Results 101 to 110 of about 3,741,395 (255)

Products of stochastic matrices and applications

International Journal of Mathematics and Mathematical Sciences, 1989
This paper deals with aspects of the limit behaviour of products of nonidentical finite or countable stochastic matrices (Pn). Applications are given to nonhomogeneous Markov models as positive chains, some classes of finite chains considered by Doeblin ...
Harry Cohn
doaj   +1 more source

Structured Markov chains solver: algorithms

, 2006
We analyze the problem of the numerical solution of structured Markov chains encountered in queuing models: we describe the main computational problems and present the most advanced algorithms currently available for their ...
VAN HOUDT B., BINI, DARIO ANDREA, STEFFE', SERGIO, MEINI, BEATRICE, Bini, D. A., D. A. Bini, Steffe, S., Meini, B., B. Van Houdt, B. Meini, S. Steffé, Van Houdt, B.   +11 more
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07461 Abstracts Collection – Numerical Methods for Structured Markov Chains

, 2008
From 11.11. to 14.11.07, the Dagstuhl Seminar 07461 ``Numerical Methods for Structured Markov Chains'' was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl.
Bini, Dario A., Meini, Beatrice, Ramaswami, Vaidyanathan, Remiche, Marie-Ange, Taylor, Peter   +4 more
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Analysis of 'The Settlers of Catan' Using Markov Chains

, 2021
Markov chains are stochastic models characterized by the probability of future states depending solely on one's current state. Google's page ranking system, financial phenomena such as stock market crashes, and algorithms to predict a company's projected
Nagel, Lauren
core  

Mixing Times of Markov Chains: from Coupling to Paths [PDF]

openA well-known result in the theory of Markov chains, the Convergence Theorem, states that if we assume the chain to be aperiodic and irreducible, then its distribution converges to equilibrium.
PIGNATELLI, FEDERICO MAURO
core  

Multi-Dimensional Markov Chains of M/G/1 Type

Mathematics
We consider an irreducible discrete-time Markov process with states represented as (k, i) where k is an M-dimensional vector with non-negative integer entries, and i indicates the state (phase) of the external environment.
Valeriy Naumov, Konstantin Samouylov
doaj   +1 more source

Markov Chains with Rewinding

CoRR
Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic processes that we call Markov Chains with Rewinding. In this setting, an algorithm interacts with a (partially observable)
Amir Azarmehr, Soheil Behnezhad, Alma Ghafari, Madhu Sudan 0001   +3 more
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Approximate Distributions of Clusters of Extremes [PDF]

In a stationary sequence of random variables, high-threshold exceedances may cluster together.Two approximations of such a clusters distribution are established.These justify and generalize sampling schemes for clusters of extremes already known for ...
Segers, J.J.J.
core  

Analysing ill-conditioned Markov chains. [PDF]

Philos Trans A Math Phys Eng Sci, 2023
Woods EJ, Kannan D, Sharpe DJ, Swinburne TD, Wales DJ.   +4 more
europepmc   +1 more source

Symmetric Markov Chains

The Annals of Probability, 1974
W. Feller's decomposition into a road map and speed measure are adapted to symmetric Markov chains with instantaneous states. The road map is a family of matrices defined by time changing the process with measures concentrated on finite sets.
openaire   +3 more sources