, model, or ARIMA model, the fractal equation attempts to discover a deterministic order inherent in time series data set. In discovering deterministic order, researchers have found that neural networks are much more effective than the conventional statistical models. Even though prediction accuracy of the network can be different depending on the topological structure and modification of the algorithms, many researchers asserted that the neural network systems outperforms other systems, because of non-linear behaviour of the network models, mechanisms of massive parallel processing, generalization capability based on adaptive learning. However, recent survey shows that prediction accuracy of the forecasting models can be determined by the model structure and data structures. In the experiments based on actual economic data sets, it was found that the prediction accuracy of the neural network model is similar to the performance level of the conventional forecasting model. Especially, for the data set which is deterministically chaotic, the AR model, a conventional statistical model, was not significantly different from the MLP model, a neural network model. This result shows that the forecasting model. This result shows that the forecasting model a, pp.opriate to a prediction task should be selected based on characteristics of the time series data set. Analysis of the characteristics of the data set was performed by fractal analysis, measurement of Hurst index, and measurement of Lyapunov exponents. As a conclusion, a significant difference was not found in forecasting future events for the time series data which is deterministically chaotic, between a conventional forecasting model and a typical neural network model.

• 한국품질경영학회:학술대회논문집
• /
• 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
• /
• pp.189-197
• /
• 1998

The axiomatic hypothesis of the objective distribution of evaluation subjection will be proposed in this paper. On the basis of that, set up the random response model of the expert evaluation system and the quality control principle of expert base. Under this principle, develop the statistical quality control theory of expert base, further; provide the quality improvement technology for expert base.

• 경영과학
• /
• 제28권1호
• /
• pp.159-167
• /
• 2011

The theory of random utility maximization (RUM) defines the probability of an alternative being chosen as the probability of its utility being perceived as higher than those of all the other competing alternatives in the choice set (Marschak 1960). According to this theory, consumers perceive the utility of an alternative not as a constant but as a probability distribution. Over the last two decades, there have been an increasing number of studies on the effect of utility variance on choice probability. The common result of the previous studies is that as the utility variance increases, the effect of the mean value of the utility (the deterministic component of the utility) on choice probability is reduced. This study provides a theoretical investigation on the effect of utility variance on choice probability without any assumptions on the specific forms of probability distributions. This study suggests that without assumptions of the probability distribution functions, firms cannot apply the marketing strategy of maximizing choice probability (or market share), but can only adopt the strategy of maximizing the minimum or maximum value of the expected choice probability. This study applies the Chebyshef inequality and shows how the changes in utility variances affect the maximum of minimum of choice probabilities and provides managerial implications.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제14권6호
• /
• pp.2634-2648
• /
• 2020

In this paper, an adaptive sparse singular value decomposition (ASSVD) algorithm is proposed to estimate the signal matrix when only one data matrix is observed and there is high dimensional white noise, in which we assume that the signal matrix is low-rank and has sparse singular vectors, i.e. it is a simultaneously low-rank and sparse matrix. It is a structured matrix since the non-zero entries are confined on some small blocks. The proposed algorithm estimates the singular values and vectors separable by exploring the structure of singular vectors, in which the recent developments in Random Matrix Theory known as anisotropic Marchenko-Pastur law are used. And then we prove that when the signal is strong in the sense that the signal to noise ratio is above some threshold, our estimator is consistent and outperforms over many state-of-the-art algorithms. Moreover, our estimator is adaptive to the data set and does not require the variance of the noise to be known or estimated. Numerical simulations indicate that ASSVD still works well when the signal matrix is not very sparse.