Spectrum of large random reversible Markov chains: two examples [PDF]
, 2008 accepted in ALEA, March ...
Charles Bordenave +2 more
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General Markov Chains: Dimension of the Space of Invariant Finitely Additive Measures and Their Ergodicity—Problematic Examples [PDF]
MathematicsThis study considers general Markov chains (MCs) with discrete time in an arbitrary phase space. The transition function of the MC generates two operators: T, which acts on the space of measurable functions, and A, which acts on the space of bounded ...
Alexander Zhdanok
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Examples of Convergence and Non-convergence of Markov Chains Conditioned Not To Die [PDF]
Electronic Journal of Probability, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Saul Jacka, Jon Warren
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Mixing Times of Markov Chains on Degree Constrained Orientations of Planar Graphs [PDF]
Discrete Mathematics & Theoretical Computer Science, 2017 We study Markov chains for $\alpha$-orientations of plane graphs, these are orientations where the outdegree of each vertex is prescribed by the value of a given function $\alpha$.
Stefan Felsner, Daniel Heldt
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The Research of Markov Chain Application under Two Common Real World Examples
Journal of Physics: Conference Series, 2021 Abstract Markov chain is a random process with Markov characteristics, which exists in the discrete index set and state space in probability theory and mathematical statistics. Based on probability theory, the Markov chain model is a quantitative prediction model for stationary random phenomena using autoregressive process methods.
Jing Xun
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Two Examples of COM Bounds using Spectral Gaps: Length of the LIS in a\n Random Permutation and Lipschitz Functions of 1d Markov Chains [PDF]
, 2019 11 ...
Michael Froehlich, Shannon Starr
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Remarks on a Markov chain example of Kolmogorov [PDF]
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1969 It is shown that the stochastic transition matrix P(t), in Kolmogorov's example of a process with an instantaneous state, is uniquely determined by the derivative matrix Q=P′(0), and the most general such substochastic P(t) is also found. The example is used to show that, if 0 is an instantaneous state, then 1-p 00(t) can tend to 0 arbitrarily slowly ...
G. E. H. Reuter
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On three methods for bounding the rate of convergence for some continuous–time Markov chains
International Journal of Applied Mathematics and Computer Science, 2020 Consideration is given to three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains.
Zeifman Alexander +5 more
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Theory of Markov chain and its application in several representative examples [PDF]
Theoretical and Natural ScienceMarkov chains can be widely used in a range of applied disciplines such as finance, physics, meteorology, chemistry, statistics, etc., which is not limited to theoretical mathematics. Markov chains were created by the Russian mathematician Markov and can be used to calculate the probability of various state transitions to each other, compared to many ...
Hanzhang Shao
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Permanental sequences that are related to a Markov chain example of Kolmogorov [PDF]
, 2019 Permanental sequences with non-symmetric kernels that are generalization of the potentials of a Markov chain with state space $\{0,1/2, \ldots, 1/n,\ldots\}$ that was introduced by Kolmogorov, are studied. Depending on a parameter in the kernels we obtain an exact rate of divergence of the sequence at $0$, an exact local modulus of continuity of the ...
Michael B. Marcus, Jay Rosen
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