Results 11 to 20 of about 2,583,540 (350)
Journal 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
Journal of Applied Probability, 2014 The extremes of a univariate Markov chain with regularly varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper we extend this fact to Markov chains with multivariate regularly varying marginal distributions in R
Janssen, A., Segers, J.
openaire +5 more sources
Journal 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.
Zhiyan Shi, Weiguo Yang
doaj +2 more sources
Flow-based generative models for Markov chain Monte Carlo in lattice field theory [PDF]
Physical Review D, 2019 A Markov chain update scheme using a machine-learned flow-based generative model is proposed for Monte Carlo sampling in lattice field theories. The generative model may be optimized (trained) to produce samples from a distribution approximating the ...
M. S. Albergo, G. Kanwar, P. Shanahan
semanticscholar +1 more source
Integration of fast fluid dynamics and Markov chain model for predicting transient particle transport in buildings [PDF]
E3S 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
Forum 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
Remote Sensing, 2020 Cellular Automata models are used for simulating spatial distributions and Markov Chain models are used for simulating temporal changes. The main aim of this study is to investigate the effect of urban growth on Faisalabad.
A. Tariq, Hong Shu
semanticscholar +1 more source
, 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
openaire +4 more sources
Stochastic Gradient Markov Chain Monte Carlo [PDF]
Journal of the American Statistical Association, 2019 Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice.
C. Nemeth, P. Fearnhead
semanticscholar +1 more source