• Title, Summary, Keyword: Markov

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Queueing Performance Analysis of CDF-Based Scheduling over Markov Fading Channels

  • Kim, Yoora
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.10
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    • pp.1240-1243
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    • 2016
  • In this paper, we analyze the queueing performance of cumulative distribution function (CDF)-based opportunistic scheduling over Nakagami-m Markov fading channels. We derive the formula for the average queueing delay and the queue length distribution by constructing a two-dimensional Markov chain. Using our formula, we investigate the queueing performance for various fading parameters.

Derivation of Intensity-Duration-Frequency and Flood Frequency Curve by Simulation of Hourly Precipitation using Nonhomogeneous Markov Chain Model (비동질성 Markov 모형의 시간강수량 모의 발생을 이용한 IDF 곡선 및 홍수빈도곡선의 유도)

  • Choi, Byung-Kyu;Oh, Tae-Suk;Park, Rae-Gun;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.41 no.3
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    • pp.251-264
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    • 2008
  • In this study, a nonhomogeneous markov model which is able to simulate hourly rainfall series is developed for estimating reliable hydrologic variables. The proposed approach is applied to simulate hourly rainfall series in Korea. The simulated rainfall is used to estimate the design rainfall and flood in the watershed, and compared to observations in terms of reproducing underlying distributions of the data to assure model's validation. The model shows that the simulated rainfall series reproduce a similar statistical attribute with observations, and expecially maximum value is gradually increased as number of simulation increase. Therefore, with the proposed approach, the non-homogeneous markov model can be used to estimate variables for the purpose of design of hydraulic structures and analyze uncertainties associated with rainfall input in the hydrologic models.

Marginal Propensity to Consume with Economic Shocks - FIML Markov-Switching Model Analysis (경제충격 시기의 한계소비성향 분석 - FIML 마코프-스위칭 모형 이용)

  • Yoon, Jae-Ho;Lee, Joo-Hyung
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.11
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    • pp.6565-6575
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    • 2014
  • Hamilton's Markov-switching model [5] was extended to the simultaneous equations model. A framework for an instrumental variable interpretation of full information maximum likelihood (FIML) by Hausman [4] can be used to deal with the problem of simultaneous equations based on the Hamilton filter [5]. A comparison of the proposed FIML Markov-switching model with the LIML Markov-switching models [1,2,3] revealed the LIML Markov-switching models to be a special case of the proposed FIML Markov-switching model, where all but the first equation were just identified. Moreover, the proposed Markov-switching model is a general form in simultaneous equations and covers a broad class of models that could not be handled previously. Excess sensitivity of marginal propensity to consume with big shocks, such as housing bubble bursts in 2008, can be determined by applying the proposed model to Campbell and Mankiw's consumption function [6], and allowing for the possibility of structural breaks in the sensitivity of consumption growth to income growth.

On The Mathematical Structure of Markov Process and Markovian Sequential Decision Process (Markov 과정(過程)의 수리적(數理的) 구조(構造)와 그 축차결정과정(逐次決定過程))

  • Kim, Yu-Song
    • Journal of the Korean Society for Quality Management
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    • v.11 no.2
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    • pp.2-9
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    • 1983
  • As will be seen, this paper is tries that the research on the mathematical structure of Markov process and Markovian sequential decision process (the policy improvement iteration method,) moreover, that it analyze the logic and the characteristic of behavior of mathematical model of Markov process. Therefore firstly, it classify, on research of mathematical structure of Markov process, the forward equation and backward equation of Chapman-kolmogorov equation and of kolmogorov differential equation, and then have survey on logic of equation systems or on the question of uniqueness and existence of solution of the equation. Secondly, it classify, at the Markovian sequential decision process, the case of discrete time parameter and the continuous time parameter, and then it explore the logic system of characteristic of the behavior, the value determination operation and the policy improvement routine.

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Image analysis using a markov random field and TMS320C80(MVP) (TMS320C80(MVP)과 markov random field를 이용한 영상해석)

  • 백경석;정진현
    • 제어로봇시스템학회:학술대회논문집
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    • pp.1722-1725
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    • 1997
  • This paper presents image analysis method using a Markov random field(MRF) model. Particulary, image esgmentation is to partition the given image into regions. This scheme is first segmented into regions, and the obtained domain knowledge is used to obtain the improved segmented image by a Markov random field model. The method is a maximum a posteriori(MAP) estimation with the MRF model and its associated Gibbs distribution. MAP estimation method is applied to capture the natural image by TMS320C80(MVP) and to realize the segmented image by a MRF model.

