• Title/Summary/Keyword: steady-state probability

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Steady-state Probabilities under Non-additivity

  • Yoo, Keuk-Ryoul
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.555-564
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    • 1997
  • Uncertainty, which arises when little information is revealed, can be represented by a non-additive probability, while risk is described by an additive one. This paper demonstrates that in the presence of uncertainty a steady state probability exists, which implies that we can estimate an average over a long period even under uncertainty. It is also shown that the steady state probability may not be unique in the presence of uncertainty. This implies that the estimated average under uncertainty is less accurate than under risk.

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The Time Correlation Function Near (and at) a Stable Steady State, When a Chemical System Relaxes from the Unstable Steady State$^*$

  • Lee, Dong-Jae;Ryu, Moon-Hee;Lee, Jong-Myung
    • Bulletin of the Korean Chemical Society
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    • v.6 no.2
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    • pp.91-95
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    • 1985
  • The dynamic properties near (and at) a stable steady state are discussed, when a chemical system relaxes from the unstable steady state. The time-dependent correlation length for the fluctuating variable near a stable steady state is explicitly obtained by introducing the probability average for the variable satisfying the rate equation. The study is carried out about the effect of nonlinearity on the correlation length near (and at) a stable steady state.

Some properties of the regenerative process

  • Shim, Donghee
    • Korean Management Science Review
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    • v.14 no.2
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    • pp.63-68
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    • 1997
  • Limiting probability in the steady state of regenerative process is one of the most useful characteristics. The formula for this limiting probability in the steady state of the regenerative process is presented in this paper. Because this formula is for the general model, it can be applied to many special systems including 2-unit redundant system. An example for this formula is also presented.

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A Study on the Transition Probability Matrix set from a Transfer Line Model (자동 생산라인 모형에서의 Transition Probability Matrix에 관한 연구)

  • No, Hyeong-Min
    • Journal of Korean Institute of Industrial Engineers
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    • v.11 no.2
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    • pp.1-9
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    • 1985
  • In this study, two stage transfer line with limited repair capability is modeled to formulate optimal dynamic repair priority policy. The method of Markov Chains is used to analyze the analytical model of this line. An efficient algorithm is developed, utilizing the block tridiagonal structure of the transition probability matrix, to obtain the steady state probabilities and system performance measures, such as the steady state production rate of the line and the average in-process inventory in the interstage buffer.

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On the Transition between Stable Steady States in a Model of Biochemical System with Positive Feedback

  • Kim, Cheol-Ju;Lee, Dong-Jae;Shin, Kook-Joe
    • Bulletin of the Korean Chemical Society
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    • v.11 no.6
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    • pp.557-560
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    • 1990
  • The transition from one stable steady state branch to another stable steady state branch in a simple metabolic system with positive feedback is discussed with the aid of the bimodal Gaussian probability distribution method. Fluctuations lead to transitions from one stable steady state branch to the other, so that the bimodal Gaussian evolves to a new distribution. We also obtain the fractional occupancies in the two stable steady states in terms of a parameter characterizing conditions of the system.

Proposal of Approximation Analysis Method for GI/G/1 Queueing System

  • Kong, Fangfang;Nakase, Ippei;Arizono, Ikuo;Takemoto, Yasuhiko
    • Industrial Engineering and Management Systems
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    • v.7 no.2
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    • pp.143-149
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    • 2008
  • There have been some approximation analysis methods for a GI/G/1 queueing system. As one of them, an approximation technique for the steady-state probability in the GI/G/1 queueing system based on the iteration numerical calculation has been proposed. As another one, an approximation formula of the average queue length in the GI/G/1 queueing system by using the diffusion approximation or the heuristics extended diffusion approximation has been developed. In this article, an approximation technique in order to analyze the GI/G/1 queueing system is considered and then the formulae of both the steady-state probability and the average queue length in the GI/G/1 queueing system are proposed. Through some numerical examples by the proposed technique, the existing approximation methods, and the Monte Carlo simulation, the effectiveness of the proposed approximation technique is verified.

