discrete-time Markov process
On the use of Discrete – Time Markov Process for HIV/AIDs Epidemic Modelling
... The assumption that the susceptible people contract HIV disease only through sexual contact with the infective people is realistic. This is because sexual contact between the susceptible people and the infective people ...
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Semi-Markov Modeling in Discrete Time and State for the Study of Desertification in Nigeria
... stochastic process. A semi-Markov and gap size model has been utilized to study the ...a discrete-time, discrete-state process in which successive state occupancies are governed ...
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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 ...
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Structure-based software reliability prediction*
... failure process of such systems us- ing only one of the several software reliability growth ...a discrete time Markov chain (DTMC) or a continuous time Markov chain (CTMC), and ...
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Discrete Time Markov Reward Processes a Motor Car Insurance Example
... the Discrete Time Markov Reward Processes (DTMRWP) as given in ...the Markov reward process are pre- sented and they are given in matrix form ...first time that higher moments of ...
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A Markov Based Performance Analysis of Handover and Load Balancing in HetNets
... same Markov model from our previous work ...apply Discrete Time Ma- rokov Chain to model handover process so that all UEs’ association can be represented by Markov ...handover ...
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Continuous time Markov decision process of a single aisle warehouse
... In this report, a CTMDP with the average cost criterion was developed of an automated machine that serves a single-aisle warehouse and build-up stations to obtain a new picking and storage policy. The CTMDP minimises the ...
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Application of Self-Tuning Control System for Solution of Fault Tolerance Problem
... from Markov parameters of this reduced order model should also be of the Hankel ...The discrete time state space realisation of the process can be determined from the relationship between ...
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Revenue management in airline operations : booking systems and aircraft maintenance services
... El-Haber and El-Taha (2004) model a discrete time, finite horizon Markov decision process to solve the two-leg airline seat inventory control problem with multiple fare classes, cancel[r] ...
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Analyses of heterogeneous tandem links, part I: per-session performance of an ATM multiplexer
... Keywords: ATM; admission control; per-session performance; discrete-time modeling; finite capacity queue; Markov Modulated Bernoulli Process; bursty traffic; correlated arrivals; heterog[r] ...
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Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model
... and time varying parameters have several ...the time series data. Ignoring regime changes and time varying parameters in high-volatility periods causes significant upwards bias in estimating the ...
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Markov discrete choice process for dividend policy
... same time, they are not immune to changes in the internal equilibrium of the share- holder ...same time, debt reduces free cash ows under the control of the manager, but it generates new conicts between ...
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Parisian ruin for the dual risk process in discrete-time
... a discrete-time setting. By exploiting the strong Markov property of the risk process we derive a recursive expression for the inite-time Parisian ruin prob- ability, in terms of ...
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Analysis of DAR(1)/D/s Queue with Quasi Negative Binomial II as Marginal Distribution
... arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the marginal ...This discrete ...
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Subgradient-Based Markov Chain Monte Carlo Particle Methods for Discrete-Time Nonlinear Filtering
... state process is ...over time and its corresponding complexity in the sense of sparse- ness rises (see illustration in ...each time step the observations are generated from z k = H x k + r k ...
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Fast MCMC Sampling for Markov Jump Processes and Extensions
... novel Markov chain Monte Carlo (MCMC) sampling algorithm for MJPs that avoids the need for the expensive computations described previously, and does not involve any form of approximation ...observation ...
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Optimal Control of Customers to the Service Facility with Two Types of Customers
... a discrete-time service facility system, viewed as a Markov Decision ...at discrete time epochs to control admissions to the ...
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Modelling Summer Daily Peak Loads in South Africa Using Discrete Time Markov Chain
... Despite there being sufficient generation capacity of electricity accommodating a large fraction of the South African population for now, the demand for electric- ity by consumers keeps on increasing due to population ...
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A stochastic model of the provision of guided tours to tourists
... Researchers have now begun to empirically study seasonality in the context of tourism and the provision of guided tours to tourists. Focusing on Australia, Lim and McAleer (2000) have studied deterministic and ...
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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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