continuous-time Markov model
A continuous time version and a generalization of a Markov-recapture model for trapping experiments
... The estimate of the unknown population size is based on the assumption of a closed population and a simple Markov model in which the rates of marking, capture, and recapture are assumed [r] ...
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Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes
... Introduction. Continuous-time jump Markov processes, especially Markov chains with the discrete state space X, form a well-developed branch of random pro- cesses; see, ...the model is ...
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A Regime Switching Model for the Term Structure of Credit Risk Spreads
... rating-based model for the term structure of credit risk spreads wherein the credit- worthiness of the issuer is represented as a finite-state continuous time Markov ...A model of the ...
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PERFORMANCE EVALUATION AND OPTIMIZATION OF BLOCKING PROBABILITY IN PASSIVE OPTICAL BURST SWITCHING NETWORKBharti Tagra, Sukhvinder Kaur, Dr. Amit Wason
... a continuous- time Markov chain based on a generalized Engset model and focused specifically on critical load and other given levels of high utilization conditions and evaluated the required ...
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Missclassification of HIV Disease Stages with Continuous Time Hidden Markov Models
... Observed states are considered to be the out put of the underling disease stages and generated by some arbitrary distribution. The model parameters of the prior model is initial state distribution, the ...
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Multilevel Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics
... equivalent model to (1) that incorporates the natural tem- poral and other quantitative ...scaled model is critical for realistic quantitative comparisons of accuracy versus cost for computational methods, ...
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Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels
... DTMC model [13], but CTMC modeling required significantly less CPU ...DTMC model at chosen voltage value, while the same calculation took ...CTMC model was ...
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Particle filtering for continuous-time hidden Markov models
... considered model, a closed-form expression for the integral in (6) may not be available; but since this integral is one-dimensional and has compact support, it can be evaluated using numerical quadrature ...
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An Analysis of Exchange Rate Regime Duration
... a continuous time variable, a continuous time Markov chain model is appropriate in analyzing the regime dynamics 2 ...state continuous time Markov chain ...
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Continuous time Markov decision process of a single aisle warehouse
... detailed model for the ETV has to be ...the model. The model of the ETV consists of two parts; the first part is the behaviour of the ETV and the other part consists of the technical specifications ...
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Model checking of continuous time Markov Chains against timed automata specifications
... work. Model checking CTMCs against linear real-time specifications has received scant attention so ...given time interval, but also on the validity of certain state formulas in intermediate ...[6]. ...
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Mapping Activity Diagram to Petri Net: Application of Markov Theory for Analyzing Non-Functional Parameters
... proper model which is the securest and the most ...embedded Continuous Time Markov Chain (CTMC) is derived from the GSPN and the Markov chain theory is used to obtain the performance ...
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The simple harmonic urn
... urn model with two types of ...resulting Markov chain is transient but that if we throw out a ball every time the colours swap, the process is ...percolation model naturally associated with ...
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Structure-based software reliability prediction*
... reliability model- ing are black-box based, ...to model the overall failure process of such systems us- ing only one of the several software reliability growth ...discrete time Markov chain ...
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A Stochastic SIVS Epidemic Model Based on Birth and Death Process
... epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including ...use continuous time Markov ...
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Counterexample Generation for Conditional Probability in Probabilistic Model Checking
... of model checking techniques, approximate and effective model checking on multiple until formulae (k>2) become an open research problem and more and more importance in the field of system ...on ...
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Simulation algorithms for continuous time Markov chain models
... µl-blood, it is impractical for the SSA to run even one sample path at this scale. The numerical re- sults demonstrate that the dynamics of uninfected resting CD4+ T cells could be well approximated by ordinary ...
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Variance Optimization for Continuous Time Markov Decision Processes
... portfolio model is a model of maximization of return and minimization of ...For continuous-time, the variance of the average expected re- turn has been defined in deterministic stationary ...
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ICTS AND ECONOMIC GROWTH IN AFRICAN COUNTRIES
... discrete Markov processes in pure birth-death processes with final number of states were ...the Markov pure birth-death processes can be distinguished by the value of the ...
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Coupling and tracking of regime switching martingales
... all time horizons) the coupling time and the tracking error of two regime-switching ...coupling time of the two martingales while simultaneously max- imising the tracking error for all time ...
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