Results 21 to 30 of about 146,110 (315)
Small sets and Markov transition densities [PDF]
, 2002 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
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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
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CLTs and asymptotic variance of time-sampled Markov chains [PDF]
, 2011 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
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Using fuzzy time series with and without markov chain: to forecast of edible bird nest exported from Indonesia [PDF]
E3S Web of Conferences, 2022 Edible bird nest (EBN) were traditional medicine consumed by the Tiongkok. This study compared two-algorithm method. Fuzzy time series and Markov chain as forecast method the number of bird nest exported from Indonesia.
Sjofjan Osfar, Adli Danung Nur
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Theoretical Computer Science, 2011 The article introduces constraint Markov chains as a new tool for specification. They are a generalization of interval Markov chains. Interval Markov chains extend Markov chains by labeling transitions with intervals, implying that each transition probability needs to be within the according interval.
Caillaud, Benoit +5 more
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Logical Methods in Computer Science, 2007 We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which F can no longer be reached.
Abdulla, Parosh Aziz +2 more
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New Zealand Journal of Mathematics, 2021 We introduce the space of virtual Markov chains (VMCs) as a projective limit of the spaces of all finite state space Markov chains (MCs), in the same way that the space of virtual permutations is the projective limit of the spaces of all permutations of finite sets.We introduce the notions of virtual initial distribution (VID) and a virtual transition ...
Evans, Steven, Jaffe, Adam Q.
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Prediksi Kurs Rupiah Terhadap Dolar Dengan FTS-Markov Chain Dan Hidden Markov Model
Jurnal Derivat, 2019 Hidden Markov model is a development of the Markov chain where the state cannot be observed directly (hidden), but can only be observed, a set of other observations and combination of fuzzy logic and Markov chain to predict Rupiah exchange rate against ...
Maria Titah Jatipaningrum +2 more
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apotschka/markov-chain-scenario-trees: First release [PDF]
, 2019 <p>This is the first release of Markov chain scenario trees.</p> <p>Contents:</p> <ul> <li>A polynomial-time algorithm to generate optimally pruned Markov chain scenario trees</li> <li>Functions for ...
Andreas Potschka +1 more
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On Double Stochastic Lumped Chains [PDF]
The Egyptian Statistical Journal, 2008 In this paper, the problem of aggregation Markov chains has been considered. The necessary and sufficient conditions of the transition probability matrix of the original Markov chain to be a doubly stochastic matrix when the transition probability matrix
Ahmed Amin El-Sheikh
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