Results 31 to 40 of about 60,582 (310)
Polynomial Recurrence of Time-inhomogeneous Markov Chains
Austrian Journal of Statistics, 2023 This paper is devoted to establishing conditions that guarantee the existence of a p-th moment of the time it takes for a timeinhomogeneous Markov chain to hit some set C.
Vitaliy Golomoziy, Olha Moskanova
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Matrix Analysis for Continuous-Time Markov Chains
Special Matrices, 2021 Continuous-time Markov chains have transition matrices that vary continuously in time. Classical theory of nonnegative matrices, M-matrices and matrix exponentials is used in the literature to study their dynamics, probability distributions and other ...
Le Hung V., Tsatsomeros M. J.
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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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New Zealand Journal of Mathematics, 2021 We introduce the space of virtual Markov chains (VMCs) as a projective limit of the spaces of all finite state space Markov chains (MCs), in the same way that the space of virtual permutations is the projective limit of the spaces of all permutations of finite sets.We introduce the notions of virtual initial distribution (VID) and a virtual transition ...
Evans, Steven, Jaffe, Adam Q.
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Markov Chain Models for Stock Prices Forecasts and Analysis [PDF]
ITM Web of ConferencesUnder the condition of complexity and volatility of financial markets, stock price prediction remains a challenging research topic. Markov chain models, with their “memoryless” nature, provide a probabilistic framework for analyzing stock price dynamics.
Jia Henghua
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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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Approximating Markov chains. [PDF]
Proceedings of the National Academy of Sciences, 1992 A common framework of finite state approximating Markov chains is developed for discrete time deterministic and stochastic processes. Two types of approximating chains are introduced: (i) those based on stationary conditional probabilities (time averaging) and (ii) transient, based on the percentage of the Lebesgue measure of the image of cells ...
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Metastable Markov chains [PDF]
53rd IEEE Conference on Decision and Control, 2014 In this paper, we discuss the dynamics of metastable systems. Such systems exhibit interesting long-living behaviors from which they are guaranteed to inevitably escape (e.g., eventually arriving at a distinct failure or success state). At the heart of this work, we emphasize (1) that for our goals, hybrid systems can be approximated as Markov Decision
Cenk Oguz Saglam, Katie Byl
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Using Markov Chains in Medical Field [PDF]
المجلة العراقية للعلوم الاحصائية, 2018 تم فی ىذا البحث د ا رسة السمسمة الزمنیة لعدد الإصابات بمرض ذات الرئة کمتسمسمة مارکوف ، وذلک بوضع افت ا رضات عمى عدد الإصابات لصیاغة المسألة وفق نموذج متسمسمة مارکوف بالاعتماد عمى عدد الحالات التی تمثل الظاىر. وبعد إیجاد الصفات الإحصائیة لیذه السمسمة تبین
Abd Al-Gafoor G. Al-Obeady +1 more
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Perturbation theory for Markov chains
, 2022 reservedIl lavoro di tesi consiste nella ricerca di maggioranti della "distanza" tra le distribuzioni di due catene di Markov, ipotizzando che una, l'originale, sia perturbata nell'altra.
PALMIOTTO, MATTIA
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