Results 291 to 300 of about 29,628 (317)

The design of Markov chains for waveform generation

IEEE Transactions on Acoustics, Speech, and Signal Processing, 1976
A linear programming algorithm is described for designing circulant Markov chains which generate random waveforms whose spectral densities have specified poles. These chains can be implemented by random jumping in a fixed table, and have the advantages of speed and simplicity. Possible applications to speech synthesis are discussed.
L. Siegel, K. Steiglitz, M. Zuckerman
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Patterns generated by -order Markov chains

Statistics & Probability Letters, 2010
We derive an expression for the expected time for a pattern to appear in higher-order Markov chains with and without a starting sequence. This yields a result for directly calculating, the first time one of a collection of patterns appears, in addition to the probability, for each pattern, that it is the first to appear.
Evan Fisher, Shiliang Cui
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Constructing the General Markov Chain

1983
In this chapter, I will construct the general Markov chain with continuous time parameter, countable state space, and stationary standard transitions. Let I be the countable state space. Let I n be a sequence of finite subsets of I which swell to I. For each n, suppose X n is Markov with continuous time parameter, has stationary standard transition ...
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Limit Theorems for General Markov Chains

Siberian Mathematical Journal, 2001
Let S be a measurable space with a σ-algebra B(S) of measurable sets. Let Pn(x,B), x ∈ S, B ∈ B(S), be some transition probability on S; in this article, the parameter n, time, ranges in the set Z+ = {0, 1, 2, . . . } of nonnegative integers. The transition probability is not assumed homogeneous in time n.
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Applications of generalized inverses to Markov chains

Advances in Applied Probability, 1991
First it is shown that any generalized inverse of the infinitesimal generator of an irreducible Markov chain can be used to compute the exact stationary distribution and all the expected first-passage times of the chain. In the special case of a single-server queue this allows all computations to be done with upper-triangular matrices.
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A class of generators of pseudo-Markov chains

Journal of Soviet Mathematics, 1989
See the review in Zbl 0461.60094.
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The general markov chain disorder problem

Stochastics, 1987
This paper treats a special case of the disorder problem. It is assumed that the data consist of noisy observations of the state of a Markov chain, and that at some unknown time S a sudden change occurs, either in the state transition probabilities or in the observation process. The goal is to find a Markov time x which minimizes E[C{t - S), where C{n}
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Criteria for classifying general Markov chains

Advances in Applied Probability, 1976
The aim of this paper is to present a comprehensive set of criteria for classifying as recurrent, transient, null or positive the sets visited by a general state space Markov chain. When the chain is irreducible in some sense, these then provide criteria for classifying the chain itself, provided the sets considered actually reflect the status of the ...
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Markov chains and generalized continued fractions

Journal of Applied Probability, 1992
This paper deals with a class of discrete-time Markov chains for which the invariant measures can be expressed in terms of generalized continued fractions. The representation covers a wide class of stochastic models and is well suited for numerical applications. The results obtained can easily be extended to continuous-time Markov chains.
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Generating Process Anomalies with Markov Chains: A Pattern-Driven Approach

Generating anomalies for process executions helps to train anomaly detection methods and evaluate their performance. Anomalous behavior tends to be diverse and very infrequent. Generating process anomalies can help compare detection models and select the suited ones.
Jochem Veldman, Xixi Lu 0001, Wouter van der Waal, Marcus Dees, Inge van de Weerd   +4 more
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