Results 71 to 80 of about 111 (110)

Ruelle's Transfer Operator for Random Subshifts of Finite Type

open access: yes, 1995
We consider a Ruelle-Perron-Frobenius type of selection procedure for probability measures that are invariant under random subshifts of finite type. In particular we prove that for a class of random functions this method leads to a unique probability ...
Volker Matthias Gundlach   +1 more
core  

Reliable uncertainties of tests and surveys – a data-driven approach [PDF]

open access: yes
MSC Classification 60J10, 91Exx, 91E45, 05A18.Supplementary material are available online at: https://www.metrology-journal.org/10.1051/ijmqe/2023018/olm .
Wang, K   +2 more
core   +1 more source

Random Homoclinic Orbits

open access: yes, 1995
We introduce random homoclinic points and orbits for random dynamical systems with hyperbolic stationary orbits and investigate their meaning for irregular behaviour in form of a stochastic version of the Birkhoff-Smale Theorem.
Volker Matthias Gundlach
core  

Extension of Fill's perfect rejection sampling algorithm to general chains

open access: yes, 1999
By developing and applying a broad framework for rejection sampling using auxiliary randomness, we provide an extension of the perfect sampling algorithm of Fill (1998) to general chains on quite general state spaces, and describe how use of bounding ...
Motoya Machida   +3 more
core  

General Conditions for Bounded Relative Error in Simulations of Highly Reliable Markovian Systems

open access: yes, 1996
We establish a necessary condition for any importance sampling scheme to give bounded relative error when estimating a performance measure of a highly reliable Markovian system. Also, a class of importance sampling methods is defined for which we prove a
Marvin K. Nakayama, Marvin Nakayama
core  

The consistency of the BIC Markov order estimator.

open access: yes, 2007
. The Bayesian Information Criterion (BIC) estimates the order of a Markov chain (with finite alphabet A) from observation of a sample path x 1 ; x 2 ; : : : ; x n , as that value k = k that minimizes the sum of the negative logarithm of the k-th order
Imre Csiszár, Paul C. Shields
core  

Computable Bounds For Polynomial Ergodicity

open access: yes, 2002
This paper discusses quantitative bounds on the convergence rates of Markov chains, under conditions implying polynomial convergence rates. This paper extends an earlier work by Roberts and Tweedie [17], which provides quantitative bounds for the total ...
G. Fort, E. Moulines
core  

Random motions, classes of ergodic Markov chains and beta distributions

open access: yes
We consider classes of discrete time Markov chains with continuous state space, the interval (0, 1). These chains arise as stochastic models of phenomena in areas such as population theory, motion of particles in a random environment, etc. We exploit the
Stoyanov J; Pirinsky C
core  

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