Results 131 to 140 of about 3,741,395 (255)

A point on discrete versus continuous state-space Markov chains

open access: yesDependence Modeling
This article investigates the effects of discrete marginal distributions on copula-based Markov chains. We establish results on mixing properties and parameter estimation for a copula-based Markov chain model with Bernoulli(pp) marginal distributions ...
Muia Mathias, Longla Martial
doaj   +1 more source

Modified Engel Algorithm and Applications in Absorbing/Non-Absorbing Markov Chains and Monopoly Game

open access: yesMathematical and Computational Applications
The Engel algorithm was created to solve chip-firing games and can be used to find the stationary distribution for absorbing Markov chains. Kaushal et al.
Chunhe Liu, Jeff Chak Fu Wong
doaj   +1 more source

A parallel block projection method of the Cimmino type for finite Markov chains

open access: yes, 1995
A parallel block projection method is used to approximate the stationary vector of a finite Markov chain. Block projection methods are very attractive for solving large chains thanks to their potential for parallel computation and robustness.
Sgallari F, Spaletta Giulia, Benzi M
core  

Extracting Rules via Markov Chains for Cryptocurrencies Returns Forecasting. [PDF]

open access: yesComput Econ, 2023
Nascimento KKFD   +4 more
europepmc   +1 more source

Thermodynamic bounds and symmetries in first-passage problems of fluctuating currents

open access: yesNew Journal of Physics
We develop a method for deriving thermodynamic bounds for first-passage problems of currents with two boundaries in Markov chains. Using this method, we derive a thermodynamic bound on the rate of dissipation in terms of the splitting probability and the
Adarsh Raghu, Izaak Neri
doaj   +1 more source

Fast parallel construction of variable-length Markov chains. [PDF]

open access: yesBMC Bioinformatics, 2021
Gustafsson J   +3 more
europepmc   +1 more source

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