Results 31 to 40 of about 1,853,662 (312)

Average-Based Fuzzy Time Series Markov Chain Based on Frequency Density Partitioning

open access: yesJournal of Applied Mathematics, 2023
Fuzzy time series (FTS) is one of the forecasting methods that has been developed until now. The fuzzy time series is a forecasting method that uses the concept of fuzzy logic, which Song and Chissom first introduced.
Susilo Hariyanto   +3 more
doaj   +1 more source

Polynomial Recurrence of Time-inhomogeneous Markov Chains

open access: yesAustrian Journal of Statistics, 2023
This paper is devoted to establishing conditions that guarantee the existence of a p-th moment of the time it takes for a timeinhomogeneous Markov chain to hit some set C.
Vitaliy Golomoziy, Olha Moskanova
doaj   +1 more source

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
openaire   +3 more sources

Markov chain Monte Carlo methods for state-space models with point process observations [PDF]

open access: yes, 2012
This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations.
Niranjan, Mahesan   +2 more
core   +1 more source

Decisive Markov Chains [PDF]

open access: yesLogical 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
openaire   +6 more sources

Virtual Markov Chains

open access: yesNew 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.
openaire   +4 more sources

Probabilistic Markov chain modelling of photonic crystal surface emitting lasers [PDF]

open access: yes, 2023
Probabilistic Markov chain modeling of photonic crystal surface emitting lasers (PCSELs) is reported. This simulation links the scattering parameters of the photonic crystal (PC) and device level losses of the PCSEL.
Liu, Jingzhao   +4 more
core   +1 more source

Controlled Markov Chains

open access: yesThe Annals of Probability, 1975
We propose a control problem in which we minimize the expected hitting time of a fixed state in an arbitrary Markov chains with countable state space. A Markovian optimal strategy exists in all cases, and the value of this strategy is the unique solution of a nonlinear equation involving the transition function of the Markov chain.
Kesten, Harry, Spitzer, Frank
openaire   +3 more sources

Distributed Markov Chains [PDF]

open access: yes, 2015
The formal verification of large probabilistic models is challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a class of communicating probabilistic agents in which the synchronizations determine the probability distribution for the next moves of the participating agents.
Ratul Saha   +4 more
openaire   +3 more sources

Approximating Markov chains. [PDF]

open access: yesProceedings of the National Academy of Sciences, 1992
A common framework of finite state approximating Markov chains is developed for discrete time deterministic and stochastic processes. Two types of approximating chains are introduced: (i) those based on stationary conditional probabilities (time averaging) and (ii) transient, based on the percentage of the Lebesgue measure of the image of cells ...
openaire   +2 more sources

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