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Markov Chains, Random Walks, and Card Shuffling
, 2023 A common question in the study of random processes pertains to card shuffling. Whether or not a deck of cards is random can have huge implications on any game being played with those particular cards.
Outlaw, Nolan +1 more
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Markov Chains - Simulation framework
, 2022 Markov Chains - Simulation ...
Paul A. Gagniuc (1818325)
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Non-homogeneous Markov chains with a finite state space and a Doeblin type theorem
International Journal of Mathematics and Mathematical Sciences, 1995 Doeblin [1] considered some classes of finite state nonhomogeneous Markov chains and studied their asymptotic behavior. Later Cohn [2] considered another class of such Markov chains (not covered earlier) and obtained Doeblin type results.
Rita Chattopadhyay
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Journal of Statistical Software, 2016 Markov chains are well-established probabilistic models of a wide variety of real systems that evolve along time. Countless examples of applications of Markov chains that successfully capture the probabilistic nature of real problems include areas as ...
Pablo J. Villacorta, José L. Verdegay
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Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions [PDF]
, 2014 Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo
Livingstone, Samuel +5 more
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PReMo: an analyzer for Probabilistic Recursive Models [PDF]
, 2007 This paper describes PReMo, a tool for analyzing Recursive Markov Chains, and their controlled/game extensions: (1-exit) Recursive Markov Decision Processes and Recursive Simple Stochastic ...
Dominik Wojtczak +3 more
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On a Class of Markov Chains [PDF]
Journal of the Australian Mathematical Society, 1971 Until recently, very little work has been done on the second order properties of Markov chains. Craven [1] has studied the joint distributions of Markov chains having a Borel subset of n-dimensional Euclidean space as state space. His idea was to consider the process as a time series.
openaire +1 more source
Portfolio optimization by applying Markov chains [PDF]
Anali Ekonomskog fakulteta u Subotici, 2018 Since one of the main problems in today's economy is 'conquering the market' or, in other words, finding the best way to predict price movements and receive expected rates of return, this paper will deal with the portfolio optimization in the Belgrade ...
Petković Nina +2 more
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First passage of a Markov additive process and generalized Jordan chains [PDF]
In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized by a certain matrix function, which plays a crucial role in fluctuation theory.
Michel Mandjes +3 more
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