Results 1 to 10 of about 1,203 (61)
Matrix Analysis for Continuous-Time Markov Chains
Special Matrices, 2021 Continuous-time Markov chains have transition matrices that vary continuously in time. Classical theory of nonnegative matrices, M-matrices and matrix exponentials is used in the literature to study their dynamics, probability distributions and other ...
Le Hung V., Tsatsomeros M. J.
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Forum of Mathematics, Sigma, 2023 Let G be a finite group. Let $H, K$ be subgroups of G and $H \backslash G / K$ the double coset space. If Q is a probability on G which is constant on conjugacy classes ( $Q(s^{-1} t s) = Q(t)$ ), then the random walk driven by Q on G ...
Persi Diaconis +2 more
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On monotone Markov chains and properties of monotone matrix roots
Special Matrices, 2022 Monotone matrices are stochastic matrices that satisfy the monotonicity conditions as introduced by Daley in 1968. Monotone Markov chains are useful in modeling phenomena in several areas.
Guerry Marie-Anne
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Collapse and diffusion in harmonic activation and transport
Forum of Mathematics, Sigma, 2023 For an n-element subset U of $\mathbb {Z}^2$ , select x from U according to harmonic measure from infinity, remove x from U and start a random walk from x. If the walk leaves from y when it first enters the rest of U, add y to it.
Jacob Calvert +2 more
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Bayesian Inference for SIR Epidemic Model with dependent parameters
Moroccan Journal of Pure and Applied Analysis, 2022 This paper is concerned with the Bayesian inference for the dependent parameters of stochastic SIR epidemic model in a closed population. The estimation framework involves the introduction of m − 1 latent data between every pair of observations. Kibble’s
Qaffou Abdelaziz +2 more
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Information geometry of Markov Kernels: a survey
Frontiers in Physics, 2023 Information geometry and Markov chains are two powerful tools used in modern fields such as finance, physics, computer science, and epidemiology. In this survey, we explore their intersection, focusing on the theoretical framework.
Geoffrey Wolfer, Shun Watanabe
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Asymptotics of the occupancy scheme in a random environment and its applications to tries [PDF]
Discrete Mathematics & Theoretical Computer Science, 2017 Consider $ m $ copies of an irreducible, aperiodic Markov chain $ Y $ taking values in a finite state space. The asymptotics as $ m $ tends to infinity, of the first time from which on the trajectories of the $ m $ copies differ, have been studied by ...
Silvia Businger
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Persisting randomness in randomly growing discrete structures: graphs and search trees [PDF]
Discrete Mathematics & Theoretical Computer Science, 2015 The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values.
Rudolf Grübel
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Variance and Covariance of Several Simultaneous Outputs of a Markov Chain [PDF]
Discrete Mathematics & Theoretical Computer Science, 2016 The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded.
Sara Kropf
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The expected number of inversions after n adjacent transpositions [PDF]
Discrete Mathematics & Theoretical Computer Science, 2009 We give a new expression for the expected number of inversions in the product of n random adjacent transpositions in the symmetric group S_{m+1}. We then derive from this expression the asymptotic behaviour of this number when n scales with m in various ...
Mireille Bousquet-Mélou
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