Results 41 to 50 of about 252,736 (238)

Integrating Specialized Classifiers Based on Continuous Time Markov Chain

, 2017
Specialized classifiers, namely those dedicated to a subset of classes, are often adopted in real-world recognition systems. However, integrating such classifiers is nontrivial. Existing methods, e.g.
Li, Zhizhong, Lin, Dahua
core   +1 more source

Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations [PDF]

SIAM Review, 2019
Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved analytically or ...
Juan Kuntz, Philipp Thomas, G. Stan, Mauricio Barahona   +3 more
semanticscholar   +1 more source

Modeling Emergency Traffic Using a Continuous-Time Markov Chain

Journal of Sensor and Actuator Networks
This paper aims to propose a novel call for help traffic (SOS) and study its impact over Machine-to-Machine (M2M) and Human-to-Human (H2H) traffic in Internet of Things environments, specifically during disaster events.
Ahmad Hani El Fawal, Ali Mansour, Hussein El Ghor, Nuha A. Ismail, Sally Shamaa   +4 more
doaj   +1 more source

Computing Inferences for Large-Scale Continuous-Time Markov Chains by Combining Lumping with Imprecision [PDF]

, 2018
If the state space of a homogeneous continuous-time Markov chain is too large, making inferences - here limited to determining marginal or limit expectations - becomes computationally infeasible.
A Ganguly, C Moler, CJ Burke, D Škulj, F Ball, G Franceschinis, J Bock De, JR Norris, P Buchholz, T Krak   +9 more
core   +2 more sources

Level 2.5 Large Deviations for Continuous-Time Markov Chains with Time Periodic Rates [PDF]

Annales de l'Institute Henri Poincare. Physique theorique, 2017
We consider an irreducible continuous-time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for the empirical ...
L. Bertini, R. Chetrite, A. Faggionato, D. Gabrielli   +3 more
semanticscholar   +1 more source

Scaling and data collapse for the mean exit time of asset prices [PDF]

, 2005
We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law
C. W. Gardiner, G. H. Weiss, G. H. Weiss, H. Kantz, J. Y. Campbell, L. Sabatelli, M. O Hara   +6 more
core   +3 more sources

The Limit Behaviour of Imprecise Continuous-Time Markov Chains [PDF]

Journal of nonlinear science, 2016
We study the limit behaviour of a nonlinear differential equation whose solution is a superadditive generalisation of a stochastic matrix, prove convergence, and provide necessary and sufficient conditions for ergodicity. In the linear case, the solution
Jasper De Bock
semanticscholar   +1 more source

Pricing Options with Credit Risk in Markovian Regime-Switching Markets

Journal of Applied Mathematics, 2013
This paper investigates the valuation of European option with credit risk in a reduced form model when the stock price is driven by the so-called Markov-modulated jump-diffusion process, in which the arrival rate of rare events and the volatility rate of
Jinzhi Li, Shixia Ma
doaj   +1 more source

State Estimation of an Underwater Markov Chain Maneuvering Target Using Intelligent Computing

Entropy, 2021
In this study, an application of deep learning-based neural computing is proposed for efficient real-time state estimation of the Markov chain underwater maneuvering object.
Wasiq Ali, Yaan Li, Muhammad Asif Zahoor Raja, Wasim Ullah Khan, Yigang He   +4 more
doaj   +1 more source