Results 181 to 190 of about 252,736 (238)
Some of the next articles are maybe not open access.
Analysis of Software Fault Removal Policies Using a Non-Homogeneous Continuous Time Markov Chain
Software Quality Journal, 2004S. Gokhale +2 more
semanticscholar +3 more sources
Applied Mathematics and Computation, 2020
Continuous time Markov Chain (CTMC) approximation techniques have received increasing attention in the option pricing literature, due to their ability to solve complex pricing problems, although existing approaches are mostly limited to one or two ...
J. Kirkby, N. H. Dang, D. Nguyen
semanticscholar +1 more source
Continuous time Markov Chain (CTMC) approximation techniques have received increasing attention in the option pricing literature, due to their ability to solve complex pricing problems, although existing approaches are mostly limited to one or two ...
J. Kirkby, N. H. Dang, D. Nguyen
semanticscholar +1 more source
2014
We present here a short summary of the parts of the theory of Markov processes with countable state space that is used in the chapters describing stochastic models of populations. The presentation will be restricted to Markov process that are generated by an infinitesimal transition matrix, as discussed below.
Mimmo Iannelli, Andrea Pugliese
+4 more sources
We present here a short summary of the parts of the theory of Markov processes with countable state space that is used in the chapters describing stochastic models of populations. The presentation will be restricted to Markov process that are generated by an infinitesimal transition matrix, as discussed below.
Mimmo Iannelli, Andrea Pugliese
+4 more sources
2012
We generalize the processes discussed in the last three chapters even further by allowing an instantaneous transition from any state into any other (meaning different) state, with each such transition having its own specific rate. These new processes are so much more difficult to investigate that we are forced to abandon the infinite-state space and ...
Jan Vrbik, Paul Vrbik
+4 more sources
We generalize the processes discussed in the last three chapters even further by allowing an instantaneous transition from any state into any other (meaning different) state, with each such transition having its own specific rate. These new processes are so much more difficult to investigate that we are forced to abandon the infinite-state space and ...
Jan Vrbik, Paul Vrbik
+4 more sources
Finite Continuous Time Markov Chains
Theory of Probability & Its Applications, 1961In a recent book by the authors (see footnote on page 101) a systematic method was developed for computing the basic descriptive quantities of finite Markov chains. Matrix expressions were obtained for these quantities in terms of certain basic matrices, easily obtainable from the transition matrix.In this note, corresponding expressions are given for ...
Kemeny, J. G., Snell, J. L.
openaire +2 more sources
Bayesian analysis of elapsed times in continuous‐time Markov chains
Canadian Journal of Statistics, 2008Marco A. R. Ferreira, M. Suchard
semanticscholar +3 more sources
Continuous — Time Markov Chains
1996Poisson processes in Lesson 4 are examples of continuous-time stochastic processes (with discrete state spaces) having the Markov property in the continuous-time setting. In this Lesson, we discuss the probabilistic structure and some computational aspects of such processes with emphasis on Birth and Death chains.
Denis Bosq, Hung T. Nguyen
openaire +1 more source
International Journal of Control, 2020
In this work, we study the design of dynamic output feedback controllers for continuous-time Markov jump linear systems in the worst-case scenario of partial observation of both, the Markov chain and the state, through an iterative method. We assume that
A. M. D. Oliveira +3 more
semanticscholar +1 more source
In this work, we study the design of dynamic output feedback controllers for continuous-time Markov jump linear systems in the worst-case scenario of partial observation of both, the Markov chain and the state, through an iterative method. We assume that
A. M. D. Oliveira +3 more
semanticscholar +1 more source
2016
A queueing system can be described in terms of servers and a flow of clients who access servers and are served according to some pre-established rules. The clients after service can either stay in the system or leave it, also according to some established rules.
Francesca Biagini, Massimo Campanino
openaire +1 more source
A queueing system can be described in terms of servers and a flow of clients who access servers and are served according to some pre-established rules. The clients after service can either stay in the system or leave it, also according to some established rules.
Francesca Biagini, Massimo Campanino
openaire +1 more source
Error bounds for augmented truncation approximations of continuous-time Markov chains
Operations Research Letters, 2018This paper considers the augmented truncation approximation of the generator of an ergodic continuous-time Markov chain with a countably infinite state space.
Yuanyuan Liu, Wendi Li, H. Masuyama
semanticscholar +1 more source