Results 11 to 20 of about 65,379 (309)
Electronic Journal of Probability, 2023 36 pages, 9 ...
Defant, Colin, Li, Rupert
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Journal of Applied Mathematics, 2020 This paper deals with the computation of invariant measures and stationary expectations for discrete-time Markov chains governed by a block-structured one-step transition probability matrix.
Hendrik Baumann, Thomas Hanschke
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, 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
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Future Internet, 2023 In this paper we consider the research and development of classifiers that are trained to predict the task solved by source code. Possible applications of such task detection algorithms include method name prediction, hardware–software partitioning ...
Artyom V. Gorchakov +2 more
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Parametric Markov Chains: PCTL Complexity and Fraction-free Gaussian Elimination [PDF]
Electronic Proceedings in Theoretical Computer Science, 2017 Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for the parameters.
Lisa Hutschenreiter +2 more
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Journal of Applied Probability, 2014 The extremes of a univariate Markov chain with regularly varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper we extend this fact to Markov chains with multivariate regularly varying marginal distributions in R
Janssen, A., Segers, J.
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A Definition Scheme for Quantitative Bisimulation [PDF]
Electronic Proceedings in Theoretical Computer Science, 2015 FuTS, state-to-function transition systems are generalizations of labeled transition systems and of familiar notions of quantitative semantical models as continuous-time Markov chains, interactive Markov chains, and Markov automata.
Diego Latella +2 more
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Clustering quantum Markov chains on trees associated with open quantum random walks
AIMS Mathematics, 2023 In networks, the Markov clustering (MCL) algorithm is one of the most efficient approaches in detecting clustered structures. The MCL algorithm takes as input a stochastic matrix, which depends on the adjacency matrix of the graph network under ...
Luigi Accardi +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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The 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
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