Facilitating Numerical Solutions of Inhomogeneous Continuous Time Markov Chains Using Ergodicity Bounds Obtained with Logarithmic Norm Method [PDF]
Mathematics, 2020 The problem considered is the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time Markov chains with discrete state space and time varying intensities. Numerical solution techniques can benefit from methods providing ergodicity bounds because the latter can indicate how to choose the position and ...
Alexander Zeifman +4 more
openaire +2 more sources
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains [PDF]
Statistics & Probability Letters, 2014 We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered: birth-death-catastrophes processes, queueing models with batch arrivals and group services, chains with absorption in zero.
Zeifman, A. I., Korolev, V. Yu.
openaire +3 more sources
Computer-Aided Civil and Infrastructure Engineering, 2023 AbstractMarkov chains have been widely used to characterize performance deterioration of infrastructure assets, to model maintenance effectiveness, and to find the optimal intervention strategies. For long‐lived assets such as bridges, the time‐homogeneity assumptions of Markov chains should be carefully checked.
Daijiro Mizutani, Xian‐Xun Yuan
openaire +1 more source
Mathematics, 2023 In this paper it is shown, that if a possibly inhomogeneous Markov chain with continuous time and finite state space is weakly ergodic and all the entries of its intensity matrix are locally integrable, then, using available results from the perturbation theory, its time-dependent probability characteristics can be approximately obtained from another ...
Yacov Satin +3 more
openaire +2 more sources
Statistics & Probability Letters, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zeifman A.I. +3 more
openaire +4 more sources
Inhomogeneous continuous-time Markov chains to infer flexible time-varying evolutionary rates
Reconstructing evolutionary histories and estimating the rate of evolution from molecular sequence data is of central importance in evolutionary biology and infectious disease research. We introduce a flexible Bayesian phylogenetic inference framework that accommodates changing evolutionary rates over time by modeling sequence character substitution ...
Datta, Pratyusa +2 more
openaire +2 more sources
Stochastic Modeling by Inhomogeneous Continuous Time Markov Chains
, 2012 Homogeneous continuous time Markov chain (HCTMC), with the assumption of time-independent constant transition rates, is one of the most frequent applied methods for stochastic modeling. In realistic situations, with varying external factors influencing the transition processes, the transition rates can no longer be considered time-independent.
Li, Yan-Fu, Lin, Yan-Hui, Zio, Enrico
openaire +2 more sources
Robust state observer of continues-time inhomogeneous Markov chain [PDF]
Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitel'naya tekhnika i informatika, 2021 openaire +1 more source
Research on online EDI order scheduling optimization strategy in manufacturing enterprises based on time-varying Markov chains. [PDF]
Sci RepWulan Q.
europepmc +1 more source
A Multistate Continuous Time-Inhomogeneous Markov Model for Assessing the CD4 Count Dynamics of HIV/AIDS Patients Undergoing Antiretroviral Therapy in KwaZulu-Natal, South Africa. [PDF]
Int J Environ Res Public HealthMashiri CE +3 more
europepmc +1 more source