• Title/Summary/Keyword: transition probabilities

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On the harris ergodicity of a class of markov processes

  • Lee, Chan-Ho
    • Journal of the Korean Mathematical Society
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    • v.32 no.1
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    • pp.85-92
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    • 1995
  • Supppose ${X_n}$ is a Markov process taking values in some arbitrary state space $(S, F)$ with temporarily homogeneous transition probabilities $p^n(x, A) = P(X_n \in $A\mid$X_0 = x), x \in S, A \in F$. Write $p(x, A) for p^1(x, A)$.

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Markov Chain Monte Carol estimation in Two Successive Occasion Sampling with Radomized Response Model

  • Lee, Kay-O
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.211-224
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    • 2000
  • The Bayes estimation of the proportion in successive occasions sampling with randomized response model is discussed by means of Acceptance Rejection sampling. Bayesian estimation of transition probabilities in two successive occasions is suggested via Markov Chain Monte Carlo algorithm and its applicability is represented in a numerical example.

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Development of Stochastic Markov Process Model for Maintenance of Armor Units of Rubble-Mound Breakwaters (경사제 피복재의 유지관리를 위한 추계학적 Markov 확률모형의 개발)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.2
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    • pp.52-62
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    • 2013
  • A stochastic Markov process (MP) model has been developed for evaluating the probability of failure of the armor unit of rubble-mound breakwaters as a function of time. The mathematical MP model could have been formulated by combining the counting process or renewal process (CP/RP) on the load occurrences with the damage process (DP) on the cumulative damage events, and applied to the armor units of rubble-mound breakwaters. Transition probabilities have been estimated by Monte-Carlo simulation (MCS) technique with the definition of damage level of armor units, and very well satisfies some conditions constrained in the probabilistic and physical views. The probabilities of failure have been also compared and investigated in process of time which have been calculated according to the variations of return period and safety factor being the important variables related to design of armor units of rubble-mound breakwater. In particular, it can be quantitatively found how the prior damage levels can effect on the sequent probabilities of failure. Finally, two types of methodology have been in this study proposed to evaluate straightforwardly the repair times which are indispensable to the maintenance of armor units of rubble-mound breakwaters and shown several simulation results including the cost analyses.

Subsequent application of self-organizing map and hidden Markov models infer community states of stream benthic macroinvertebrates

  • Kim, Dong-Hwan;Nguyen, Tuyen Van;Heo, Muyoung;Chon, Tae-Soo
    • Journal of Ecology and Environment
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    • v.38 no.1
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    • pp.95-107
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    • 2015
  • Because an ecological community consists of diverse species that vary nonlinearly with environmental variability, its dynamics are complex and difficult to analyze. To investigate temporal variations of benthic macroinvertebrate community, we used the community data that were collected at the sampling site in Baenae Stream near Busan, Korea, which is a clean stream with minimum pollution, from July 2006 to July 2013. First, we used a self-organizing map (SOM) to heuristically derive the states that characterizes the biotic condition of the benthic macroinvertebrate communities in forms of time series data. Next, we applied the hidden Markov model (HMM) to fine-tune the states objectively and to obtain the transition probabilities between the states and the emission probabilities that show the connection of the states with observable events such as the number of species, the diversity measured by Shannon entropy, and the biological water quality index (BMWP). While the number of species apparently addressed the state of the community, the diversity reflected the state changes after the HMM training along with seasonal variations in cyclic manners. The BMWP showed clear characterization of events that correspond to the different states based on the emission probabilities. The environmental factors such as temperature and precipitation also indicated the seasonal and cyclic changes according to the HMM. Though the usage of the HMM alone can guarantee the convergence of the training or the precision of the derived states based on field data in this study, the derivation of the states by the SOM that followed the fine-tuning by the HMM well elucidated the states of the community and could serve as an alternative reference system to reveal the ecological structures in stream communities.

An Approximate Analysis of the Queueing Systems with Two Deterministic Heterogeneous Servers

  • 김정섭
    • Journal of the Korean Operations Research and Management Science Society
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    • v.24 no.2
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    • pp.31-39
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    • 1999
  • A new approximation method for finding the steady-state probabilities of the number of customers present in queueing systems with Poisson arrivals and two servers with different deterministic service times with infinite waiting room capacity is developed. The major assumption made for the approximation is that the residual service times of the servers have mutually independent uniform distributions with densities equal to the reciprocals of the respective service times. The method reflects the heterogeneity of the servers only through the ratio of their service times, irrespective of the actual magnitudes and difference. The transition probability matrix is established and the steady-state probabilities are found for a variety of traffic intensities and ratios of the two service times; also the mean number of customers present in the system and in the queue, and server utilizations are found and tabulated. The method was validated by simulation and turned out to be very sharp.

