Results 61 to 70 of about 122,676 (186)
Properties of the Statistical Complexity Functional and Partially Deterministic HMMs
Entropy, 2009 Statistical complexity is a measure of complexity of discrete-time stationary stochastic processes, which has many applications. We investigate its more abstract properties as a non-linear function of the space of processes and show its close relation to
Wolfgang Löhr
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Stochastic cash flows modelled by homogeneous and non-homogeneous discrete time backward semi-Markov reward processes [PDF]
, 2014 The main aim of this paper is to give a systematization on the stochastic cash flows evolution. The tools that are used for this purpose are discrete time semi-Markov reward processes. The paper is directed not only to semi-Markov researchers but also to
Gismondi, Fulvio +3 more
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MathematicsIn this paper, we are concerned with the study of sequential interval reliability, a measure recently introduced in the literature. This measure represents the probability of the system working during a sequence of nonoverlapping time intervals.
Guglielmo D’Amico, Thomas Gkelsinis
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Karpatsʹkì Matematičnì Publìkacìï, 2013 Let $\{\xi(t), x(t)\}$ be a homogeneous semi-continuous lattice Poisson process on the Markov chain. The jumps of one sign are geometrically distributed, and jumps of the opposite sign are arbitrary latticed distribution.
M. S. Gerich
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Description and analysis of non-stationary signals by nested semi-Markov processes
Journal of Measurement Science and Instrumentation, 2014 The possibility of describing the time-dependent processes of scattering by underlying surfaces and the clear sky,as well as the seasonal behaviour of the refractive index of troposphere by using nested semi-Markov processes has been considered.
V F Kravchenko +3 more
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A new approach and software support to reliability analysis of repairable complex systems [PDF]
Computer Science Journal of Moldova, 1995 A new method of reliability analysis of complex systems and software supporting is suggested. It is based on modelling of their evolution by means of semi- Markov processes.
A. Corlat, S. Corlat
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Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment [PDF]
A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node.
English, Thomas
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Peer Community JournalState-space models are widely used in ecology to infer hidden behaviors. This study develops an extensive numerical simulation-estimation experiment to evaluate the state decoding accuracy of four simple state-space models.
Bez, Nicolas +8 more
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Fractional derivative in continuous-time Markov processes and applications to epidemics in networks
Physical Review ResearchContinuous-time Markov processes are governed by the Chapman-Kolmogorov differential equation. We show that replacing the standard time derivative of the governing equation with a Caputo fractional derivative of order ...
Matteo D'Alessandro, Piet Van Mieghem
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Credit Risk Assessment Using Fuzzy Inhomogeneous Markov Chains Within a Fuzzy Market
RisksIn 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
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