• Title/Summary/Keyword: renewal

Search Result 925, Processing Time 0.023 seconds

A Renewal Theorem for Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun
    • Journal of the Korean Statistical Society
    • /
    • v.25 no.1
    • /
    • pp.153-159
    • /
    • 1996
  • Sums of independent random variables $S_n = X_1 + X_ + cdots + X_n$ are considered, where the X$_{n}$ are chosen according to a stationary process of distributions. Given the time t .geq. O, let N (t) be the number of indices n for which O < $S_n$ $\geq$ t. In this set up we prove that N (t)/t converges almost surely and in $L^1$ as t longrightarrow $\infty$, which generalizes classical renewal theorem.m.

  • PDF

Analysis of Forward Recurrence Time in Alternating Renewal Process

  • Lee, Eui-Yong;An, Hye-Ran;Choi, Seung-Kyoung
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2002.11a
    • /
    • pp.115-117
    • /
    • 2002
  • In this paper, we obtain an explicit formula of the Laplace transform of the forward recurrence time at finite time t > 0 in an alternating renewal process, by adopting a Markovian approach. As a consequence, we obtain the first two moments of the forward recurrence time.

  • PDF

A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION

  • Tang, Qihe
    • Bulletin of the Korean Mathematical Society
    • /
    • v.40 no.4
    • /
    • pp.663-669
    • /
    • 2003
  • This paper investigates the tail asymptotic behavior of the severity of ruin (the deficit at ruin) in the renewal model. Under the assumption that the tail probability of the claimsize is dominatedly varying, a uniform asymptotic formula for the tail probability of the deficit at ruin is obtained.

Maintenance Limit Renewal Policy for Inferiority System based on Opportunity Cost (기회비용을 고려한 열화시스템의 보전한계갱신정책)

  • 박상민;김연수
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.17 no.32
    • /
    • pp.233-242
    • /
    • 1994
  • This study deals with the derivative adverse minimum for inferiority system depends on continuose operating under infinite planning horizon. This planning will be accomplished by maintenance limit renewal policy in consideration of opportunity cost which affects system by failure during operation periods and expected cost under nomal operation states. By the results, we will be expected incresing total efficiency for the system by optimal renewal policy.

  • PDF

A New Approach to an Inventory with Constant Demand

  • Lee, Eui-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.4
    • /
    • pp.1345-1352
    • /
    • 2008
  • An inventory with constant demand is studied. We adopt a renewal argument to obtain the transient and stationary distribution of the level of the inventory. We show that the stationary distribution can be also derived by making use of either the level crossing technique or the renewal reward theorem. After assigning several managing costs to the inventory, we calculate the long-run average cost per unit time. A numerical example is illustrated to show how we optimize the inventory.

  • PDF

Laplace Transform of Forward Recurrence Time in an Alternating Renewal Process

  • Lee, Eui-Yong;An, Hye-Ran;Park, Seung-Kyoung
    • International Journal of Reliability and Applications
    • /
    • v.3 no.4
    • /
    • pp.199-202
    • /
    • 2002
  • In this paper, we obtain an explicit formula of the Laplace transform of the forward recurrence time at finite time t > 0 in an alternating renewal process, by adopting a Markovian approach. As a consequence, we obtain the first two moments of the forward recurrence time.

  • PDF

A Note on Renewal Reward Process with Fuzzy Rewards

  • Hong, Dug-Hun;Kim, Jeong-Jin;Do, Hae-Young
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.1
    • /
    • pp.165-172
    • /
    • 2005
  • In recently, Popova and Wu(1999) proved a theorem which presents the long-run average fuzzy reward per unit time. In this note, we improve this result. Indeed we will show uniform convergence of a renewal reward processes with respect to the level ${\alpha}$ modeled as a fuzzy random variables.

  • PDF

A Proposal of Modeling Guide of the Unit Space-based Preliminary Cost Estimation in Urban Renewal Mix-Used Development - Case Study on ○○ Transfer Station Complex - (복합용도 개발 도시재생 사업에서의 단위 공간 기반 개산견적 모델링 가이드 제안 - ○○시 ○○역 복합환승센터 사례를 중심으로 -)

  • Kang, Shin-Yeop;Ahn, Jae-Hong;Kim, Ju-Hyung
    • Journal of KIBIM
    • /
    • v.3 no.1
    • /
    • pp.11-20
    • /
    • 2013
  • Mix-used development in urban renewal project is done to effectively utilize the limited downtown. Generally unlike a single project, It features placing a large number of different facilities(residential, commercial, business, cultural, etc.) which is each other organically linked. The purpose of this study is to suggest the method of modeling guide for 3D preliminary cost estimation considering visual and intuitive judgement of space in mix-used development Urban Renewal project. In this research, introducing SME(Standard Module and Element) breakdown structure, FID(Finish Identity) for estimating building space unit-based quantity take off was implemented. It could narrow the discrepancy of opinion between the stakeholders with more accurate cost-estimates, comparing to the traditional methods.

An Analysis Methodology for the Renewal of Internet Portal and a Case (인터넷 포털 리뉴얼 분석 방법론 및 적용 사례)

  • Suh, Woo-Jong;Hong, Jin-Won
    • Journal of Information Technology Applications and Management
    • /
    • v.15 no.4
    • /
    • pp.77-101
    • /
    • 2008
  • The market size of Internet portals has been continuously expanded and also competition has been fierce. For the business success of Internet portals, it is necessary to repeatedly perform a renewal project which improves their services, reflecting more improved or changed strategies. Accordingly, this paper proposes an analysis methodology for performing the renewal project more systematically and effectively. The methodology consists of four phases : establishing improved strategies, analyzing customers, deriving service alternatives, and determining services. The methodology places an emphasis on reflecting effectively customers' standpoints (i.e. customers' needs) and service providers' standpoints (i.e. business strategy) upon service improvement. Furthermore, the methodology includes a specific technique for analyzing the feasibility of services. To demonstrate the practical usefulness of the methodology, a real-life case is illustrated.

  • PDF

Estimation of the Residence Time for Renewal of the East Sea Intermediate Water using MICOM

  • Seung, Young-Ho;Kim, Kuk-Jin
    • Journal of the korean society of oceanography
    • /
    • v.32 no.1
    • /
    • pp.17-27
    • /
    • 1997
  • Miami Isopycnic Coordinate Ocean Model is applied to the East Sea to estimate the renewal time of the upper Intermediate Water The model gives about 10 years of renewal time. Extrapolating this result to the whole water mass below, including the upper Intermediate Water, leads to about 81.4 years of renewal time, which is quite comparable to that obtained by Kim and Kim (1997) based on the recent observations. Deep winter mixing occurs in the north of the basin. The areas of the largest water mass conversion, from the upper mixed to the intermediate below, are along the periphery of the deep mixing zone. Large portion of the renewed Intermediate Water then advects along the Korean and Japanese coasts. It is concluded that the high-oxygen content Intermediate Water found off the Korean coast (Kim and Chung, 1984) is in part locally formed but mostly advected from the deep mixing zone.

  • PDF