Results 11 to 20 of about 116,111 (309)

Segregating Markov Chains [PDF]

open access: yesJournal of Theoretical Probability, 2017
Dealing with finite Markov chains in discrete time, the focus often lies on convergence behavior and one tries to make different copies of the chain meet as fast as possible and then stick together. There is, however, a very peculiar kind of discrete finite Markov chain, for which two copies started in different states can be coupled to meet almost ...
Timo Hirscher, Anders Martinsson
openaire   +2 more sources

Perturbed Markov chains [PDF]

open access: yesJournal of Applied Probability, 2003
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the transition matrix. We define a new closeness relation between transition matrices, and use graph-theoretic techniques, in ...
Eilon Solan, Nicolas Vieille
openaire   +7 more sources

Ungarian Markov chains

open access: yesElectronic Journal of Probability, 2023
36 pages, 9 ...
Defant, Colin, Li, Rupert
openaire   +3 more sources

Integration of fast fluid dynamics and Markov chain model for predicting transient particle transport in buildings [PDF]

open access: yesE3S Web of Conferences, 2019
Fast simulation tools for the prediction of transient particle transport are critical in designing the air distribution indoors to reduce the exposure to indoor particles and associated health risks.
Liu Wei, Chen Chun
doaj   +1 more source

A rapidly mixing Markov chain from any gapped quantum many-body system [PDF]

open access: yesQuantum, 2023
We consider the computational task of sampling a bit string $x$ from a distribution $\pi(x)=|\langle x|\psi\rangle|^2$, where $\psi$ is the unique ground state of a local Hamiltonian $H$.
Sergey Bravyi   +3 more
doaj   +1 more source

Some Limit Properties of Random Transition Probability for Second-Order Nonhomogeneous Markov Chains Indexed by a Tree

open access: yesJournal of Inequalities and Applications, 2009
We study some limit properties of the harmonic mean of random transition probability for a second-order nonhomogeneous Markov chain and a nonhomogeneous Markov chain indexed by a tree.
Shi Zhiyan, Yang Weiguo
doaj   +2 more sources

Markov Chains

open access: yes, 2018
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven.
Douc, Randal   +3 more
  +6 more sources

Double coset Markov chains

open access: yesForum of Mathematics, Sigma, 2023
Let G be a finite group. Let $H, K$ be subgroups of G and $H \backslash G / K$ the double coset space. If Q is a probability on G which is constant on conjugacy classes ( $Q(s^{-1} t s) = Q(t)$ ), then the random walk driven by Q on G ...
Persi Diaconis   +2 more
doaj   +1 more source

Modeling Investment Trends: A Logarithmic-Modified Markov Chain Approach

open access: yesJournal of Statistical Theory and Applications (JSTA), 2020
The study aimed at stabilizing the changing variance using the logarithmic transformation to achieve a significant proportion of stability and a faster rate of convergence of the steady state transition probability in Markov chains.
Imoh Udo Moffat   +2 more
doaj   +1 more source

Prediction of passenger movement indexes using Holt Winters Markov chain model [PDF]

open access: yesMuṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2016
In order to predict the values of passengers movement indexes which enjoy seasonal changes, this research uses Holt Winters Markov chain model, which is a combination of Markov chain and Holt Winters models.
Fatemeh haghighat, Fariborz Golai
doaj   +1 more source

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