ON M/M/3/3 RETRIAL QUEUEING SYSTEM

  • KIM, YEONG CHEOL
    • Honam Mathematical Journal
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    • v.17 no.1
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    • pp.141-147
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    • 1995
  • We find a method finding the steady-state probabilities of M/M/3/3 retrial queueing system.

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Analysis of Failure Probabilities of Pipes in Nuclear Power Plants due to Stress Corrosion Cracking (원자력 발전소 배관의 응력부식에 의한 파손확률 해석)

  • Park, Jai-Hak;Lee, Jae-Bong;Choi, Young-Hwan
    • Journal of the Korean Society of Safety
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    • v.26 no.2
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    • pp.6-12
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    • 2011
  • The failure probabilities of pipes in nuclear power plants due to stress corrosion are obtained using the P-PIE program, which is developed for evaluating failure probability of pipes based on the existing PRAISE program. Leak, big leak and LOCA(loss of coolant accident) probabilities are calculated as a function of operating time for several pipes in a domestic nuclear plant. The sensitivity analysis is also performed to find out the important parameters for the failure of pipes due to stress corrosion. The results show that the steady state oxygen concentration and steady state temperature are important parameters and failure probability is very low when the oxygen concentration is maintained according to the regulation.

Evaluation of Piping Failure Probability of Reactor Coolant System in Kori Unit 1 Considering Stress Corrosion Cracking (응력부식균열을 고려한 고리 1호기 원자로냉각재계통의 배관 파손확률 평가)

  • Park, Jeong Soon;Choi, Young Hwan;Park, Jae Hak
    • Transactions of the Korean Society of Pressure Vessels and Piping
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    • v.6 no.1
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    • pp.43-49
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    • 2010
  • The piping failure probability of the reactor coolant system in Kori unit 1 was evaluated considering stress corrosion cracking. The P-PIE program (Probabilistic Piping Integrity Evaluation Program) developed in this study was used in the analysis. The effect of some variables such as oxygen concentration during start up and steady state operation, and operating temperature, which are related with stress corrosion cracking, on the piping failure probabilities was investigated. The effects of leak detection capability, the size of big leak, piping loops, and reactor types on the piping failure probability were also investigated. The results show that (1) LOCA (loss of coolant accident) probability of Kori unit 1 is extremely low, (2) leak probability is sensitive to oxygen concentration during steady state operation and operating temperature, while not sensitive to the oxygen concentration during start up, and (3) the piping thickness and operating temperature play important roles in the leak probabilities of the cold leg in 4 reactor types having same inner diameter.

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Uncertainty Analysis of Dynamic Thermal Rating of Overhead Transmission Line

  • Zhou, Xing;Wang, Yanling;Zhou, Xiaofeng;Tao, Weihua;Niu, Zhiqiang;Qu, Ailing
    • Journal of Information Processing Systems
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    • v.15 no.2
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    • pp.331-343
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    • 2019
  • Dynamic thermal rating of the overhead transmission lines is affected by many uncertain factors. The ambient temperature, wind speed and wind direction are the main sources of uncertainty. Measurement uncertainty is an important parameter to evaluate the reliability of measurement results. This paper presents the uncertainty analysis based on Monte Carlo. On the basis of establishing the mathematical model and setting the probability density function of the input parameter value, the probability density function of the output value is determined by probability distribution random sampling. Through the calculation and analysis of the transient thermal balance equation and the steady- state thermal balance equation, the steady-state current carrying capacity, the transient current carrying capacity, the standard uncertainty and the probability distribution of the minimum and maximum values of the conductor under 95% confidence interval are obtained. The simulation results indicate that Monte Carlo method can decrease the computational complexity, speed up the calculation, and increase the validity and reliability of the uncertainty evaluation.