Zobrazeno 1 - 10
of 1 612
pro vyhledávání: '"Examples of Markov chains"'
Autor:
Marios Loizides
Στη συγκεκριμένη διατριβή εξετάζουμε τις συνθήκες κάτω από τις οποίες ένα μοντέλο με πολλά στοιχεία μπορεί να προσεγγιστεί από ένα άλλο
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6522f8627bdc58f51f7bbb74d042f3c8
https://doi.org/10.12681/eadd/34686
https://doi.org/10.12681/eadd/34686
Autor:
William J. Stewart
Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8387f6eba6db6ef244f5bd5f03e560b1
https://doi.org/10.1201/9781003210160
https://doi.org/10.1201/9781003210160
Publikováno v:
ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, EDP Sciences, 2019, 23, pp.607-637. ⟨10.1051/ps/2019003⟩
ESAIM: Probability and Statistics, 2019, 23, pp.607-637. ⟨10.1051/ps/2019003⟩
ESAIM: Probability and Statistics, EDP Sciences, 2019, 23, pp.607-637. ⟨10.1051/ps/2019003⟩
ESAIM: Probability and Statistics, 2019, 23, pp.607-637. ⟨10.1051/ps/2019003⟩
This article is motivated by the quantitative study of the exponential growth of Markov-driven bifurcating processes [see Hervé et al., ESAIM: PS 23 (2019) 584–606]. In this respect, a key property is the multiplicative ergodicity, which deals wit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::667db9e5ba6435bf80b9e4d87517c944
https://doi.org/10.1051/ps/2019003
https://doi.org/10.1051/ps/2019003
Autor:
Richard Bronson, Gabriel B. Costa
In this chapter, the concept of probability is introduced. Both independent and disjoint events are covered, as are basic properties of probability. Bernoulli events and counting (combinatorics) are also discussed. Markov chains used in modeling are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::366f5c710fcc759afc7e1778a3a0b1a0
https://doi.org/10.1016/b978-0-12-818419-6.00009-5
https://doi.org/10.1016/b978-0-12-818419-6.00009-5
Autor:
Piet Van Mieghem
Publikováno v:
Texts in Applied Mathematics ISBN: 9783030459819
A random point process is, roughly speaking, a countable random set of points of the real line. In most applications to engineering and operations research, a point of a point process is the time of occurrence of some event, and this is why points ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8753e5bfb1aed22653b4fb9b60acf133
https://doi.org/10.1007/978-3-030-45982-6_13
https://doi.org/10.1007/978-3-030-45982-6_13
Autor:
Achim Klenke
Publikováno v:
Probability Theory ISBN: 9783030564018
Probability Theory ISBN: 9781447153603
Probability Theory ISBN: 9781447153603
We consider a Markov chain X with invariant distribution π and investigate conditions under which the distribution of X n converges to π as n→∞. Essentially it is necessary and sufficient that the state space of the chain cannot be decomposed i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e4e7b1b43072e619c2578db7a9512f8a
https://doi.org/10.1007/978-3-030-56402-5_18
https://doi.org/10.1007/978-3-030-56402-5_18
Publikováno v:
Applied Numerical Mathematics. 125:68-85
In this paper, we study a fast algorithm for finding stationary joint probability distributions of sparse Markov chains or multilinear PageRank vectors which arise from data mining applications. In these applications, the main computational problem i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87aa7c0bc3110bd9b958cd89433da664
https://doi.org/10.1016/j.apnum.2017.10.008
https://doi.org/10.1016/j.apnum.2017.10.008
Autor:
Hui Dang
Publikováno v:
Communications in Statistics - Theory and Methods. 47:2110-2125
This article is devoted to the strong law of large numbers and the entropy ergodic theorem for non homogeneous M-bifurcating Markov chains indexed by a M-branch Cayley tree, which generalizes the relevant results of tree-indexed nonhomogeneous bifurc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::16412d63e90641457b4f4d959f924466
https://doi.org/10.1080/03610926.2017.1335417
https://doi.org/10.1080/03610926.2017.1335417
Autor:
Qi-Ming He, Attahiru Sule Alfa
Publikováno v:
INFORMS Journal on Computing. 30:1-10
In this paper, we present examples of a class of Markov chains that occur frequently, but whose associated matrices are a challenge to construct efficiently. These are Markov chains that arise as a result of several identical Markov chains running in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f50a02af8a45b88177510d97e3a3571
https://doi.org/10.1287/ijoc.2017.0759
https://doi.org/10.1287/ijoc.2017.0759
Publikováno v:
Communications in Statistics - Theory and Methods. 47:5286-5297
This article presents the definition of Markov chain indexed by homogeneous trees in Markovian environment. Then we mainly study the strong limit theorems for a Markov chain indexed by homogeneous ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::70a11d6854334456de1285a593f6d76d
https://doi.org/10.1080/03610926.2017.1388405
https://doi.org/10.1080/03610926.2017.1388405