Results 31 to 40 of about 575,581 (334)
A continuum-tree-valued Markov process [PDF]
, 2012 We present a construction of a L\'evy continuum random tree (CRT) associated with a super-critical continuous state branching process using the so-called exploration process and a Girsanov's theorem.
Jean-françois Delmas +2 more
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Вестник Дагестанского государственного технического университета: Технические науки, 2020 Aim. The research aims to develop mathematical models for evaluating the reliability of two-story frame systems under the seismic impact, covering all possible ways of transition to the mechanism state due to the formation of plastic hinges in the frame ...
A. D. Abakarov, R. G. Gasanov
doaj +1 more source
Sufficient stochastic maximum principle for the optimal control of semi-Markov modulated jump-diffusion with application to Financial optimization [PDF]
, 2014 The finite state semi-Markov process is a generalization over the Markov chain in which the sojourn time distribution is any general distribution. In this article we provide a sufficient stochastic maximum principle for the optimal control of a semi ...
Deshpande, Amogh
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Fast reactions with non-interacting species in stochastic reaction networks
Mathematical Biosciences and Engineering, 2022 We consider stochastic reaction networks modeled by continuous-time Markov chains. Such reaction networks often contain many reactions, potentially occurring at different time scales, and have unknown parameters (kinetic rates, total amounts). This makes
Linard Hoessly , Carsten Wiuf
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Generalized Markov stability of network communities
, 2020 We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales.
Cimini, Giulio +2 more
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Rank-Driven Markov Processes [PDF]
Journal of Statistical Physics, 2011 32 pages, 2 colour ...
Grinfeld, Michael +2 more
openaire +5 more sources
Tornadoes and related damage costs: statistical modelling with a semi-Markov approach
Geomatics, Natural Hazards & Risk, 2016 We propose a statistical approach to modelling for predicting and simulating occurrences of tornadoes and accumulated cost distributions over a time interval.
Guglielmo D’Amico +4 more
doaj +1 more source
Reliability modelling and analysis of a multi-state element based on a dynamic Bayesian network [PDF]
Royal Society Open Science, 2018 This paper presents a quantitative reliability modelling and analysis method for multi-state elements based on a combination of the Markov process and a dynamic Bayesian network (DBN), taking perfect repair, imperfect repair and condition-based ...
Zhiqiang Li +4 more
doaj +1 more source
Research on Reliability Test Cycle of Drive Motor System Based on User Model
Kongzhi Yu Xinxi Jishu, 2023 To address the issues in reliability bench tests for drive motor system of electric vehicle, particularly low correlation between reliability test conditions and real-world user driving scenarios, as well as non-equivalence in damage effects, a method ...
LIU Haichao +4 more
doaj +1 more source
Transient Probability Functions: A Sample Path Approach [PDF]
Discrete Mathematics & Theoretical Computer Science, 2003 A new approach is used to determine the transient probability functions of Markov processes. This new solution method is a sample path counting approach and uses dual processes and randomization.
Michael L. Green +4 more
doaj +1 more source