Results 31 to 40 of about 102,876 (329)
Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains
Entropy, 2009 In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach.
Erik Van der Straeten
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Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity [PDF]
Latin American Journal of Probability and Mathematical Statistics, 2019 For a relatively large class of well-behaved absorbing (or killed) finite Markov chains, we give detailed quantitative estimates regarding the behavior of the chain before it is absorbed (or killed).
P. Diaconis +2 more
semanticscholar +1 more source
Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects. [PDF]
PLoS ONE, 2016 Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever.
Hendrik Baumann, Werner Sandmann
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Understanding Our Markov Chain Significance Test: A Reply to Cho and Rubinstein-Salzedo
Statistics and Public Policy, 2019 The article of Cho and Rubinstein-Salzedo seeks to cast doubt on our previous paper, which described a rigorous statistical test which can be applied to reversible Markov chains.
Maria Chikina +2 more
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Methodology for the Assessment of Imprecise Multi-State System Availability
Mathematics, 2022 Most existing studies of a system’s availability in the presence of epistemic uncertainties assume that the system is binary. In this paper, a new methodology for the estimation of the availability of multi-state systems is developed, taking into ...
Joanna Akrouche +4 more
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Dependability Analysis of Bitcoin subject to Eclipse Attacks [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2021 The immense potential of the blockchain technology in diverse and critical applications (e.g., financial services, cryptocurrencies, supply chains, smart contracts, and automotive industry) has led to a new challenge: the dependability modeling and ...
Chencheng Zhou, Liudong Xing, Qisi Liu
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Zero-sum stopping games with asymmetric information [PDF]
, 2017 We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that the players ...
Gensbittel, Fabien, Grün, Christine
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A Stochastic Maximum Principle for Markov Chains of Mean-Field Type
Games, 2018 We derive sufficient and necessary optimality conditions in terms of a stochastic maximum principle (SMP) for controls associated with cost functionals of mean-field type, under dynamics driven by a class of Markov chains of mean-field type which are ...
Salah Eddine Choutri, Tembine Hamidou
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Stochastic metrology and the empirical distribution
Physical Review Research, 2023 We study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations.
Joseph A. Smiga +3 more
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A tool for model-checking Markov chains [PDF]
, 2002 Markov chains are widely used in the context of the performance and reliability modeling of various systems. Model checking of such chains with respect to a given (branching) temporal logic formula has been proposed for both discrete [34, 10] and ...
Hermanns, H. +3 more
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