• 제목/요약/키워드: renewal equation

검색결과 17건 처리시간 0.021초

A MARKOVIAN APPROACH TO THE FORWARD RECURRENCE TIME IN THE RENEWAL PROCESS

  • Kim, Jong-Woo;Lee, Eui-Yong;Shim, Gyoo-Cheol
    • Journal of the Korean Statistical Society
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    • 제33권3호
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    • pp.299-302
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    • 2004
  • A Markovian approach is introduced to find the Laplace transform of the forward recurrence time in the renewal process at finite time t > 0. Until now, most works on the forward recurrence time have been done through renewal arguments.

토양의 침식과 보존에 관한 이론적 분석 1. 토양의 생성과 침식 (The Theoretical Analyses of the Soil Erosion and Conservation 1. The Soil Renewal and Erosion)

  • 장남기
    • 아시안잔디학회지
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    • 제10권1호
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    • pp.21-29
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    • 1996
  • The mathematical expression in the forest and grassland soils to express the general concepts involved in such terms "a soil erosion and soil renewal. " The net addition rate in the forest and grassland soils are represented by an equation of $(S_{rb}-S_{ra})-(S_{eb}-S_{ea})={\int}_a^bR(m, cl, re, b, t )dt-{\int}E(w, r, cl, re, ch, b, t)dt{\gtreqqless}0$ where $S_r$, is renewal soil, $S_e$ is soil erosion, and variable factors are m =parent material of soil, cl=climate, re=relief or topography, ch=soil characteristics, r=rain or water, w=wind, b=biota, and t = time.

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CENTRAL LIMT THEOREMS FOR MULTITYPE AGE-DEPENDENT BRANCHING PROCESSES

  • Kang, Hye-Jeong
    • 대한수학회지
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    • 제36권6호
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    • pp.1115-1132
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    • 1999
  • We consider a supercritical multitype age dependent branching process. We define a stochastic process Zf(t) which is a functional of the empirical age distribution. When the limit of the expectation of this functional vanishes we4 find some sufficient conditions for the asymptotic normality of the mean of f with respect to the empirical age distribution at time t.

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A Compound Poisson Risk Model with a Two-Step Premium Rule

  • Song, Mi Jung;Lee, Jiyeon
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.377-385
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    • 2013
  • We consider a compound Poisson risk model in which the premium rate changes when the surplus exceeds a threshold. The explicit form of the ruin probability for the risk model is obtained by deriving and using the overflow probability of the workload process in the corresponding M/G/1 queueing model.

도시정비사업에서 조합원 입주부담금 결정요인의 영향력 분석 (Influence Analysis of Determinants on Member's Payment in Urban Renewal Project)

  • 김성희
    • 한국산학기술학회논문지
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    • 제16권11호
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    • pp.7690-7697
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    • 2015
  • 본 연구는 사업시행의 핵심요인이라 할 수 있는 경제적 측면에서 조합원의 실질적인 입주부담금에 영향을 미치는 개별요인들의 구조적 인과구조를 밝히고, 모의실험과 실증분석을 통해 그 영향력을 파악하고자 하였다. 분석결과 첫째, 조합원의 실질적인 입주부담금은 조합원에게 적용되는 특별분양가와 일반분양가와의 차익 및 관리처분계획 인가 시점과 입주 시점의 시차에 의해 발생하는 시세차익을 반영하여 결정되는 것으로 나타났다. 둘째, 조합원의 실질적 입주부담금에 영향을 미치는 개별요인들의 민감도를 분석한 결과, 사업구역에 적용되는 계획용적률이 가장 큰 영향을 미치는 것으로 나타났다. 또한 사업구역 내 기반시설 설치 시 비용분담 주체에 따라서도 조합원의 입주부담금은 크게 영향을 받는 것으로 분석되었다. 셋째, 조합원 입주부담금 결정요인들 간의 인과관계를 기초로 구조모형을 설정하고, 이를 구조방정식모형(SEM)을 이용하여 개별요인들이 미치는 영향경로와 영향력을 실증적으로 살펴보았는데 규제요소 및 지역특성요소가 계획요소를 매개로 하여 입주부담금에 영향을 미치는 구조를 나타내었다.

