Results 41 to 50 of about 111 (110)
Products of stochastic matrices and applications
International Journal of Mathematics and Mathematical Sciences, Volume 12, Issue 2, Page 209-233, 1989., 1989 This paper deals with aspects of the limit behaviour of products of nonidentical finite or countable stochastic matrices (Pn). Applications are given to nonhomogeneous Markov models as positive chains, some classes of finite chains considered by Doeblin and weakly ergodic chains.
Harry Cohn
wiley +1 more source
Mixing Cutoff for Simple Random Walks on the Chung–Lu Digraph
Random Structures &Algorithms, Volume 66, Issue 1, January 2025.ABSTRACT In this article, we are interested in the mixing behavior of simple random walks on inhomogeneous directed graphs. We focus our study on Chung–Lu digraphs, which are inhomogeneous networks that generalize Erdös–Rényi digraphs, and where edges are included independently and according to given Bernoulli laws.
Alessandra Bianchi, Giacomo Passuello
wiley +1 more source
On the asymptotic events of a Markov chain
International Journal of Mathematics and Mathematical Sciences, Volume 2, Issue 4, Page 537-587, 1979., 1979 In this paper we investigate some structure properties of the tail σ‐field and the invariant σ‐field of both homogeneous and nonhomogeneous Markov chains as representations for asymptotic events, descriptions of completely nonatomic and atomic sets and global characterizations of asymptotic σ‐fields.
Harry Cohn
wiley +1 more source
On a stochastic epidemic SIR model with non-homogeneous population: a toy model for HIV
Open MathematicsIn this paper, we generalise a simple discrete-time stochastic SIR-type model introduced by Tuckwell and Williams. The SIR model by Tuckwell and Williams assumes a homogeneous population, a fixed infectious period, and a strict transition from ...
Rovira Carles
doaj +1 more source
Maximal Number of Successors in a Nginar(1) Process [PDF]
, 2011 2000 Mathematics Subject Classification: 60J80, 60J20, 60J10, 60G10, 60G70, 60F99.In this paper we obtain upper and lower bounds for normalized sequences of maxima, associated with a stationary integer-valued autoregressive process of first order with ...
K. Mitov, Ivan, K. Jordanova, Pavlina
core
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Ruin probabilities, Large deviations, Subexponential distributions, GARCH processes, Repetitive operational risk modeling, G10, 60G70, 60J10, 60F10,
Andrea Höing, Jeffrey Collamore
core +1 more source
Minimal quasi-stationary distributions under nullR-recurrence
Absorbing Markov Chain, quasi-stationary distribution, R-null matrix, R-recurrence, 60J10,
José Moler, Miguel Miguel, Fernando Plo
core +1 more source
An estimation method for the reliability of "consecutive-k-out-of-n system" [PDF]
, 2012 2010 Mathematics Subject Classification: 60K10, 60K20, 60J10, 60J20, 62G02, 62G05, 68M15, 62N05, 68M15.This paper is concerned with consecutive-k-out-of-n system in which all the components have the same q lifetime probability, so, it's possible to ...
Bouhadjar, Slimane, Ksir, Brahim
core
A Note on the Extinction Problem for Controlled Multitype Branching Processes [PDF]
, 2005 2000 Mathematics Subject Classification: 60J80, 60J10.In this paper we consider a discrete time controlled multitype branching process with random control in discrete time. We provide sufficient conditions for the almost sure extinction of the process as
Martinez, Rodrigo +2 more
core
A Perturbation Theory for Ergodic Properties of Markov Chains [PDF]
, 2000 Perturbations to Markov chains and Markov processes are considered. The unperturbed problem is assumed to be geometrically ergodic in the sense usually established through use of Foster-Lyapunov drift conditions.
Shardlow, Tony +5 more
core +1 more source