Results 31 to 40 of about 100,624 (168)
Controllability of Stochastic Delay Systems Driven by the Rosenblatt Process
Mathematics, 2022 In this work, we consider dynamical systems of linear and nonlinear stochastic delay-differential equations driven by the Rosenblatt process. With the aid of the delayed matrix functions of these systems, we derive the controllability results as an ...
Barakah Almarri +2 more
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Robust eigenvector of a stochastic matrix with application to PageRank [PDF]
2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012 We discuss a definition of robust dominant eigenvector of a family of stochastic matrices. Our focus is on application to ranking problems, where the proposed approach can be seen as a robust alternative to the standard PageRank technique. The robust eigenvector computation is reduced to a convex optimization problem. We also propose a simple algorithm
Anatoli B. Juditsky, Boris T. Polyak
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IEEE Access, 2019 In this paper, the H_ index for Markov jump linear time-varying stochastic systems and its application to robust H_ fault detection filter (FDF) are under consideration.
Tianliang Zhang +2 more
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Matrix exponential stochastic volatility with cross leverage [PDF]
Computational Statistics & Data Analysis, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tsunehiro Ishihara +2 more
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On Double Stochastic Lumped Chains [PDF]
The Egyptian Statistical Journal, 2008 In this paper, the problem of aggregation Markov chains has been considered. The necessary and sufficient conditions of the transition probability matrix of the original Markov chain to be a doubly stochastic matrix when the transition probability matrix
Ahmed Amin El-Sheikh
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Stochastic Synchronization of Neutral-Type Neural Networks with Multidelays Based on M-Matrix
Discrete Dynamics in Nature and Society, 2015 The problem of stochastic synchronization of neutral-type neural networks with multidelays based on M-matrix is researched. Firstly, we designed a control law of stochastic synchronization of the neural-type and multiple time-delays neural network ...
Wuneng Zhou +3 more
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IEEE Access, 2020 This paper reports the investigation on non-fragile state feedback control for stochastic Markovian jump systems with uncertain parameters and mode-dependent time-varying delays. The resulted closed-loop system is stochastic stabilization by virtue of an
Kun Ma +5 more
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Systems Science & Control Engineering, 2021 In this paper, the design problem of recursive state estimation algorithm based on delay-prediction compensation is considered for a class of linear time-varying uncertain dynamical networks with network-induced communication transmission delays and ...
Bing Xu +4 more
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Superiority of the Stochastic Restricted Liu Estimator under misspecification
Statistica, 2007 This paper deals with the use of correct prior infromation in the estimation of regression coefficients when the regression model is misspecified due to the exclusion of some relevant regressor variables.
M. H. Hubert, Pushba Wijekoon
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Approximate Exponential Algorithms to Solve the Chemical Master Equation
Mathematical Modelling and Analysis, 2015 This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution.
Azam Mooasvi, Adrian Sandu
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