finite-state Markov chain
Network Coding for Wireless Sensor Network Cluster over Rayleigh Fading Channel: Finite State Markov Chain
... that transmit equal-length information packets to a common destination node D . The nodes can hear one another as the transmission of different nodes is scheduled over non-overlapping time intervals. For example, users ...
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Finite State Markov Chain Approximations to Highly Persistent Processes
... discrete state-space Markov ...discrete state-space Markov chain with transition probabilities that provide a good approximation for the conditional density of the autoregressive ...
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Finite State Markov Chain Approximations to Highly Persistent Processes
... The main criterion for evaluating the six approximation methods is the accuracy in ap- proximating the business cycle moments as predicted by the stochastic growth model. Two approaches to generating these moments are ...
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A new method for approximating vector autoregressive processes by finite state Markov chains
... The finite-state Markov chain approximation methods developed by Tauchen (1986a) and Tauchen and Hussey (1991) are widely used in solving functional equations where the state variables ...
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Option pricing under two-state Markov chain market model
... discrete-time, finite-state, Markov chain asset pricing models are among the very few models which are arbitrage-free and can be calibrated to the finite number of observed market ...
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On categorical time series with covariates
... that finite state Markov chains provide a simple but prominent model of a categorical time series where lagged values of the response affect the determination of its future ...However, Markov ...
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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 ...time finite Markov ...
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Genetic Algorithm Based Finite State Markov Channel Modeling
... the Markov chains where the outputs are a deterministic function of the states based on the principle of semi-hidden Markov ...Hidden Markov Model (HMM), a hidden semi-Markov model (HSMM) is ...
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COMPLEXITY OF EMBEDDED CHAIN ALGORITHM FOR COMPUTING STEADY STATE PROBABILITIES OF MARKOV CHAIN
... Embedded chains algorithm is designed specifi- cally for Markov chains. It is a direct algorithm, so theoretically it will calculate the exact solution in a finite number of steps. Theoretical analysis ...
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LIMITING PROBABILITY TRANSITION MATRIX OF A CONDENSED FIBONACCI TREE
... of Markov chains is the categorization of states as either recurrent or ...The Markov chain, once started in a recurrent state, will return to that state with probability ...transient ...
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Stationary absolute distributions for chains of infinite order
... In this section we give a new proof of the fact that a finite-state Nth order Markov chain in which all transitions are possible has a unique stationary absolute distribution .... As is [r] ...
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Topics in the theory and applications of Markov chains
... Still continuing with the case m < 1 and Q R-positive, let us consider an application of Theorem 1.3 when the chain {Z^} starts from a specified ’ancestor* distribution {n\}. It is convenient to use criterion ( ...
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The SIS epidemic model with Markovian switching
... Population systems are often subject to environmental noise. Motivated by Takeuchi et al. [36], we will discuss in this paper the effect of telegraph noise on the well-known SIS epidemic model. We establish the explicit ...
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Ising models and multiresolution quad trees
... a Markov random field model for the label field following Geman and Geman ...paper, Markov random fields have gained significant attention in the segmentation of regions of more or less uniform colour or ...
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State Space Modelling Using Particle Filtering
... We considered a set of equations which consists of non- linear and non-gaussian functions and represented in a state space model, where first equation representation the state of the system and second ...
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Markov chain comparison
... CS-RR-406 Permanent WRAP url: http://wrap.warwick.ac.uk/61321 Copyright and reuse: The Warwick Research Archive Portal WRAP makes this work by researchers of the University of Warwick av[r] ...
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Stationary flows and uniqueness of invariant measures
... To prove uniqueness, we shall again consider the same construction defined by (8), (9) and (10), and, in addition, we shall assume that the chain is stationary and therefore defined over the index set Z . ...
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Component Safety Assessment Using Three State Markov Chain Model
... fail-safe state is a repairable state it directly affects the estimated value of the ...fail-safe state. If the component can be repaired at the fail-safe state, the repair from a failure ...
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A NOVEL APPROACH TO GENERATE TEST CASES FOR COMPOSITION & SELECTION OF WEB SERVICES BASED ON MUTATION TESTING
... work Markov process model is applied for forecasting the subsequent quarter EPS for companies in information technology (IT) ...two state basic model and extended state interval model with time ...
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Some limit theorems for the second order Markov chains indexed by a general infinite tree with uniform bounded degree
... probability, a.e. convergence) is called the Shannon-McMillan theorem, or the entropy theorem or the AEP in information theory. Here from Theorems 1, 2, and Corollary 4, we can easily obtain the Shannon-McMillan theorem ...
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