Results 51 to 60 of about 407,439 (176)
Applying diffusion-based Markov chain Monte Carlo. [PDF]
PLoS ONE, 2017 We examine the performance of a strategy for Markov chain Monte Carlo (MCMC) developed by simulating a discrete approximation to a stochastic differential equation (SDE). We refer to the approach as diffusion MCMC.
Radu Herbei, Rajib Paul, L Mark Berliner
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Dissipative control of a three-species food chain stochastic system with a hidden Markov chain
Advances in Difference Equations, 2017 This paper focuses on a three-species food chain system which is formulated as stochastic differential equations with regime switching represented by a hidden Markov chain. Firstly, using the Wonham filter, we estimate the hidden Markov chain through the
Yonggang Ma +3 more
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Strong Ergodicity in Nonhomogeneous Markov Systems with Chronological Order
MathematicsIn the present, we study the problem of strong ergodicity in nonhomogeneous Markov systems. In the first basic theorem, we relax the fundamental assumption present in all studies of asymptotic behavior.
P.-C.G. Vassiliou
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Stochastic Methods for Analysis of Complex Hardware-Software Systems
Труды Института системного программирования РАН, 2018 In this paper we consider Markov analysis of models of complex software and hardware systems. A Markov analysis tool can be used during verification processes of models of avionics systems.
A. A. Karnov, S. V. Zelenov
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The optimal sink and the best source in a Markov chain
, 2012 It is well known that the distributions of hitting times in Markov chains are quite irregular, unless the limit as time tends to infinity is considered. We show that nevertheless for a typical finite irreducible Markov chain and for nondegenerate initial
A. Galves +16 more
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Semi-Markov graph dynamics. [PDF]
PLoS ONE, 2011 In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists
Marco Raberto +2 more
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Jurnal Teknik SipilAbstrak Model dan analisis yang mampu meramalkan dampak banjir terhadap kinerja perkerasan jalan raya, sangat penting untuk mengantisipasi penurunan kekuatan struktur perkerasan pasca terjadinya banjir.
Danang Saputro +2 more
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STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
Selecciones Matemáticas, 2016 In this work we will analyze the stability of linear systems governed by a Markov chain, this family is known in the specialized literature as linear systems with Markov jumps or by its acronyms in English MJLS as it is denoted in [1].
Jorge Enrique Mayta Guillermo
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Markov chain analysis of regional climates [PDF]
Nonlinear Processes in Geophysics, 2010 We present a novel method for regional climate classification that is based on coarse-grained categorical representations of multivariate climate anomalies and a subsequent Markov chain analysis.
S. Mieruch +4 more
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Optimal control of multiple Markov-switching stochastic systems with numerical applications
Results in Control and Optimization, 2022 In this article the authors set up an optimal control framework for a hybrid stochastic system with dual or multiple Markov switching diffusion processes, while Markov chains governing these switching diffusions are not identical as assumed in the ...
Jianmin Shi
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