Results 81 to 90 of about 3,741,395 (255)
Rank-driven Markov processes [PDF]
, 2012 We study a class of Markovian systems of N elements taking values in [0,1] that evolve in discrete time t via randomized replacement rules based on the ranks of the elements.
Grinfeld, Michael +2 more
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An Approach of Diagnosis Based On The Hidden Markov Chains Model [PDF]
Computer Science Journal of Moldova, 2008 Diagnosis is a key element in industrial system maintenance process performance. A diagnosis tool is proposed allowing the maintenance operators capitalizing on the knowledge of their trade and subdividing it for better performance improvement and ...
Karim Bouamrane +2 more
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Application of Markov processes for analysis and control of aircraft maintainability
Научный вестник МГТУ ГА, 2020 The process of aircraft operation involves constant effects of various factors on its components leading to accidental or systematic changes in their technical condition.
Yu. M. Chinyuchin, A. S. Solov'ev
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An extension of Peskun ordering to continuous time Markov chains [PDF]
Peskun ordering is a partial ordering defined on the space of transition matrices of discrete time Markov chains. If the Markov chains are reversible with respect to a common stationary distribution "greek Pi", Peskun ordering implies an ordering on the ...
Leisen Fabrizio, Mira Antonietta
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Concentration inequalities for Markov chains by Marton couplings and spectral methods [PDF]
, 2012 We prove a version of McDiarmid’s bounded differences inequality for Markov chains, with constants proportional to the mixing time of the chain. We also show variance bounds and Bernstein-type inequalities for empirical averages of Markov chains.
D. Paulin
semanticscholar +1 more source
On markov chains and intuitionism
Indagationes Mathematicae (Proceedings), 1961 The paper contains an intuitionistic treatment of the theory of Markov chains with an enumerable state space. The theory is developed along the same lines as in the book of \textit{K. L. Chung} ``Markov chains with stationary transition probabilities''. Berlin etc.: Springer-Verlag (1960; Zbl 0092.34304).
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Modelling the profitability of credit cards by Markov decision processes
, 2009 This paper derives a model for the profitability of credit cards, which allow lenders to find the optimal dynamic credit limit policy. The model is a Markov decision process, where the states of the system are based on the borrower's behavioural score ...
Thomas, Lyn C., So, Mee Chi
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On Markov Chains with Uncertain Data [PDF]
In this paper, a general method is described to determine uncertainty intervals for performance measures of Markov chains given an uncertainty region for the parameters of the Markov chains.
Blanc, J.P.C., Hertog, D. den
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Publications de l'Institut Mathematique, 2008 Let {Xi, i _? 1} denote a sequence of variables that take values in {0, 1} and suppose that the sequence forms a Markov chain with transition matrix P and with initial distribution (q, p) = (P(X1 = 0), P(X1 = 1)). Several authors have studied the quantities Sn, Y (r) and AR(n), where Sn = ?n i=1 Xi denotes the number of successes, where Y (r) denotes ...
Omey, Edward, Van Gulck, Stefan
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Equivalent Conditions for Irreducibility of Discrete Time Markov Chains [PDF]
We consider discrete time Markov chains on general state space. It is shown that a certain property referred to here as nondecomposability is equivalent to irreducibility, and that a Markov chain with invariant distribution is irreducible if and only if ...
Cuong Le Van, John Stachurski
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