Results 31 to 40 of about 252,736 (238)

Multi-valued backward stochastic differential equations with regime switching

open access: yesAdvances in Difference Equations, 2019
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
doaj   +1 more source

Stability Analysis of Simple and Online User Association Policies for Millimeter Wave Networks

open access: yesIEEE Access, 2021
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
doaj   +1 more source

A Markov Chain Model Checker [PDF]

open access: yes, 2000
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
core   +5 more sources

Markov chain for heart failure diagnostic decision model with irregular Thoracic Fluid Content measurements

open access: yesMATEC Web of Conferences, 2018
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
doaj   +1 more source

Continuous-time statistics and generalized relaxation equations [PDF]

open access: yes, 1995
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
core   +3 more sources

Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions

open access: yes, 2017
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
core   +4 more sources

Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model

open access: yesStatistical Theory and Related Fields, 2020
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
doaj   +1 more source

Bounding inferences for large-scale continuous-time Markov chains : a new approach based on lumping and imprecise Markov chains [PDF]

open access: yes, 2019
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
core   +1 more source

Model Checking CSL for Markov Population Models [PDF]

open access: yesElectronic Proceedings in Theoretical Computer Science, 2014
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
doaj   +1 more source

A primer on stochastic epidemic models: Formulation, numerical simulation, and analysis

open access: yesInfectious Disease Modelling, 2017
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
doaj   +1 more source

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