Results 101 to 110 of about 667,394 (343)
Equilibrium Measures for Semi-Markov Processes
This paper simplifies and extends previous results on the existence of an equilibrium or stationary measure for the age process associated with a semi-Markov chain: $$(\mathbf{I}_{(t)}, \mathbf{Z}_{(t)}) = \text{(last state entered before time t}$$, $$\text{duration of this last sojourn up to} t$$).
openaire +2 more sources
Construction and Stationary Distribution of the Fleming-Viot Process with Viability Selection [PDF]
This paper provides an explicit construction of the Fleming-Viot process with viability selection in a Bayesian nonparametric framework, and derives its stationary distribution. The measure-valued diffusion is obtained as the infinite population limit of
Stephen G. Walker, Matteo Ruggiero
core
Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China
ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley +1 more source
ABSTRACT Coal remains a major global energy source despite ongoing environmental controversies, particularly, regarding climate change and landscape transformation. This study investigates the spatiotemporal dynamics of land use and land cover (LULC) in the Moatize Coal Basin (MCB), Mozambique, between 1990 and 2024, with a specific focus on land ...
Ivan Latinho Naite +2 more
wiley +1 more source
Credit Risk Assessment Using Fuzzy Inhomogeneous Markov Chains Within a Fuzzy Market
In the present study, we model the migration process and the changes in the market environment. The migration process is being modeled as an F-inhomogeneous semi-Markov process with fuzzy states.
P.-C.G. Vassiliou
doaj +1 more source
In this paper, we are concerned with the stability analysis of stochastic systems switched by the ergodic semi-Markovian process. The sufficient conditions for almost sure exponential stability are derived by using the method of multiple Lyapunov ...
Bao Wang, Quanxin Zhu
doaj +1 more source
We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
Semi-Markov Model of MASS Voyage [PDF]
The paper presents the readiness/safety model for the sea voyage of Maritime Autonomous Surface Ship (MASS), based on Semi-Markov process. The states of MASS during the voyage were defined as triplets of intentional type of MASS operations, reliability ...
Teresa Abramowicz-Gerigk +3 more
doaj +1 more source
High Relative Accuracy Computations With Covariance Matrices of Order Statistics
ABSTRACT In many statistical applications, numerical computations with covariance matrices need to be performed. The error made when performing such numerical computations increases with the condition number of the covariance matrix, which is related to the number of variables and the strength of the correlation between the variables. In a recent work,
Juan Baz +3 more
wiley +1 more source
Unit Root Tests With Markov-Switching [PDF]
Diba and Grossman (1988) and Hamilton and Whiteman (1985) recommended unit root tests for rational bubbles. They argued that if stock prices are not more explosive than dividends, then it can be concluded that rational bubbles are not present.
Gee Kwang Randolph Tan, Xiao Qin
core

