• Journal of applied mathematics & informatics
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• 제30권3_4호
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• pp.541-553
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• 2012

In this paper, we study some limit properties of the harmonic mean of random transition probability for a second-order nonhomogeneous Markov chain on the generalized gambling system indexed by a tree by constructing a nonnegative martingale. As corollary, we obtain the property of the harmonic mean and the arithmetic mean of random transition probability for a second-order nonhomogeneous Markov chain indexed by a double root tree.

• 대한수학회지
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• 제33권4호
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• pp.983-992
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• 1996

Let p(x, dy) be a transition probability function on $(S, \rho)$, where S is a complete separable metric space. Then a Markov process $X_n$ which has p(x, dy) as its transition probability may be generated by random iterations of the form $X_{n+1} = f(X_n, \varepsilon_{n+1})$, where $\varepsilon_n$ is a sequence of independent and identically distributed random variables (See, e.g., Kifer(1986), Bhattacharya and Waymire(1990)).

• 한국전자파학회논문지
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• 제26권11호
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• pp.999-1011
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• 2015

전자전(Electronic Warfare) 상황에서 레이다는 재머에 의해 전파교란공격(ECM: Electronic Counter Measures)을 받게 된다. Linear-FM 신호는 도플러 특성이 우수하고, 신호의 구현이 용이하여 레이다에서 주로 사용되어 왔지만, 반복된 패턴에 의해 피탐 확률이 높고, 신호 특성변수 추정이 가능하여 기만재밍에 취약하다. 최근 제안된 APCN(Advanced Pulse Compression Noise) 신호는 랜덤 진폭과 랜덤 위상코드로 이루어진 신호로서, 저피탐 성능이 우수한 신호이다. 하지만, APCN 신호를 비롯한 일반적인 위상코드 신호는 도플러 특성이 좋지 않으므로, 주파수 천이에 의해 신호수신 성능이 저하될 수 있다. 따라서 본 논문에서는 도플러 특성을 개선하기 위한 방안으로 랜덤 위상천이 및 부호율 천이(RPCR: Random Phase and Code Rate transition) 레이다 신호 파형을 제안하고, 도플러 성능과 저피탐 성능을 분석하였다. Ambiguity 함수를 이용하여 부호율 천이에 의한 도플러 특성 개선을 제시하며, WHT(Wigner-Hough Transform)을 이용한 신호 특성 변수 추정 실험을 통해 RPCR 신호의 저피탐 성능을 분석하고, 전파교란대응책(ECCM: Electronic Counter Counter Measures)으로의 가능성을 확인한다.

• 정보보호학회논문지
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• 제10권3호
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• pp.29-36
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• 2000

It is very import role to increase communication quality that fast detection of random sequence synchronization fail in synchronous stream cipher system using initial synchronization mode. Generally it sends additional information to detect random sequency synchronization fail. But we can't transmit additional informations to decide synchronization fail in a system using RMVD to correct channel error. In this paper we propose a method to detect synchronization fail in the receiver even though a system using RMVD has no margin to send additional information, For detecting random sequency synchronization fail we decipher receiver data analyze probability of transition rate for pre-determined period and decide synchronization fail using calculated transition rate probability. This proposed method is fast very reliable and robust in noisy channel and is easily implemented with hardware.

• International Journal of Naval Architecture and Ocean Engineering
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• 제2권3호
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• pp.119-126
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• 2010

The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

• 한국연소학회:학술대회논문집
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• 한국연소학회 2004년도 제28회 KOSCO SYMPOSIUM 논문집
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• pp.102-111
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• 2004

Partial quenching structure of turbulent diffusion flames in a turbulent mixing layer is investigated by the method of flame hole dynamics to develope a prediction model for the turbulent lift off. The present study is specifically aimed to remedy the problem of the stiff transition of the conditioned partial burning probability across the crossover condition by adopting level-set method which describes propagating or retreating flame front with specified propagation speed. In light of the level-set simulations with two model problems for the propagation speed, the stabilizing conditions for a turbulent lifted flame are suggested. The flame hole dynamics combined with level-set method yields a temporally evolving turbulent extinction process and its partial quenching characteristics is compared with the results of the previous model employing the flame-hole random walk mapping. The probability to encounter reacting' state, conditioned with scalar dissipation rate, demonstrated that the conditional probability has a rather gradual transition across the crossover scalar dissipation rate in contrast to the stiff transition of resulted from the flame-hole random walk mapping and could be attributed to the finite response of the flame edge propagation.

• Bulletin of the Korean Chemical Society
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• 제14권1호
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• pp.95-100
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• 1993

A noise-induced transition is presented for a bistable system subjected to a multiplicative random force, which is singular at the unstable state. The stationary probability distribution is obtained from the Fokker-Planck equation and the effects of the singularity is analyzed. On the basis of noise-induced phase transition with Gaussian white noise, the relaxation time and the transition rate of the system are evaluated up to the first order correction of D. In the parameter region v < l, the transition rates decrease as the exponent v goes to 1 and as the coefficient of the linear term of the kinetic equation increases.

• International Journal of Control, Automation, and Systems
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• 제6권1호
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• pp.109-118
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• 2008

We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.

• Bulletin of the Korean Chemical Society
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• 제15권8호
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• pp.631-636
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• 1994

For the Schlogl model with the second order transition under the influence of the multiplicative noise singular at the unstable steady state, the detailed discussions are presented for various kinds of stochastic phenomena, suchas the effects of parameters on stationary probability distribution, noise-induced phase transitions and escape rate.

• 한국연소학회지
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• 제9권2호
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• pp.18-29
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• 2004

Partial quenching structure of diffusion flames in a turbulent mixing layer has been investigated by the method of flame hole dynamics in oder to develope a prediction model for the phenomenon of turbulent flame lift off. The present study is specifically aimed to remedy the shortcoming of the stiff transition of the conditioned partial burning probability across the crossover condition by employing the level-set method which enables us to include the effect of finite flame edge propagation speed. In light of the level-set simulation results with two models for the edge propagation speed, the stabilizing conditions for turbulent lifted flame are suggested. The flame hole dynamics combined with the level-set method yields a temporally evolving turbulent extinction process and its partial quenching characteristics is compared with the results of the previous model employing the flame-hole random walk mapping based on three critical scalar dissipation rates. The probability to encounter reacting state, conditioned with scalar dissipation rate, demonstrated that the conditional probability has a rather gradual transition across the crossover scalar dissipation rate. Such a smooth transition is attributed to the finite response of the flame edge propagation.