Results 31 to 40 of about 144,876 (334)
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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Conditional ergodicity in infinite dimension
, 2014 The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional distributions given ...
Tong, Xin Thomson, van Handel, Ramon
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Entropy: The Markov Ordering Approach
Entropy, 2010 The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant “additivity” properties: (i) existence of a monotonic ...
Alexander N. Gorban +2 more
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CORRELATION FUNCTIONS FOR LINEAR ADDITIVE MARKOV CHAINS OF HIGHER ORDERS [PDF]
Радиофизика и электроника, 2019 Subject and purpose. The task of designing various radio engineering devices, such as filters, delay lines, antennas with a given radiation pattern, requires the development of methods for generating random sequences (the values of the system parameters)
V. E. Vekslerchik +3 more
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A Probabilistic Proof of the Rogers Ramanujan Identities [PDF]
, 2000 The asymptotic probability theory of conjugacy classes of the finite general linear and unitary groups leads to a probability measure on the set of all partitions of natural numbers.
Fulman, Jason
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On an irreducibility type condition for the ergodicity of nonconservative semigroups
Comptes Rendus. Mathématique, 2020 We propose a simple criterion, inspired from the irreducible aperiodic Markov chains, to derive the exponential convergence of general positive semigroups.
Cloez, Bertrand, Gabriel, Pierre
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Consistent estimation of the spectrum of trace class data augmentation algorithms
, 2019 Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the convergence and mixing properties of these Markov chains can be obtained by ...
Chakraborty, Saptarshi, Khare, Kshitij
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Limits of Sequences of Markov Chains [PDF]
, 2015 We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with bounded mixing ...
Towsner, Henry
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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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Mathematics, 2021 In this paper, we propose a family of indistinguishability operators, that we have called Yager Possibilitic Response Functions (YPRFs for short), as an appropriate tool for allocating tasks to a collective of agents. In order to select the best agent to
Maria-del-Mar Bibiloni-Femenias +3 more
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