Results 11 to 20 of about 440,340 (303)
Running Markov Chain without Markov Basis [PDF]
18 ...
Hara, Hisayuki +2 more
openaire +2 more sources
Small sets and Markov transition densities [PDF]
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
core +1 more source
CLTs and asymptotic variance of time-sampled Markov chains [PDF]
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
core +1 more source
Let χ be an oriented link type in the oriented 3-sphere S3 or ℝ3 = S3 - {∞}. A representative X ∈ χ is said to be a closed braid if there is an unknotted curve A ⊂ S3 - X (the axis) and a choice of fibration ℋ of the open solid torus S3 - A by meridian discs {Hθ : θ ∈ [0, 2 π]}, such that whenever X meets a fiber Hθ the intersection is transverse ...
Birman, Joan S., Menasco, William W.
openaire +3 more sources
Portfolio design and management through state-based analytics: A probabilistic approach
This paper presents an innovative new approach to investment portfolio design, which applies a discrete, state-based methodology to defining market states and making asset allocation decisions with respect to both current and future state membership ...
Matthew W. Burkett +2 more
doaj +1 more source
Inflation Expectations Modeling: The Application of Markov Switching Autoregression
The shift of the monetary policy framework in Ukraine has led to the transformation of the power of the key transmission channels. Inflation targeting (IT) assumes the interest rates channel as the main one; besides that, since the exchange rate is ...
Iryna Lukianenko, Maria Nasachenko
doaj +1 more source
Usability of renewable energy in Bulgaria - challenges, opportunities and barriers [PDF]
Energy is a resource that both drives the world economy, but also sustains the existence of individuals. Energy is a strategic good that provides advantages for some and disadvantages for others. Traditional energy sources are not evenly distributed, and
Markov Nedelin
doaj +1 more source
Theory and Inference for a Markov-Switching GARCH Model [PDF]
We develop a Markov-switching GARCH model (MS-GARCH) wherein the conditional mean and variance switch in time from one GARCH process to another. The switching is governed by a hidden Markov chain. We provide sufficient conditions for geometric ergodicity
Jeroen V.K. Rombouts +2 more
core +6 more sources
Ying Lan,1 Nan Yang,2 Yirong Wang,1 Yan Yang,1 Min Xu,1 Qin He1 1Department of Pharmacy, Affiliated Hospital of Southwest Jiaotong University, the Third People’s Hospital of Chengdu, Chengdu, Sichuan, 610031, People’s Republic of China; 2West China ...
Lan Y +5 more
doaj
Prediction of submarine pipeline corrosion based on parameter optimized GM-Markov model
To avoid accidents such as perforation leakage caused by submarine pipeline corrosion, and to timely maintain and protect submarine pipelines, the prediction method for submarine pipeline residual life based on parameter-optimized GM-Markov model was ...
Xinsheng ZHANG +3 more
doaj +1 more source

