• Journal of Communications and Networks
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• v.9 no.1
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• pp.67-74
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• 2007

The performance of dual diversity receivers operating over correlated Ricean fading channels is analyzed. Using a previously derived rapidly converging infinite series representation for the bivariate Ricean probability density function, analytical expressions for the statistics of dual-branch selection combining, maximal-ratio combining, and equal-gain combining output signal-to-noise ratio (SNR) are derived. These expressions are employed to obtain novel analytical formulae for the average output SNR, amount of fading, average bit error probability, and outage probability. The proposed mathematical analysis is used to study various novel performance evaluation results with parameters of interest the fading severity, average input SNRs, and the correlation coefficient. The series convergence rate is also examined verifying the fast convergence of the analytical expressions. The accuracy of most of the theoretical performance evaluation results are validated by means of computer simulations.

• ETRI Journal
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• v.40 no.5
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• pp.624-633
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• 2018

Fair bandwidth allocation (FBA) has been studied in optical burst switching (OBS) networks, with the main idea being to map the max-min fairness in traditional IP networks to the fair-loss probability in OBS networks. This approach has proven to be fair in terms of the bandwidth allocation for differential connections, but the use of the ErlangB formula to calculate the theoretical loss probability has made this approach applicable only to Poisson flows. Furthermore, it is necessary to have a reasonable fairness measure to evaluate FBA models. This article proposes an approach involving throughput-based-FBA, called TFBA, and recommends a new fairness measure that is based on the ratio of the actual throughput to the allocated bandwidth. An analytical model for the performance of the output link with TFBA is also proposed.

• Communications for Statistical Applications and Methods
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• v.28 no.3
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• pp.251-265
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• 2021

This paper discusses the pricing of autocallable structured product with knock-in (KI) feature using the exit probability with the Brownian Bridge technique. The explicit pricing formula of autocallable ELS derived in the existing paper handles the part including the minimum of the Brownian motion using the inclusion-exclusion principle. This has the disadvantage that the pricing formula is complicate because of the probability with minimum value and the computational volume increases dramatically as the number of autocall chances increases. To solve this problem, we applied an efficient and robust simulation method called the Brownian Bridge technique, which provides the probability of touching the predetermined barrier when the initial and terminal values of the process following the Brownian motion in a certain interval are specified. We rewrite the existing pricing formula and provide a brief theoretical background and computational algorithm for the technique. We also provide several numerical examples computed in three different ways: explicit pricing formula, the Crude Monte Carlo simulation method and the Brownian Bridge technique.

• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.383-395
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• 1997

This paper proves that the standard bootstrap approximation for the least absolute deviation (LAD) estimate of .beta. in AR(1) processes with infinite variance error terms is asymptotically valid in probability when the bootstrap resample size is much smaller than the original sample size. The theoretical validity results are supported by simulation studies.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.1
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• pp.253-271
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• 2017

In this paper, considering that perfect channel state information (CSI) is hard to achieve in practice, the downlink capacity of distributed antenna systems (DAS) with imperfect CSI and multiple receive antennas is investigated over composite Rayleigh fading channel. According to the performance analysis, using the numerical calculation, the probability density function (PDF) of the effective output SNR is derived. With this PDF, accurate closed-form expressions of ergodic capacity and outage probability of DAS with imperfect CSI are, respectively, obtained, and they include the ones under perfect CSI as special cases. Besides, the outage capacity of DAS in the presence of imperfect CSI is also derived, and a Newton's method based practical iterative algorithm is proposed to find the accurate outage capacity. By utilizing the Gaussian distribution approximation, another approximate closed-form expression of outage capacity is also derived, and it may simplify the calculation of accurate outage capacity. These theoretical expressions can provide good performance evaluation for downlink DAS for both perfect and imperfect CSI. Simulation results verify the effectiveness of the theoretical analysis, and the system capacity can be improved by increasing the receive antennas, and decreasing the estimation error or path loss. Moreover, the system can tolerate the estimation error variance up to about 0.01 with a slight degradation in the capacity.

