Markov Chains with Discrete State Space
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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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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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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Strong stability and perturbation bounds for discrete Markov chains
... stable Markov chains were first studied by Aïssani and Kartashov [ 1 ...for Markov chains with general state space and with respect to a general class of norms (see, ...finite ...
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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 chains, ...
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Non homogeneous Markov chains with a finite state space and a Doeblin type theorem
... "Then the following results hold: the state space S can be partitioned as S ToU(UE,)U(UIz), where To contains all the non-self communicating elements, Eo’s the essential self-communi[r] ...
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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 learning ...
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On the Embedding Problem for Three-state Markov Chains
... of discrete-time Markov chains as mod- elling tool is well-known and ...widespread. Discrete-time Markov models are intensively used in engineering ([13], [3]), and in other fields as ...
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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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Model Checking Markov Chains with Actions and State Labels
... 10b shows the number of transitions of the original ASMC model of a cellular radio network and of the product Markov chains needed for the model checking procedure of the given asCSL-for[r] ...
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Entropy rate of continuous-state hidden Markov chains
... hidden Markov chain, observed when passing a finite-state Markov chain through a discrete-time continuous-output channel, is analytic as a function of the transition probabilities of the ...
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Characterisation of gradient flows on finite state Markov chains
... identified Markov processes in the continuous setting as gradient flows of the entropy using the Wasserstein ...considered Markov chains with finite state space and showed that, in this ...
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Finite Markov chains
... With regard to the specific topic, I did know what was a Markov chain thanks to the subject of ‘Modelitzaci´ o’, where they were briefly introduced to us. So that, I decided to choose this topic to learn it in ...
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Modeling and Markov chains
... Keywords: Markov chains, modeling, process, simulation, program ...Introduction Markov chain is a probabilistic approach that gives computationally fast ...from Markov chains is simple, ...
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Perturbed Markov Chains
... irreducible Markov chain (S, q) with finite state space, and denote its invariant measure by µ = (µ s ) s∈S ...the Markov chain (S, ...
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Monotonicity in Markov chains
... Also in the Model Repair problem [7], pMCs are used. A general formulation for the Model Repair problem is: given a probabilistic system M and a probabilistic temporal logic formula φ such that M fails to satisfy φ, the ...
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Quantitative contraction rates for Markov chains on general state spaces
... of Markov tran- sition kernels in Kantorovich ( L 1 Wasserstein) ...for Markov chains on general state spaces that are powerful if the dynamics is dominated by small local ...For Markov ...
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Efficient Computation of Renaming Functions for ρ-reversible Discrete and Continuous Time Markov Chains
... time-reversed Markov chain can be found in ...uniformized chains of continuous time processes are ...time-reversible Markov processes and a discussion about how to apply them to tackle the problem of ...
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Hidden hybrid Markov/semi-Markov chains.
... geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are ...semi-Markov chains for the modeling of short or medium size homogeneous ...
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