discrete time Markov chains
Learning Discrete-Time Markov Chains Under Concept Drift
... Learning Discrete Time Markov Chains under Concept Drift Manuel Roveri, Senior Member, IEEE Abstract—Learning under concept drift is a novel and promis- ing research area aiming at designing ...
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Analysing Business Process Anomalies Using Discrete-time Markov chains
... combining Discrete-time Markov chains (DTMCs) and hitting probabilities (HP), for detecting anomalies occurring in the execution of business ...
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Discrete Time Markov Chains with R
... The package targets data scientists using DTMC, Academia members, supporting faculty instruc- tors, as well as students of undergraduate courses on Stochastic Processes. The paper will be organized as follows: Section ...
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Discrete time Markov chains with interval probabilities
... of Markov decision processes, with the work of Satia and Lave [15] followed by [9,12,14,22] ...imprecise Markov chains, although most of the results are not strictly limited to the basic model of ...
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Formal Reasoning About Finite-State Discrete-Time Markov Chains in HOL
... Abstract Markov chains are extensively used in modeling different aspects of engineering and scientific systems, such as performance of algorithms and reliability of ...example, Markov Chain Monte ...
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Tutorial: Stochastic Modeling in Biology Applications of Discrete- Time Markov Chains. NIMBioS Knoxville, Tennessee March 16-18, 2011
... Approximate Truncated Transition Matrix is a Stochastic Matrix Matrix P is truncated to an m × m matrix; the truncated matrix is not a stochastic matrix. Approximating the entries to four decimal places yields a ...
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Covariance ordering for discrete andcontinuous time Markov chains
... for discrete time Markov chains that imply the efficiency ...Ordering Markov chains, is also important in the study of time invariance estimating equations (abbreviated ...
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Efficient Computation of Renaming Functions for ρ-reversible Discrete and Continuous Time Markov Chains
... ρ-reversible chains, with sizes ranging from 8 to 24 ...larger chains would be interesting for evaluating the compu- tational efficiency, it would be very difficult to synthetically produce large ...
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A note on variance bounding for continuous time Markov Chains
... for discrete time Markov chains ...continuous time Markov Chains and it is shown that a reversible continuous time Markov Chain (CTMC) satisfies a usual CLT ...
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Bounding inferences for large-scale continuous-time Markov chains : a new approach based on lumping and imprecise Markov chains
... of discrete-time Markov ...homogeneous Markov chain 𝑃 , but where we only know that its transition rate matrix 𝑄 is contained in some non-empty and bounded set of (ergodic) transition rate ...
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On the forward algorithm for stopping problems on continuous-time Markov chains
... in discrete time by Snell [14] who characterized the value function of an optimal stopping problem as the least excessive function that is a majorant of the ...for Markov processes, see the book by ...
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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 chains ...
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Bayesian inference for continuous time Markov chains
... Andrey Markov. This stochastic process is called a Markov process. Markov processes can be classified based on their timing and ...the Markov process are a discrete time ...
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Comparative branching-time semantics for Markov chains
... particular, time-abstract (or discrete-time) fully probabilistic systems (DTMCs) and continuous-time Markov chains (CTMCs) are ...the discrete and continuous setting, ...
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An extension of Peskun ordering to continuous time Markov chains
... For Markov chains taking values on finite state spaces, we have extended Peskun ordering from discrete to continuous ...for discrete time MC has been extensively used to give necessary ...
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Monotonicity in Markov chains
... 2.1 Markov Chains A discrete-time Markov chain (DTMC) is a transition system in which tran- sitions to successor states depend on probabilistic ...
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Formalization of Continuous Time Markov Chains with Applications in Queueing Theory
... ducting Markov chain based analysis in ...of Discrete-Time Markov Chain (DTMC) and the verification of the most important properties, in which the concepts of reversibility and stationary ...
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Applying Mean-Field Approximation to Continuous Time Markov Chains
... Continuous Time Markov Chains are often used to provide a stochastic se- mantics to process algebras used in performance modelling of computer sys- tems ...underlying discrete state-space, and ...
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Geometric fluid approximation for general continuous-time Markov chains
... at discrete points (CTMC ...analogous discrete operators which are constructed from ...at time t is defined to be the distance between the probability densities over the state-space, each initialised ...
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Comparative branching-time semantics for Markov chains (extended abstract)
... particular, time-abstract (or discrete-time) fully probabilistic systems (FPS) and continuous-time Markov chains (CTMCs) are ...the discrete and continuous setting, ...
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