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Performance Analysis of a BRAM (The Broadcast Recognizing Aceess Method) Protocol in a Wireless LAN (무선 근거리 통신망에서의 BRAM(The Broadcast Recognizing Access Method) 프로토콜 성능 분석)

  • 김재현;이종규
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.31A no.1
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    • pp.1-8
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    • 1994
  • In this paper, we have analyzed the performance of a BRAM (The Broadcasting Recognizing Access Method) protocol, as a CSMA/CA (Carrier Sense Multiple Access/Collision Avoidance) scheme, which is widely used in wireles LAN systems. We have selected a Fair BRAM protocol among CSMA/CA schemes, considering the fairness of channel usage and the simplicity of the protocol. We have compared the performance of BRAM protocol to that of CSMA/CD. to research the characteristics of BRAM in wireless LAN system. In order to analyze the performance of this system, we have set up an imbedded Markov chain and calculated state transition probabilities. Then we have calculated steady state probabilities and finally derived the throughput of a Fair BRAM moder. To verify our analysis, we have simulated practical models. Then, we have found that analytic results are very close to simulation ones. Our analysis of the BRAM protocol will be expected to be very helpful to design and evaluate a MAC (Media Access Control) protocol in wireless LAN systems.

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AN INTERACTIVE BUILDING MODELING SYSTEM BASED ON THE LEGO CONCEPT

  • Chen, Sheng-Yi;Lin, Cong-Kai;Tai, Wen-Kai
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2009.01a
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    • pp.128-135
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    • 2009
  • In this paper, we proposed an interactive GUI (Graphical User Interface) system to model buildings with an editable script. Our system also provides probabilistic finite-state machine (PFSM) to define the relationships of sub-models with transformation matrices and transition probabilities for constructing new novel building models automatically. User can not only get various building models by PFSM but also adjust the probabilities of sub-models from PFSM to get desired building models. As shown in the results, the various and vivid building models can be constructed easily and quickly for non-expert users. Besides, user can also edit the script file which is provided by our system to modify the properties directly.

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$^4I_{13/2}longrightarrow^4I_{15/2}$ Radiative Transitions of $Er^{3+}$ in $CaO-Al_2O_3$ Glasses ($CaO-Al_2O_3$계 유리에 함유된 $Er^{3+}$ 이온의 $^4I_{13/2}longrightarrow^4I_{15/2}$ 복사 천이 특성)

  • 원종원;박용완
    • Journal of the Korean Ceramic Society
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    • v.31 no.8
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    • pp.861-868
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    • 1994
  • CaO-Al2O3 glass is a good candidate as optical fiber amplifier and laser. In this study, optical properties for 4I13/2longrightarrow4I15/2 transition of Er3+ ions doped in CaO-Al2O3 glasses were investigated. Optical absorptions, radiative transition probabilities and lifetimes for 4I13/2 level were evaluated by using Judd-Ofelt theory. Also, induced- emmision cross-sections of 4I13/2longrightarrow4I15/2 transition were calculated. Radiative transition probability and lifetime of 4I13/2 level were 144.6s-1, 690$mutextrm{s}$ respectively for 60CaO.40Al2O3 glass(FS0) and 152.6s-1, 660 $mutextrm{s}$ for 54 CaO.36Al2O3.10SiO2 glass (FS10). Each induced-emission cross sections for FS0 and FS10 was 0.749$\times$10-20 $\textrm{cm}^2$, 0.892$\times$10-20 $\textrm{cm}^2$. Obtained values were comparable with those of ZBLA glass studied as optical fiber amplifier and laser material.

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Measurement of the transition probabilities at 394.55 nm for physical vapor deposition of Gd (Gd 증기 증착용 394.55 nm 전이선의 전이확률 측정)

  • 고광훈;정의창;김택수;권덕희;노시표;김철중
    • Proceedings of the Optical Society of Korea Conference
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    • 2002.07a
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    • pp.12-13
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    • 2002
  • 원자력 산업용 중성자 흡수체 제조에 사용되는 Gd 금속증기 발생기에 설치할 목적으로 394.55 nm 전이선의 전이확률을 측정한 결과를 보고한다. 증기 증발률을 장시간 동안 일정한 양으로 유지하기 위해서는 증기밀도가 실시간으로 측정되어야 하고, 이를 위해 반도체 레이저를 광원으로 사용하는 원자흡수 분광계를 제작하고 있다. 전자빔 가열로 발생된 원자빔은 가속된 전자빔과의 충돌에 의하여 가열표면의 온도를 알면 설명할 수 있는 일반적인 원자빔 성질과는 매우 다른 특성을 가지고 있다. (중략)

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Semiparametric Inference for a Multistate Stochastic Survival Model

  • Sung Chil Yeo
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.239-263
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    • 1998
  • In this paper, we consider a multistate survival model which incorporates covariates and contains two illness states and two death states. The underlying stochastic process is assumed to follow nonhomogeneous Markov process. The estimates of survival, transition and competing risks probabilities are given via the methods of partial likelihood and nonparametric maximum likelihood. Our discussion is based on the statistical theory of counting process. An illustration is given to the data of patients in a heart transplant program. The goodness of fit procedures are also discussed to check the adequacy of the model.

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