discrete-time discrete-state Markov chains
Covariance ordering for discrete andcontinuous time Markov chains
... for discrete time Markov chains that imply the efficiency ...general state spaces, and the other is the covariance ordering introduced by Mira and Geyer ...Ordering Markov ...
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Efficient Computation of Renaming Functions for ρ-reversible Discrete and Continuous Time Markov Chains
... Contribution. The main contributions of this paper are two algorithms for testing the ρ-reversibility of both DTMCs and CTMCs. The first is a linear time procedure that can be used to test whether a given renaming ...
8
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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Recursive filters for partially observable finite Markov chains
... for time-homogeneous hidden Markov ...of discrete-time processes with finite state spaces allows us to provide a direct ...hidden Markov models than the ones considered here. ...
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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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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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The strong deviation theorem for discrete time and continuous state nonhomogeneous Markov chains
... of discrete-time and continuous-state nonhomogeneous Markov chains, we obtain the strong deviation theorem for discrete-time and continuous-state nonhomoge- neous ...
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Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation
... We now present the computation of a zero coupon bond price in the setting of a two-factor CIR model. In two- factor models, in general, bond yields are deterministic (and usually affine) functions of two factors. There ...
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Dynamic Price Competition with Price Adjustment Costs and Product Differentiation
... continuous time is that, as adjustment costs or price stickiness tend to zero, the subgame perfect equilibrium approaches a limit that is di¤erent from the Nash equi- librium of the corresponding static ...game. ...
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Online learning in discrete hidden Markov models
... Abstract. We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a ...
8
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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5. Stabilizing output feedback receding horizon control of sampled-data nonlinear systems via discrete-time approximations
... Theorem 4.3 lays the foundation for the design of an output feedback RHC via an approximate discrete-time model to achieve practical stability of the exact discrete-time model. Achieving ...
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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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Anticipating U.S. Population-level Health Trends Based on Individual-level Dynamics to Inform Public Policy Decisions.
... the Markov chain model (Killeen 2011, Yeh et ...first-order Markov model, these transitions depend only on the current status and are independent of the ...In Markov chain models, a prob- ability is ...
153
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 discrete choice process for dividend policy
... a discrete choice model where a rational, forward-looking manager chooses the optimal dividend payout policy to minimize the agency cost deriving from the manager-shareholders ...the discrete choice dynamic ...
120
Visual Recognition System for Hearically Impaired Person –A Review
... Over the past several years, the wavelet transform has gained widespread acceptance in signal processing in general and in image compression research in particular. In applications such as still image compression, ...
5
Comparative Study of Vibration Signal Using Wavelet Transform
... Coiflets are discrete wavelets designed by Ingrid Daubechies , at the request of Ronald Coifman , to have scaling functions with vanishing moments. The wavelet is near symmetric, their wavelet functions have ...
6
Optimal Control of Customers to the Service Facility with Two Types of Customers
... lead time processes and setup ...a discrete time MDP in a service facility system in which inventory is maintained to complete the ...at discrete time epochs to control both admission ...
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A systematic literature review of operational research methods for modelling patient flow and outcomes within community healthcare and other settings
... In a model of flow, the relevant system is viewed as comprising a set of distinct compartments or states, through which continuous matter or discrete entities move. Within healthcare applications, the entities of ...
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