Results 31 to 40 of about 27,519 (162)

Combined Deterministic and Stochastic System Identification and Realization: DSR - A Subspace Approach Based on Observations [PDF]

Modeling, Identification and Control, 1996
A numerically stable and general algorithm for identification and realization of a complete dynamic linear state space model, including the system order, for combined deterministic and stochastic systems from time series is presented.
David Di Ruscio
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Foundations of causal discovery on groups of variables

Journal of Causal Inference
Discovering causal relationships from observational data is a challenging task that relies on assumptions connecting statistical quantities to graphical or algebraic causal models.
Wahl Jonas, Ninad Urmi, Runge Jakob
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MARKOV PROPERTY OF MONOTONE LÉVY PROCESSES [PDF]

Infinite Dimensional Harmonic Analysis III, 2005
Monotone L vy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L vy-Khintchine formula. Monotone L vy processes turn out to be related to classical L vy processes via Attal's ``remarkable ...
Franz, Uwe, Muraki, Naofumi
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The research on the strong Markov property

Annales Universitatis Paedagogicae Cracoviensis: Studia Mathematica, 2011
Let $X(t, omega) = {x_t(omega): t geq 0} be a Markov process defined on a probability space $(Omega,mathcal{F}, P)$ and valued in a measurable space (E; mathcal{E} ).
Huang Yonghui, Tang Rong
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Graphical Models Over Heterogeneous Domains and for Multilevel Networks

IEEE Access, 2018
We review models for analyzing multivariate data of mixed (heterogeneous) domains such as binary, categorical, ordinal, counts, continuous, and/or skewed continuous, and methods for modeling various graphs including multiplex, multilevel, and multilayer ...
Tamara Dimitrova, Ljupco Kocarev
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Chaotic Properties of Systems with Markov Dynamics [PDF]

Physical Review Letters, 2005
We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the first time a corresponding finite Kolmogorov-Sinai entropy for these processes.
Lecomte, Vivien, Appert-Rolland, Cécile, van Wijland, Frédéric   +2 more
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STUDY ON THE EVOLUTION OF SOME FINANCIAL PRODUCTS BASED ON MARKOV CHAINS METHOD [PDF]

Annals of the University of Oradea: Economic Science, 2016
In probability theory it is known that Markov chain is frequently used in order to predict the future situations. Moreover, Markov chain theory is used to study the change rules of the economic phenomenons, to describe consumers’ brand loyalty, in ...
Marta Kovacs (Kiss)
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Note on local mixing techniques for stochastic differential equations

Modern Stochastics: Theory and Applications, 2021
The paper discusses several techniques which may be used for applying the coupling method to solutions of stochastic differential equations (SDEs).
Alexander Veretennikov
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Stability of reaction–diffusion systems with stochastic switching

Nonlinear Analysis, 2019
In this paper, we investigate the stability for reaction systems with stochastic switching. Two types of switched models are considered: (i) Markov switching and (ii) independent and identically distributed switching.
Lijun Pan, Jinde Cao, Ahmed Alsaedi
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ON THE INFINITE ORDER MARKOV PROCESSES [PDF]

Journal of Sciences, Islamic Republic of Iran, 1996
The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.
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