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A study of guiding probability applied markov-chain (Markov 연쇄를 적용한 확률지도연구)

  • Lee Tae-Gyu
    • The Mathematical Education
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    • v.25 no.1
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    • pp.1-8
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    • 1986
  • It is a common saying that markov-chain is a special case of probability course. That is to say, It means an unchangeable markov-chain process of the transition-probability of discontinuous time. There are two kinds of ways to show transition probability parade matrix theory. The first is the way by arrangement of a rightangled tetragon. The second part is a vertical measurement and direction sing by transition-circle. In this essay, I try to find out existence of procession for transition-probability applied markov-chain. And it is possible for me to know not only, what it is basic on a study of chain but also being applied to abnormal problems following a flow change and statistic facts expecting to use as a model of air expansion in physics.

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Markov 과정을 이용한 디지탈 교환기의 신뢰도 모형

  • Sin, Seong-Mun;Choe, Tae-Gu;Lee, Dae-Gi
    • ETRI Journal
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    • v.5 no.2
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    • pp.3-8
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    • 1983
  • This paper derives the Markov model to calculate the reliability of the Digital Switching System being developed by KETRI. Using the failure states extracted from the system in the course of the modelling, we calculated the reliability of both the service grade and the function of the system. Especially, by including the repair rate into the model, we took optimum advantage of theMarkov process and solved the difficulties in the calculation by reducing the number of states of the system.

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A study on the Recognition of Korean Proverb Using Neural Network and Markov Model (신경회로망과 Markov 모델을 이용한 한국어 속담 인식에 관한 연구)

  • 홍기원;김선일;이행세
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.32B no.12
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    • pp.1663-1669
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    • 1995
  • This paper is a study on the recognition of Korean proverb using neural network and Markov model. The neural network uses, at the stage of training neurons, features such as the rate of zero crossing, short-term energy and PLP-Cepstrum, covering a time of 300ms long. Markov models were generated by the recognized phoneme strings. The recognition of words and proverbs using Markov models have been carried out. Experimental results show that phoneme and word recognition rates are 81. 2%, 94.0% respectively for Korean proverb recognition experiments.

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A Probabilistic Analysis for Fatigue Cumulative Damage and Fatigue Life in CFRP Composites Containing a Circular Hole (원공을 가진 CFRP 복합재료의 피로누적손상 및 피로수명에 대한 확률적 해석)

  • 김정규;김도식
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.8
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    • pp.1915-1926
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    • 1995
  • The Fatigue characteristics of 8-harness satin woven CFRP composites with a circular hole are experimentally investigated under constant amplitude tension-tension loading. It is found in this study that the fatigue damage accumulation behavior is very random and history-independent, and the fatigue cumulative damage is linearly related with the mean number of cycles to a specified damage state. From these results, it is known that the fatigue characteristics of CFRP composites satisfy the basic assumptions of Markov chain theory and the parameter of Markov chain model can be determined only by mean and variance of fatigue lives. The predicted distribution of the fatigue cumulative damage using Markov chain model shows a good agreement with the test results. For the fatigue life distribution, Markov chain model makes similar accuracy to 2-parameter Weibull distribution function.

An Efficient Simulation of Discrete Time Queueing Systems with Markov-modulated Arrival Processes (MMAP 이산시간 큐잉 시스템의 속산 시뮬레이션)

  • Kook Kwang-Ho;Kang Sungyeol
    • Journal of the Korea Society for Simulation
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    • v.13 no.3
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    • pp.1-10
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    • 2004
  • The cell loss probability required in the ATM network is in the range of 10$^{-9}$ ∼10$^{-12}$ . If Monte Carlo simulation is used to analyze the performance of the ATM node, an enormous amount of computer time is required. To obtain large speed-up factors, importance sampling may be used. Since the Markov-modulated processes have been used to model various high-speed network traffic sources, we consider discrete time single server queueing systems with Markov-modulated arrival processes which can be used to model an ATM node. We apply importance sampling based on the Large Deviation Theory for the performance evaluation of, MMBP/D/1/K, ∑MMBP/D/1/K, and two stage tandem queueing networks with Markov-modulated arrival processes and deterministic service times. The simulation results show that the buffer overflow probabilities obtained by the importance sampling are very close to those obtained by the Monte Carlo simulation and the computer time can be reduced drastically.

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