• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.491-501
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• 2006

We consider a multiple change point model with autoregressive conditional heteroscedasticity (ARCH). The model assumes that all or the part of the parameters in the ARCH equation change over time. The occurrence of the change points is modelled as the discrete time Markov process with unknown transition probabilities. The model is estimated by Markov chain Monte Carlo methods based on the approach of Chib (1998). Simulation is performed using a variant of perfect sampling algorithm to achieve the accuracy and efficiency. We apply the proposed model to the simulated data for verifying the usefulness of the model.

• 제어로봇시스템학회:학술대회논문집
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• 1990.10b
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• pp.1234-1239
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• 1990

In this paper, we propose a new type of decentralized learning automata for the control finite state Markov chains with unknown transition probabilities and rewards. In our scheme a .betha.-type learning automaton is associated with each state in which two or more actions(desisions) are available. In this decentralized learning automata system, each learning automaton operates, requiring only local information, to improve its performance under local environment. From simulation results, it is shown that the decentralized learning automata will converge to the optimal policy that produces the most highly total expected reward with discounting in all initiall states.

• Journal of Korean Institute of Industrial Engineers
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• v.34 no.3
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• pp.308-317
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• 2008

This research investigates economic characteristics of 2 of 2 runs rules under the Shewhart $\bar{X}$ control chart scheme. A Markov chain approach is employed in order to calculate the in-control average run length (ARL) and the average length of analysis cycle. States of the process are defined according to the process conditions at sampling time and transition probabilities are derived from the state definitions. A steady state cost function is constructed based on the Lorezen and Vance(1986) model. Numerical examples show that 2 of 2 runs rules are economically superior to the Shewhart $\bar{X}$ chart in many cases.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.6 no.4
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• pp.989-1005
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• 2012

In this paper, throughput of IEEE 802.11 carrier-sense multiple access (CSMA) with collision-avoidance (CA) protocols in non-saturated traffic conditions is presented taking into account the impact of imperfect channel sensing. The imperfect channel sensing includes both missed-detection and false alarm and their impact on the utilization of IEEE 802.11 analyzed and expressed as a closed form. To include the imperfect channel sensing at the physical layer, we modified the state transition probabilities of well-known two state Markov process model. Simulation results closely match the theoretical expressions confirming the effectiveness of the proposed model. Based on both theoretical and simulated results, the choice of the best probability detection while maintaining probability of false alarm is less than 0.5 is a key factor for maximizing utilization of IEEE 802.11.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.6 no.8
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• pp.93-103
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• 1983

In this paper, we study an optimal service policy of the M/M/2/K queueing system with two types of customers. The incurred costs consist of waiting cost, service cost and incurred costs consist of waiting cost, service cut and changeover cost. The changeover cost occurs when a server who assigned to serve a particular type of customers reassigned to the other types of customers. Two servers serve two types of customers who arrive to the two separate queues. The two types of customers differ in respect of their arrival rate, service rate, waiting cost, and service cost. The servers require a policy, for determining when they should change their service type, which minimizes the long run expected total cost. The policy is obtained by a Markov decision process model that consists of a finite number of states and actions. In order to find the optimal service policy, we define states and actions of the system, compute onestep transition probabilities, and apply to the successive approximations algorithm.

• Journal of the Korean Chemical Society
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• v.18 no.1
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• pp.12-24
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• 1974

The importance of rotational transitions in the vibrational deexcitation of HF(1${\rightarrow}$0) in HF+Ar collisions has been investigated by a semiclassical three-dimensional approach. Because of the inclusion of rotational transitions, this study gives vibrational transition probabilities which are very large compared to results of conventional vibration-to-translation energy transfer theories. Currently available experimental studies suggest that this effect is important and has to be included in rigorous calculations.

• Journal of the Korea Institute of Military Science and Technology
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• v.8 no.3 s.22
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• pp.24-32
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• 2005

This paper describes the tracking filter performance for Naval Gun Ballistic Computation Unit(BCU). BCU needs tracing filter for gun firing. Using data of tracking sensor, BCU calculates the future position of Target and Gun order in the time of flight. In this paper, tracing filter is designed with interacting multiple model(IMM). The tracking algorithm based on the IMM requirers a considerable number of sub-model for the various maneuvering target in order to have a good performance. But, in the case of ship target, the maneuvering is restricted compared with the air target. Considering the maneuvering properties and adjusting the mode transition probabilities and the process noise of sub-model, We designed the IMM3 algorithm for Naval tracking filter with three sub-model.

• Bulletin of the Korean Chemical Society
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• v.7 no.2
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• pp.108-110
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• 1986

The solution epr spectra of ${\alpha}-1,2,3-[H_nPV(IV)V_2W_9O_{40}]^{(7-n)-}$were measured at various pH and three protonated species have been identified. The spectrum of $H_3PV(IV)Ⅴ_2$ consisting of 8 lines indicates that the V-OH-V bridge prevents effectively the electron transfer between the vanadium atoms. The spectrum of $H_2PV(IV)V_2$ consisting of 15 lines can be interpreted by assuming that the electron is hopping fast between the two vanadium atoms in the V-O-V sequence. The multi-line spectrum of $HPV(IV)V_2$ is interpreted as a poorly resolved 43-line spectrum which originates from the electron hopping among the three vanadium atoms with the forward and backward transition probabilities of 4:1 in the OH-V-O-V sequence.

• Bulletin of the Korean Chemical Society
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• v.8 no.5
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• pp.384-388
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• 1987

Modified Bloch equations were used to simulate the solution EPR spectra of mixed-valence heteropolyanions containing vanadium(IV) and vanadium(V). Simulated are the 15-, 22-, 36- and 43-line spectra of $\alpha$-1,2-$[PV(IV)VW_{10})O_{40}]^{6-},\;[P_2V(IV)V_2W_{15}O_{62}]^{10-},\;[HP_2V(IV)V_2W_{15}O_{62}]^{9-}$ and $\alpha$-1,2,3-$[HSiV(IV)V_2W_9O_{40}]^{7-}$, respectively. The transition probabilities for the intramolecular electron transfer were determined from the simulations.

• Bulletin of the Korean Chemical Society
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• v.12 no.4
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• pp.387-392
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• 1991

We present a theoretical investigation of the inelastic atom-surface phonon scattering for a model He-Si(100) system by the classical trajectory-quantum forced oscillator(DECENT) method. Single and multi-phonon transition probabilities of normal modes are calculated for several initial beam orientations and several initial kinetic energies. In order to understand surface structure effects, the calculation has been done on both reconstructed and unreconstructed surfaces of the He/Si(100) system. The origin of mode specificity for energy transfer is discussed. The contribution of one, two, and multi-phonon events to the total energy transfer between 0 and 600 K is also given.