Results 61 to 70 of about 111 (110)

Occupancy times for time-dependent stage-structured models. [PDF]

open access: yesJ Math Biol, 2022
Chappelle G, Hastings A, Rasmussen M.
europepmc   +1 more source

A Lyapunov Bound for Solutions of Poisson's Equation

open access: yes, 1996
In this paper we consider /-irreducible Markov processes evolving in discrete or continuous time, on a general state space. We develop a Lyapunov function criterion that permits one to obtain explicit bounds on the solution to Poisson's equation and,
Sean P. Meyn, Peter W. Glynn
core  

Hidden Markov Model Regression

open access: yes, 1993
Hidden Markov Model Regression (HMMR) is an extension of the Hidden Markov Model (HMM) to regression analysis. We assume that the parameters of the regression model are determined by the outcome of a finite-state Markov chain and that the error terms are
Fridman, Moshe, Moshe Fridman
core  

Bell’s Jump Process in Discrete Time

open access: yes, 2005
The jump process introduced by J. S. Bell in 1986, for defining a quantum field theory without observers, presupposes that space is discrete whereas time is continuous. In this letter, our interest is to find an analogous process in discrete time.
M. Leifer   +11 more
core   +1 more source

Multiplicative Ergodicity for an Irreducible Markov Chain

open access: yes, 1999
The paper examines multiplicative ergodic theorems and the related multiplicative Poisson equation for an irreducible Markov chain on a countable state space. The partial products are considered for a positivevalued function on the state space.
S.P. Meyn, S. Balaji
core  

Markov Chain Sensitivity Measured By Mean First Passage Times

open access: yes, 1999
The purpose of this article is to present results concerning the sensitivity of the stationary probabilities for a n-state, time-homogeneous, irreducible Markov chain in terms of the mean first passage times in the chain. Key words.
Grace E. Cho, Carl D. Meyer
core  

AVALANCHES IN A SHORT-MEMORY EXCITABLE NETWORK. [PDF]

open access: yesAdv Appl Probab, 2021
Rastegar R, Roitershtein A.
europepmc   +1 more source

Every "lower psi-mixing" Markov chain is "interlaced rho-mixing"

open access: yes
If a Markov chain satisfies a certain condition that is slightly weaker than [Psi]-mixing, then it also satisfies (with exponential mixing rate) the "interlaced [varrho]-mixing" condition.60J10 60G07 Markov chain [Psi]'-Mixing [varrho ...
Bradley, Richard C.
core  

Uniform ergodicities and perturbation bounds of Markov chains on base norm spaces

open access: yes, 2018
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigations of limiting behavior of Markov processes. Several interesting properties of the ergodicity coefficient of a positive mapping defined on base norm ...
Mukhamedov, Farrukh   +1 more
core  

Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials. [PDF]

open access: yesMethodol Comput Appl Probab, 2021
Dafnis SD, Makri FS, Koutras MV.
europepmc   +1 more source

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