Markov Chains
Comparative branching-time semantics for Markov chains
... This paper studies the comparative semantics of branching-time relations for probabilistic sys- tems that do not exhibit any non-determinism. In particular, time-abstract (or discrete-time) fully probabilistic systems ...
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Analysis of non-reversible Markov chains
... Markov chains on denumerable state ...skip-free Markov chains whose transition operator has only real and simple ...a Markov chain to belong to this class by stochas- tic monotonicity ...
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Complete axiomatization for the total variation distance of Markov chains
... open Markov chains can be represented up to bisimilarity as a Σ-term and, vice versa, for any Σ-term t there exist a (finite) pointed open Markov chain bisimilar to t ...
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Computation for Markov Chains
... uncoupled Markov chains (NUMC) are often encountered in analyzing queueing networks and interactive computer ...uncoupled Markov chain is analyzed by examining each cluster separately and then ...
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Structure and eigenvalues of heat-bath Markov chains
... heat-bath Markov chain is analysed using coupling, and then a comparison argument [4, 6] is applied to deduce rapid mixing of the original heat-bath ...two chains, and hence they are often applied to lazy ...
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On the metric-based approximate minimization of Markov chains
... strong bisimulation [26]; by Baier [4] for the reduction of Markov Chains (MCs) w.r.t. Larsen and Skou’s probabilistic bisimulation [23]; by Alur et al. [2] and by Yannakakis and Lee [30], respectively, for ...
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Markov Chains. Table of Contents. Schedules
... “Markov chains were introduced by Andrei Andreyevich Markov (1856–1922) and were named in his ...family, Markov organized a counter-celebration of the 200th anniversary of Bernoulli’s ...
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A Bayesian model for binary Markov chains
... 4.1. A simulated data set. Table 4.1 displays a data set consisting of 20 indepen- dent Markov chains each with 21 observations; obviously, the chains may be of differing lengths. To generate this ...
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Limit Theorems on Fuzzy Markov Chains
... of Markov systems provide an effective and powerful tool for describing State of the ...the Markov property requires that knowledge of the current state of the system provides all the information relevant ...
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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 ...
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On Limiting Distributions of Quantum Markov Chains
... quantum Markov chain converges to a stationary ...associated Markov chain converges to the maximally mixed state, irrespective of the initial ...classical Markov chains ...
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On the Embedding Problem for Three-state Markov Chains
... discrete-time Markov chains as mod- elling tool is well-known and ...Discrete-time Markov models are intensively used in engineering ([13], [3]), and in other fields as there are manpower planning ...
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Multi-regime models involving Markov chains
... of Markov chains required to satisfactorily fit a particular ...continuous-time Markov chains and specifically develop the theory for the test between 1 and 2 Markov chain components in ...
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Sequential Learning and Variable Length Markov Chains
... Sequential Learning is a framework that was created for statistical learning problems where $(Y_t)$, the sequence of states is dependent. More specifically, when it has a dependence structure that can be represented as a ...
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On the total variation distance of semi-markov chains
... semi-Markov chains coincides with the maximal difference in the probability of satisfying the same property, expressed either as an MTL formula [2,3] or an ω-language accepted by a timed automaton (TA) ...
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Complete axiomatization for the bisimilarity distance on Markov chains
... open Markov chains corresponds up to bisimilarity to the class of finite (and finitely supported) open Markov ...open Markov chain (hence, also “closed” Markov chains) can be ...
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Converging from branching to linear metrics on Markov chains
... Abstract. We study the strong and strutter trace distances on Markov chains (MCs). Our interest in these metrics is motivated by their relation to the probabilistic LTL-model checking problem: we prove that ...
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Coupling and mixing times in a Markov Chains [sic]
... This is a generalisation of the results for 2-state and 3-state Markov chains as given earlier in this paper. The simplicity of this result, in contrast to the difficulty in obtaining simple expressions for ...
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Perfect sampling for nonhomogeneous Markov chains and hidden Markov models
... nonhomogeneous chains which we know of are Glynn and Thorisson (2001) and Stenflo (2008), which respectively provide perfect sampling methods for Markov chains condi- tioned to avoid certain states, ...
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Cyclic Markov chains with an application to an intermediate ENSO model
... Another important question that must be addressed is the so-called Markovian assumption that lays behind the Markov chain approach. The Markovian assumption or Markovian approximation consists in assuming that ...
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