Results 51 to 60 of about 3,741,395 (255)
Discrete Time Markov Chains with R
The R Journal, 2017 The markovchain package aims to provide S4 classes and methods to easily handle Discrete Time Markov Chains (DTMCs), filling the gap with what is currently available in the CRAN repository.
G. Spedicato
semanticscholar +1 more source
An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains
Modern Stochastics: Theory and Applications, 2016 In this paper, we consider two time-inhomogeneous Markov chains ${X_{t}^{(l)}}$, $l\in \{1,2\}$, with discrete time on a general state space. We assume the existence of some renewal set C and investigate the time of simultaneous renewal, that is, the ...
Vitaliy Golomoziy
doaj +1 more source
Quantum Conditional Mutual Information and Approximate Markov Chains [PDF]
Communications in Mathematical Physics, 2014 A state on a tripartite quantum system A⊗B⊗C\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt}
Omar Fawzi, R. Renner
semanticscholar +1 more source
Stochastic Processes and their ApplicationsThe Importance Markov chain is a novel algorithm bridging the gap between rejection sampling and importance sampling, moving from one to the other through a tuning parameter. Based on a modified sample of an instrumental Markov chain targeting an instrumental distribution (typically via a MCMC kernel), the Importance Markov chain produces an extended ...
Andral, Charly +3 more
openaire +4 more sources
Relaxation of Product Markov Chains on Product Spaces [PDF]
, 1997 We study the relaxation time of product-type Markov chains approaching a product distribution. We bound the approach to stationarity for such Markov chains in terms of the mixing times of the component Markov chains.
Mathé, Peter
core +1 more source
A review on smoothing techniques in Markov chains methods
, 2014 Markov chains have been suggested since the early sixties for modeling manpower flow, mostly in governmental and public agencies. Numerous books and articles have proclaimed Markov chains as a superior forecasting technique.
Ibrahim, Haslinda +7 more
core +2 more sources
On automorphisms of Markov chains [PDF]
Transactions of the American Mathematical Society, 1992 We prove several theorems about automorphisms of Markov chains, using the weight-per-symbol polytope.
Krieger, Wolfgang +2 more
openaire +1 more source
Characterization of cutoff for reversible Markov chains [PDF]
ACM-SIAM Symposium on Discrete Algorithms, 2014 A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains.
Riddhipratim Basu, J. Hermon, Y. Peres
semanticscholar +1 more source
Advances in Applied Mathematics20 pages, 4 figures. The new version introduces and studies toggle Markov chains and proves cutoff for rowmotion Markov chains of Boolean ...
Colin Defant, Rupert Li, Evita Nestoridi
openaire +3 more sources
Analysis of Exchange Rates as Time-Inhomogeneous Markov Chain with Finite States
Journal of Applied Mathematics, 2022 Irrespective of whether the test for homogeneity is significant or not, most researchers assume time-homogeneity in analysing Markov chains due to scanty literature on the analysis of time-inhomogeneous Markov chains.
Felix O. Mettle +4 more
doaj +1 more source