state-space Markov chains
Accelerating Markov chain Monte Carlo via parallel predictive prefetching
... the state space, one ‘upstairs’ for transitions to the ‘right’ and one ‘downstairs’ for transitions to the ‘left’, plus transitions between the two ...non-reversible chains from reversible ...
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Convergence of alternating Markov chains
... The important insight to be gained from the simple matrix examples is that the alternating chain does not necessarily converge. Thus in using a hybrid algorithm for MCMC estimation, care must be taken to ensure ...
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Computation for Markov Chains
... uncoupled Markov chains (NUMC) are often encountered in analyzing queueing networks and interactive computer ...large state space which is divided into clusters such that the states in each ...
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Non reversible Metropolis Hastings
... Any Markov chain satisfying a sym- metric structure condition can be constructed by NRMH, which establishes the generality of the ...finite state space non-reversible chains in terms of ...
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Actuarial Modelling with Mixtures of Markov Chains
... a Markov process with state space that consists of a single absorbing state representing death and physiological states E = { 1, 2, 3, ...each state is referred to as a phase that ...
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Perfect sampling for nonhomogeneous Markov chains and hidden Markov models
... 3.1. Background. We now review the existing literature on perfect sampling for nonhomogeneous Markov chains. Glynn and Thorisson [(2001), Section 5] for- mulated a perfect sampling algorithm for a finite ...
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Quantitative contraction rates for Markov chains on general state spaces
... In the terminology of Joulin and Ollivier [29], (2.8) says that the Markov chain has a Ricci curvature lower bound c on the metric space (S, ρ) . By general results, such a bound has many important ...
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Topics in the theory and applications of Markov chains
... a Markov chain on the denumerably infinite state space J (with possibly an adjoined absorbing state {0} in the substochastic case) - providing the sets J(n) satisfy ...'absorbing ...
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On Limiting Distributions of Quantum Markov Chains
... According to this theorem, the sequence of Ces`aro means {1/t t n1 Φ n A } ∞ t1 is guaranteed always to converge to a limit which coincides with the orthogonal projection of the initial state upon the eigenspace ...
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Cyclic Markov chains with an application to an intermediate ENSO model
... – The entropy production h 1I i S due only to the symmet- ric part of the transition rate matrix is shown in Fig. 7 lower left panel. It can be seen that the total entropy production is mainly dominated by the symmetric ...
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A new method for approximating vector autoregressive processes by finite state Markov chains
... the state space generated by the method is not finite, except for the special case of equally-persistent underlying ...finite-state Markov chain with appealing approximation properties over ...
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Estimation Using Quantized Innovations for Wireless Sensor Networks
... of Markov chains include a random walk, a queuing system, and, of course, the state- space dynamical system that we have been ...of Markov chains has existed since Markov’s ...
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Markov Chains. Table of Contents. Schedules
... finite state-space I, the existence of an invariant row vector is a simple piece of linear algebra: the row sums of P are all 1, so the column vector of ones is an eigenvector with eigenvalue 1, so P must ...
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Non homogeneous Markov chains with a finite state space and a Doeblin type theorem
... The second step is to consider restrictions of the sequence of blocks each block is a product of length da to an essential class with period da; these restrictions are allowable nonnegat[r] ...
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Analysis of non-reversible Markov chains
... of chains in SF ...for Markov chains as developed by Dynkin [39] to ex- press their q-potential ...birth-death chains, this q-potential is given in terms of the two fundamental so- lutions ...
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On the total variation distance of semi-markov chains
... Semi-Markov chains (SMCs) are continuous-time probabilistic transition sys- tems where the residence time on states is governed by generic distributions on the positive real ...e.g., Markov ...
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The SIS epidemic model with Markovian switching
... equilibrium states coincide, then the trajectory either leaves from any compact set of R 2 + or converges to the equilibrium state. In practice, two equilibrium states are usually different, whence Takeuchi et al. ...
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The strong deviation theorem for discrete time and continuous state nonhomogeneous Markov chains
... nonhomogeneous Markov chains, we obtain the strong deviation theorem for discrete-time and continuous-state nonhomoge- neous Markov ...
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Reward Level Evaluation of Parallel Systems
... According to previous relations, the paths of reward level f function and system availability A function in dependence of the ratio ρ between failure rate λ and repair rate μ (i.e. ρ = λ/μ), as well as repair shop ...
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A Bayesian model for binary Markov chains
... 1. Introduction. Markov chain models have been useful for the analysis of longi- tudinal data in many areas of research. In ecology, the model was used to study the migration behavior of animal population from ...
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