Results 21 to 30 of about 15,674 (187)
International Journal of Applied Mathematics and Computer Science, 2015 Service life of many real-life systems cannot be considered infinite, and thus the systems will be eventually stopped or will break down. Some of them may be re-launched after possible maintenance under likely new initial conditions.
Zeifman Alexander +5 more
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Nonasymptotic bounds on the estimation error of MCMC algorithms [PDF]
, 2012 We address the problem of upper bounding the mean square error of MCMC estimators. Our analysis is nonasymptotic. We first establish a general result valid for essentially all ergodic Markov chains encountered in Bayesian computation and a possibly ...
Miasojedow, Błażej +2 more
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Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance [PDF]
, 2015 We consider a Metropolis-Hastings method with proposal kernel $\mathcal{N}(x,hG^{-1}(x))$, where $x$ is the current state. After discussing specific cases from the literature, we analyse the ergodicity properties of the resulting Markov chains.
Livingstone, Samuel
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The ergodic Hilbert transform for Cesàro bounded flows [PDF]
Tohoku Mathematical Journal, 1994 The aim of this paper is to study the behaviour of the ergodic Hilbert transform associated to a flow which is Cesàro bounded in the space of integrable functions. In particular, we see that if the flow is Cesàro bounded in this space and \(f\) and its ergodic Hilbert transform are integrable functions then the ergodic Hilbert transform is not only ...
Lorente Domínguez, María +1 more
openaire +2 more sources
International Journal of Applied Mathematics and Computer Science, 2018 In this paper we present a method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains.
Zeifman Alexander +5 more
doaj +1 more source
Upper bounds for ergodic sums of infinite measure preserving transformations [PDF]
Transactions of the American Mathematical Society, 1990 For certain conservative, ergodic, infinite measure preserving transformations T T we identify increasing functions A A , for which \[ lim sup n → ∞ 1 A ( n )
Aaronson, Jon, Denker, Manfred
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An Approach to Obtain Upper Ergodicity Bounds for Some QBDs with Countable State Space
MathematicsUsually, when the computation of limiting distributions of (in)homogeneous (in)finite continuous-time Markov chains (CTMC) has to be performed numerically, the algorithm has to be told when to stop the computation.
Yacov Satin +2 more
doaj +1 more source
On the ergodicity bounds for a constant retrial rate queueing model
, 2015 We consider a Markovian single-server retrial queueing system with a constant retrial rate. Conditions of null ergodicity and exponential ergodicity for the correspondent process, as well as bounds on the rate of convergence are ...
Gorshenin, Andrey +4 more
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On the Rate of Quantum Ergodicity on hyperbolic Surfaces and Billiards
, 1997 The rate of quantum ergodicity is studied for three strongly chaotic (Anosov) systems. The quantal eigenfunctions on a compact Riemannian surface of genus g=2 and of two triangular billiards on a surface of constant negative curvature are investigated ...
Abteilung Theoretische Physik +4 more
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Billiards and boundary traces of eigenfunctions [PDF]
, 2003 This is a report for the 2003 Forges Les Eaux PDE conference on recent results with A. Hassell on quantum ergodicity of boundary traces of eigenfunctions on domains with ergodic billiards, and of work in progress with Hassell and Sogge on norms of ...
Zelditch, Steve
core +5 more sources