Results 31 to 40 of about 252,736 (238)
Multi-valued backward stochastic differential equations with regime switching
The paper considers a class of multi-valued backward stochastic differential equations with subdifferential of a lower semi-continuous convex function with regime switching, whose generator is a continuous-time Markov chain with a finite state space ...
Ruijuan Deng, Yong Ren
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Stability Analysis of Simple and Online User Association Policies for Millimeter Wave Networks
In a millimeter wave (mmWave) network, user association– the process of deciding as to which base station (BS) a given user should associate with– is a crucial process, which affects the throughput and delay performance seen by users in the
Vaibhav Kumar Gupta +2 more
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A Markov Chain Model Checker [PDF]
Markov chains are widely used in the context of performance and reliability evaluation of systems of various nature. Model checking of such chains with respect to a given (branching) temporal logic formula has been proposed for both the discrete [17,6 ...
Hermanns, Holger +3 more
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Properties of results obtained on Markov processes analysis in medical applications have been illustrated. Calculation was done for measurement of Thoracic Fluid Content by means of impedance cardiograph for chosen medical patients population.
Moszczyński Paweł, Walczak Andrzej
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Continuous-time statistics and generalized relaxation equations [PDF]
Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated.
Scalas, Enrico
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We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional distributions of the order parameter to the ones of a finite state Markov
Costa, Valmir A. +4 more
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This paper is devoted to study the proportional reinsurance/new business and investment problem under the mean-variance criterion in a continuous-time setting.
Liming Zhang, Rongming Wang, Jiaqin Wei
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Bounding inferences for large-scale continuous-time Markov chains : a new approach based on lumping and imprecise Markov chains [PDF]
If the state space of a homogeneous continuous-time Markov chain is too large, making inferences becomes computationally infeasible. Fortunately, the state space of such a chain is usually too detailed for the inferences we are interested in, in the ...
De Bock, Jasper, Erreygers, Alexander
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Model Checking CSL for Markov Population Models [PDF]
Markov population models (MPMs) are a widely used modelling formalism in the area of computational biology and related areas. The semantics of a MPM is an infinite-state continuous-time Markov chain.
David Spieler +2 more
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A primer on stochastic epidemic models: Formulation, numerical simulation, and analysis
Some mathematical methods for formulation and numerical simulation of stochastic epidemic models are presented. Specifically, models are formulated for continuous-time Markov chains and stochastic differential equations. Some well-known examples are used
Linda J.S. Allen
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