Results 21 to 30 of about 29,628 (317)
CLTs and asymptotic variance of time-sampled Markov chains [PDF]
, 2011 For a Markov transition kernel P and a probability distribution μ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel Pμ = Σkμ(k)Pk.
Łatuszyński, Krzysztof +3 more
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Generative Flow Networks: a Markov Chain Perspective
CoRR, 2023 While Markov chain Monte Carlo methods (MCMC) provide a general framework to sample from a probability distribution defined up to normalization, they often suffer from slow convergence to the target distribution when the latter is highly multi-modal.
Tristan Deleu, Yoshua Bengio
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A Complete Quantitative Deduction System for the Bisimilarity Distance on Markov Chains [PDF]
Logical Methods in Computer Science, 2018 In this paper we propose a complete axiomatization of the bisimilarity distance of Desharnais et al. for the class of finite labelled Markov chains.
Giorgio Bacci +3 more
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Small sets and Markov transition densities [PDF]
, 2002 The theory of general state-space Markov chains can be strongly related to the case of discrete state-space by use of the notion of small sets and associated minorization conditions. The general theory shows that small sets exist for all Markov chains on
Montana, Giovanni +2 more
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An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains
Modern Stochastics: Theory and Applications, 2016 In this paper, we consider two time-inhomogeneous Markov chains ${X_{t}^{(l)}}$, $l\in \{1,2\}$, with discrete time on a general state space. We assume the existence of some renewal set C and investigate the time of simultaneous renewal, that is, the ...
Vitaliy Golomoziy
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Generalized crested products of Markov chains
European Journal of Combinatorics, 2011 We define a finite Markov chain, called generalized crested product, which naturally appears as a generalization of the first crested product of Markov chains. A complete spectral analysis is developed and the $k$-step transition probability is given.
Daniele D'Angeli, Alfredo Donno
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Hierarchical Reliability Modelling and Analysis of Life Support System of Fighter Aircraft
International Journal of Mathematical, Engineering and Management Sciences, 2023 The paper proposes a hierarchical reliability modelling and assessment approach for a life support system (LSS) that provides oxygen to the pilot and is employed in a combat aircraft.
Anubhav Tandon +2 more
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Correction : perfect simulation for a class of positive recurrent Markov chains [PDF]
, 2007 In [1] we introduced a class of positive recurrent Markov chains, named tame chains. A perfect simulation algorithm, based on the method of dominated CFTP, was then shown to exist in principle for such chains. The construction of a suitable dominating
Connor, Stephen B., Kendall, W. S.
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Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions
Journal of Probability and Statistics, 2014 Motivated by possible applications of Lyapunov techniques in the stability of stochastic networks, subgeometric ergodicity of Markov chains is investigated.
Mokaedi V. Lekgari
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Applications of Metric Coinduction [PDF]
Logical Methods in Computer Science, 2009 Metric coinduction is a form of coinduction that can be used to establish properties of objects constructed as a limit of finite approximations. One can prove a coinduction step showing that some property is preserved by one step of the approximation ...
Dexter Kozen, Nicholas Ruozzi
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