Special Case - the two State Markov Chain
Reviving the two-state Markov chain approach
... discrete-time Markov chains (DTMCs). This is the case, for example, when the biological system under study is cast into the mathematical/computational framework of probabilistic Boolean networks (PBNs) [1], ...
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Option pricing under two-state Markov chain market model
... All parameters of the model (u, v and y) and defined errors for the following companies ”American Express Company Common”(APX), ”Cisco Systems, Inc.”(CSCO), ”General Elec- tric Company Common”(GE), ”International ...
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Optimal Stopping Time to Buy an Asset When Growth Rate Is a Two State Markov Chain
... This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/ Abstract In this paper we consider the problem of determining the optimal time to ...
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Linear Dynamics for the state vector of Markov chain functions
... have the same distribution. When it is true for every distr(X 0 ), we obtain the standard definition of strong lumpability. The usual weak lumpability property is clearly stronger than that corresponding to Definition ...
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COMPLEXITY OF EMBEDDED CHAIN ALGORITHM FOR COMPUTING STEADY STATE PROBABILITIES OF MARKOV CHAIN
... In the second section of the paper, the method of embedded Markov chains for computing steady state probabilities is presented. In the third section, we derive theoretical evaluation of the complexity of ...
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Finite State Markov Chain Approximations to Highly Persistent Processes
... leisure. Two approaches to generate these moments are ...the state variables is …rst ...yields two important ...the Markov chain. However, when the …neness of the state space ...
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Finite State Markov Chain Approximations to Highly Persistent Processes
... the two panels are almost ...the two sets of ...baseline case are due to the approximation of the stationary distribution b : Second, this means the choice of discretization method has only a ...
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Two-state imprecise Markov chains for statistical modelling of two-state non-Markovian processes
... a two-state imprecise Markov chain to time series data from a two- state non-Markovian ...than two states) Markov chain to the data, through its associated ...
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Two-state imprecise Markov chains for statistical modelling of two-state non-Markovian processes.
... a two-state imprecise Markov chain to time series data from a two- state non-Markovian ...than two states) Markov chain to the data, through its associated ...
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Tests of Markov Order and Homogeneity in a Markov Chain
... non-homogeneous Markov chain (MC) of order m ≥ 0 , denoted M(m), was previously introduced by the ...the Markov order m and about homogeneity can seriously invalidate predictions of future health ...
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Markov chain Monte Carlo for continuous-time discrete-state systems
... each state, and for all MCMC runs, the effective sizes of these statistics were calculated using R-CODA ( Plummer et ...the case of Bayesian inference on the MJP parameters: here rather than keeping the ...
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Psychotherapy research based on Two-Sample CFA and Markov-Chain Analysis. Abstract
... the state of the client seems to be improved in comparison with the beginning of the therapy even if this observed effect may be in no relation to a criterion of success which had been formulated before the ...
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Markov Chains. Chapter Introduction. Specifying a Markov Chain
... the case of sons of skilled laborers, 60 percent are skilled laborers, 20 percent are professional, and 20 percent are ...the case of unskilled laborers, 50 percent of the sons are unskilled laborers, and ...
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Markov Chain Mixing Times.
... in two smaller ...this case, edges exist between permutations σ i and σ j if either, σ i can be obtained by applying a riffle shuffle to σ j , or vice- versa, and modifications are made to include ...
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Markov chain Monte Carlo
... Gibbs Sampler as Metropolis-Hastings The Gibbs sampler is in fact a special case of the Metropolis-Hastings algorithm: we can regard the individual updates in 2. as implementing K separate transition ...
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Generalizations of Markov Chain Discretizations
... one state. From state 1 to state 0, it transitions with parameter ...from state 2 to state 1? In general, suppose we have two servers busy with a customer in the system, and the ...
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A Markov chain model for contagion
... important special case of DCP with zero-reversion intensity (see Definition ...deterministic Markov process, and some key distributional properties, such as the moments and probability generating ...
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Aspects of population Markov chain Monte Carlo and reversible jump Markov chain Monte Carlo
... the case of a single Markov chain like Metropolis-Hastings algorithm, it is easy to get trapped under a local ...new state of the Markov ...
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Tail behaviour and extremes of two-state Markov-switching autoregressive models
... of two-state Markov-switching autoregressive models where the first regime behaves like a random walk, the second regime is a stationary autoregression, and the generating noise is ...
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ABSORBING MARKOV CHAIN FOR BREAST CANCER
... In this manuscript, we limited our study to 4 stages of the disease varying from the less aggressive case to the most aggressive case, adding two states: Free of cancer and Dead. We leave open the ...
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