discrete-state discrete-time Markov chains
The strong deviation theorem for discrete time and continuous state nonhomogeneous Markov chains
... and Markov chains, is introduced, and by constructing a nonnegative martingale, the strong deviation theorem for discrete-time and continuous-state nonhomogeneous Markov ...
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Small sets and Markov transition densities
... general Markov chains one can always construct order 2 small sets (thus just one step away from the realm of practical ...which Markov chain Monte Carlo (MCMC), and CFTP in particular, has been ...
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Bounds on expected coupling times in Markov chains
... in Markov Chains” (RLIMS, 11, 1- 22, 2007) it was shown that it is very difficult to find explicit expressions for the expected time to coupling in a general Markov ...expected time to ...
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Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping
... and time until absorption when there is just one single absorbing ...of state-space via lumping, we have also illustrated how the lumping approach can be represented in a matrix-oriented fashion, and the ...
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Robust Finite Time H∞ Filtering for Discrete Time Markov Jump Stochastic Systems
... In this paper, we introduce the definition of finite-time stochastic stable (FTSS) into a class of discrete-time Markov Jump stochastic systems with parametric uncertainties. The main purpose ...
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Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation
... Figure 1. Term structure as a function of the speed of mean reverison in the short rate. We use base parameters presented in the text to generate the term structure of zero rates. The underlying model is the discretized ...
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Structure-based software reliability prediction*
... The architecture of the software can be combined with the failure behavior of the modules and the inter- faces into a composite model which can then be ana- lyzed to predict reliability of the software. The com- posite ...
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Mathematical structures for modeling pest populations.
... Population processes are generally continuous in time and discrete in numbers, but are modeled as continuous in number and discrete in time.. The choice between discrete and continuous m[r] ...
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MARKOV MODEL WITH ABSORBING STATE FOR RELIABLE PACKET DELIVERY IN WIRELESS SENSOR NETWORKS
... This paper presents a model for reliable packet delivery in Wireless Sensor Networks based on Discrete Parameter Markov Chain with absorbing state. We have demonstrated the comparison between ...
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5. Stabilizing output feedback receding horizon control of sampled-data nonlinear systems via discrete-time approximations
... full state information is available, see for example [9] and [20] for good recent ...the state feedback RHC and the observer used are both stable, there is no guarantee that the overall closed-loop is ...
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Anticipating U.S. Population-level Health Trends Based on Individual-level Dynamics to Inform Public Policy Decisions.
... The likelihood of occupying a certain smoking status or of moving between smoking stat- ues varies not only within a person’s lifetime, but also between groups of people. For example, young adults are more likely than ...
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On the use of Discrete – Time Markov Process for HIV/AIDs Epidemic Modelling
... 0.3, 0.0012 and 0.0045 respectively, the effect of changing γnon the infectives is shown in Figure 3.5. When γ is low (≤ 0.45%), the number of infectives increases rapidly to a peak of 84% infectives, and thereafter ...
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Visual Recognition System for Hearically Impaired Person –A Review
... Result shows that image transform method is good. Out of above mentioned transform FDCT is non linear PCA and LDA are linear. In most Digital Signal Processing (DSP) applications, the frequency content of the signal is ...
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A stochastic model of the provision of guided tours to tourists
... a discrete-time Markov chain theoretic model of the provision of guided tours to tourists that is relevant in both the off-peak and in the peak ...
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Optimal Control of Customers to the Service Facility with Two Types of Customers
... The In this article we analyzed a discrete time MDP in service facility systems with two types of customers. We control the number of customers admitted to the system by observing two types of customers in ...
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Online learning in discrete hidden Markov models
... BOnA has a common problem of Bayesian algorithms: the sum over hidden vari- ables makes the complexity scales exponentially in T . Also, the calculation of several digamma functions is very time consuming. In the ...
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Lecture_07-09 Markov Processes
... a Markov chain. The Markov chain is strongly periodic if and only if the elements of P are all zeros except for m elements that have 1s arranged such that each column and each row contains only a single 1 ...
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Discrete Time Markov Reward Processes a Motor Car Insurance Example
... The permanence reward (insurance premium) in- creases in function of the state and, therefore, the money earned by the company increases in function of the start- ing state too. It is to observe that the ...
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Probabilistic Model Checking on Propositional Projection Temporal Logic
... of time in hardware and software systems and can handle both sequential and parallel ...on discrete time Markov chains, we investigate the probabilistic model checking approach for PPTL ...
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Application of Self-Tuning Control System for Solution of Fault Tolerance Problem
... ( 1 1 . (9) In order to solve equation (9) with two variable parameters, the following approach is suggested: Multiply both parts of equation (9) by state variables x p and x p and integrate the resultant ...
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