Results 41 to 50 of about 3,741,395 (255)
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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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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Distributed Markov Chains [PDF]
, 2015 The formal verification of large probabilistic models is challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a class of communicating probabilistic agents in which the synchronizations determine the probability distribution for the next moves of the participating agents.
Ratul Saha +4 more
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Perturbation theory for Markov chains via Wasserstein distance [PDF]
Bernoulli, 2015 Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions.
Daniel Rudolf, Nikolaus Schweizer
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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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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
core
Checking LTL Properties of Recursive Markov Chains [PDF]
, 2005 We present algorithms for the qualitative and quantitative model checking of Linear Temporal Logic (LTL) properties for Recursive Markov Chains (RMCs). Recursive Markov Chains are a natural abstract model of procedural probabilistic programs and related ...
M. Yannakakis +3 more
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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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Markov and Semi-Markov Chains, Processes, Systems, and Emerging Related Fields
Mathematics, 2021 Probability resembles the ancient Roman God Janus since, like Janus, probability also has a face with two different sides, which correspond to the metaphorical gateways and transitions between the past and the future [...]
P.-C.G. Vassiliou, Andreas C. Georgiou
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