• Wind and Structures
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• v.36 no.2
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• pp.133-147
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• 2023

The random vibration of saddle membrane structures under wind load is studied theoretically and experimentally. First, the nonlinear random vibration differential equations of saddle membrane structures under wind loads are established based on von Karman's large deflection theory, thin shell theory and potential flow theory. The probabilistic density function (PDF) and its corresponding statistical parameters of the displacement response of membrane structure are obtained by using the diffusion process theory and the Fokker Planck Kolmogorov equation method (FPK) to solve the equation. Furthermore, a wind tunnel test is carried out to obtain the displacement time history data of the test model under wind load, and the statistical characteristics of the displacement time history of the prototype model are obtained by similarity theory and probability statistics method. Finally, the rationality of the theoretical model is verified by comparing the experimental model with the theoretical model. The results show that the theoretical model agrees with the experimental model, and the random vibration response can be effectively reduced by increasing the initial pretension force and the rise-span ratio within a certain range. The research methods can provide a theoretical reference for the random vibration of the membrane structure, and also be the foundation of structural reliability of membrane structure based on wind-induced response.

• Computers and Concrete
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• v.11 no.3
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• pp.223-236
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• 2013

Self-healing (SH) technology of cracking is becoming a promising solution to improve the durability of cement based composites. However, little formula are available in the literature on determining the size and dosage of the self-healing capsules. Supposed that SH capsules will be broken and activated when they met cracks, a theoretical solution is developed to calculate the appropriate length of SH capsules based on Buffon's needle model. Afterwards, a method to calculate the dosage of capsules was proposed in terms of stereological theory. The reliability of the above mentioned theoretical methods was verified by computer simulation. An experiment of self-healing in mortar was performed as well, by which the theoretical models were verified.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.937-942
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• 2009

In this paper, a continuous-time risk process in an insurance business is considered, where the premium rate is constant and the claim process forms a compound Poisson process. We say that a ruin occurs if the surplus of the risk process becomes negative. It is practically impossible to calculate analytically the ruin probability because the theoretical formula of the ruin probability contains the recursive convolutions and infinite sum. Hence, many authors have suggested approximation formulas of the ruin probability. We introduce a new approximation formula of the ruin probability which extends the well-known De Vylder's and exponential approximation formulas. We compare our approximation formula with the existing ones and show numerically that our approximation formula gives closer values to the true ruin probability in most cases.

• Journal of Communications and Networks
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• v.11 no.2
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• pp.122-133
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• 2009

As wireless spectrum resources become more scarce while some portions of frequency bands suffer from low utilization, the design of cognitive radio (CR) has recently been urged, which allows opportunistic usage of licensed bands for secondary users without interference with primary users. Spectrum sensing is fundamental for a secondary user to find a specific available spectrum hole. Cooperative spectrum sensing is more accurate and more widely used since it obtains helpful reports from nodes in different locations. However, if some nodes are compromised and report false sensing data to the fusion center on purpose, the accuracy of decisions made by the fusion center can be heavily impaired. Weighted sequential probability ratio test (WSPRT), based on a credit evaluation system to restrict damage caused by malicious nodes, was proposed to address such a spectrum sensing data falsification (SSDF) attack at the price of introducing four times more sampling numbers. In this paper, we propose two new schemes, named enhanced weighted sequential probability ratio test (EWSPRT) and enhanced weighted sequential zero/one test (EWSZOT), which are robust against SSDF attack. By incorporating a new weight module and a new test module, both schemes have much less sampling numbers than WSPRT. Simulation results show that when holding comparable error rates, the numbers of EWSPRT and EWSZOT are 40% and 75% lower than WSPRT, respectively. We also provide theoretical analysis models to support the performance improvement estimates of the new schemes.

• Computers and Concrete
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• v.21 no.3
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• pp.291-298
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• 2018

In this study, the flexural fatigue performance of concrete beams made with 100% Coarse Recycled Concrete Aggregates (RCA) and 100% Coarse Natural Aggregates (NA) were statistically commanded. For this purpose, the experimental fatigue test results of earlier researcher were investigated using two parameter Weibull distribution. The shape and scale parameters of Weibull distribution function was evaluated using seven numerical methods namely, Graphical method (GM), Least-Squares (LS) regression of Y on X, Least-Squares (LS) regression of X on Y, Empherical Method of Lysen (EML), Mean Standard Deviation Method (MSDM), Energy Pattern Factor Method (EPFM) and Method of Moments (MOM). The average of Weibull parameters was used to incorporate survival probability into stress (S)-fatigue life (N) relationships. Based on the Weibull theory, as single and double logarithm fatigue equations for RCA and NA under different survival probability were provided. The results revealed that, by considering 0.9 level survival probability, the theoretical stress level corresponding to a fatigue failure number equal to one million cycle, decreases by 8.77% (calculated using single-logarithm fatigue equation) and 6.62% (calculated using double logarithm fatigue equation) in RCA when compared to NA concrete.