산림관리에 따른 기초지자체 규모의 탄소중립 가능성 평가 - 파주시와 고성군을 대상으로 - (Carbon neutrality potentials in local governments under different forest management - The Study Case of Paju and Goseong -)

  • 이도형;최혜영;김주영;정유경;길승호
    • 한국환경복원기술학회지
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    • 제25권3호
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    • pp.17-28
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    • 2022
  • We evaluated the effect of CO2 offsetting by estimating changes in carbon uptake under various forest management scenarios and proposed forest management strategies to achieve carbon neutrality. Paju and Goseong, which have relatively large forest areas but different industrial characteristics, were selected for the study sites. The current state of forest distribution was analyzed using forest type maps and aerial photographs, and the amount of carbon uptake was calculated using the equation presented by the IPCC Guidelines for National Greenhouse Gas Inventories and the national emission/absorption coefficients from the Korea National Greenhouse Gas Inventory Report. As of 2015, the forest carbon absorption in Paju and Goseong was 49,931 t/yr and 94,225 t/yr, respectively, and the annual carbon absorption per unit area was 2.28 t/ha/yr and 2.16 t/ha/yr. Under the forest management scenarios, the annual maximum carbon absorption per unit area is estimated to increase to 5.68 t/ha/yr in Paju and 4.22 t/ha/yr in Goseong, and this absorption would increase further if urban forests were additionally created. Even if the current forests of Paju and Goseong are maintained as they are, emissions from electricity use can be sufficiently offset. However, by applying appropriate forest management strategies, emissions from sectors other than electricity use could be offset. This study can be applied to the establishment of carbon absorption strategies in the forest sector to achieve carbon neutrality.

Nonclassical Chemical Kinetics for Description of Chemical Fluctuation in a Dynamically Heterogeneous Biological System

  • Lim, Yu-Rim;Park, Seong-Jun;Lee, Sang-Youb;Sung, Jae-Young
    • Bulletin of the Korean Chemical Society
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    • 제33권3호
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    • pp.963-970
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    • 2012
  • We review novel chemical kinetics proposed for quantitative description of fluctuations in reaction times and in the number of product molecules in a heterogeneous biological system, and discuss quantitative interpretation of randomness parameter data in enzymatic turnover times of ${\beta}$-galactosidase. We discuss generalization of renewal theory for description of chemical fluctuation in product level in a multistep biopolymer reaction occurring in a dynamically heterogeneous environment. New stochastic simulation results are presented for the chemical fluctuation of a dynamically heterogeneous reaction system, which clearly show the effects of the initial state distribution on the chemical fluctuation. Our stochastic simulation results are found to be in good agreement with predictions of the analytic results obtained from the generalized master equation.

ON THE PROBABILITY OF RUIN IN A CONTINUOUS RISK MODEL WITH DELAYED CLAIMS

  • Zou, Wei;Xie, Jie-Hua
    • 대한수학회지
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    • 제50권1호
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    • pp.111-125
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    • 2013
  • In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouch$\acute{e}$'s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.

A Random Shock Model for a Linearly Deteriorating System

  • Lee, Ji-Yeon;Lee, Eui-Young
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.471-479
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    • 1995
  • A random shock model for a linearly deteriorating system is introduced. The system deteriorating linearly with time is subject to random shocks which arrive according to a Poisson process and decrease the state of the system by a random amount. The system is repaired by a repairmen arriving according to another Poisson process if the state when he arrives is below a threshold. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t) if X(t) is over the threshold. The stationary case is briefly discussed.

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목재산업진흥 종합계획에 따른 목재공급 전망 (Outlook of the timber supply to the wood industry buildup master plan)

  • 이상민;김경덕
    • 한국산학기술학회논문지
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    • 제16권3호
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    • pp.1715-1724
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    • 2015
  • 이 연구는 정부의 목재산업진흥 종합계획에 기초하여 장기적인 산림의 영급구조 변화와 국내재 공급 가능성에 대해 살펴보았다. 목재는 주벌과 수종갱신, 피해지 벌채, 솎아베기 등을 통하여서만 공급된다고 가정하였다. 영급별 면적의 동태적인 변화를 추정하기 위하여 코호트 관계식을 이용하였다. 2010년 전체 시업지의 7.7%에 불과하던 6영급 면적이 크게 증가하여 2100년에는 약 73% 정도를 차지할 것으로 분석되었다. 반면 다른 영급의 면적은 5.3~5.6%의 분포를 나타낼 것으로 전망된다. 목재공급에 있어서는 주벌에 의한 생산이 93~95%를 차지할 것으로 예상된다. 2영급과 3영급의 면적에 좌우되는 솎아베기 생산량은 면적의 감소와 함께 점진적으로 줄어들 것으로 예상된다. 국내재 예상 공급을 선행연구 결과로 제시된 국내재 예상 수요와 비교하여 자급률을 계산한 결과 2050년에 83% 정도 될 것으로 예상된다.