The Discrete Time Gauss-Markov Process
On the use of Discrete – Time Markov Process for HIV/AIDs Epidemic Modelling
... The assumption that the susceptible people contract HIV disease only through sexual contact with the infective people is realistic. This is because sexual contact between the susceptible people and the infective people ...
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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 ...a process instance even though it is partially ...
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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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The Dispersion of the Gauss-Markov Source
... In rate-distortion theory [2] [3], a source, modeled as a discrete stochastic process {U i } ∞ i=1 , produces a random vector U U U , (U 1 , ..., U n ) > and the goal is to represent U U U by the minimum ...
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Markov discrete choice process for dividend policy
... a discrete choice model where a rational, forward-looking manager chooses the optimal dividend payout policy to minimize the agency cost deriving from the manager-shareholders ...the discrete choice dynamic ...
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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 interval ...
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Chapter 2 Discrete-Time Markov Models
... the time spent in a given grade does not affect one’s chances of promotion), we see that, for k D 1; 2; : : : ; 100, fX n k ; n 0g is a DTMC with state space f1; 2; 3; ...
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Covariance ordering for discrete andcontinuous time Markov chains
... for discrete time Markov chains that imply the efficiency ...Ordering Markov chains, is also important in the study of time invariance estimating equations (abbreviated TIEE), a gen- eral ...
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An Uninterrupted Time Markov Process on the Transition Probability Matrix with Markov Branching Process
... limit process must be of a particularly simple ...limit process to be a Markov ...approximating Markov chains are assumed to be stochastically ...
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Learning Discrete-Time Markov Chains Under Concept Drift
... first time in the literature, a family of change-detection mechanisms and a learning algorithm, called ADAM, to deal with DTMCs under concept ...over time at each new observation (as in passive approaches), ...
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Robust Finite Time H∞ Filtering for Discrete Time Markov Jump Stochastic Systems
... This study is concerned with the problem of finite-time H ∞ filter design for uncertain discrete-time Markov Jump stochastic systems. Our attention is focused on the design of mode-dependent H ...
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Discrete Time Markov Reward Processes a Motor Car Insurance Example
... i The authors are in possession of the history of 105627 insured persons over a period of three years. This means that it was possible consider 316881 real or virtual tran- sitions. The data are related to the years ...
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A Discrete Time Markov Chain Model for the Assessment of Inflation Rate in Pakistan
... Introduction Discrete Markov chain models are valuable for demonstrating mostly applied structures such as trade systems, line up systems [II] and account systems ...[IV]. Time series are used often ...
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Markov chain Monte Carlo for continuous-time discrete-state systems
... total time spent in each state and the number of transitions between each pair of MJP ...a discrete-time Markov chain on this set of times to sample a new tra- ...observation process), ...
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Semi-Markov Modeling in Discrete Time and State for the Study of Desertification in Nigeria
... continuous time in calculating the interval transition probabilities and so we discovered that using discrete time is better and easier than continuous ...
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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 is ...
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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 Carlo ...
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Modeling Student Enrollment at ETSU Using a Discrete-Time Markov Chain Model
... and discrete-time Markov ...the Markov chain model for students who transition from one semester to the next or who dropout or ...final Markov chain ...
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Mean square stabilization of discrete-time switching Markov jump linear systems
... of discrete-time switching Markov jump linear system which is simultaneously subject to a deterministic switching signal and a Markov switching ...dwell time of the deterministic ...
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SMM: An R Package for Estimation and Simulation of Discrete-time semi-Markov Models
... the discrete-time ...for discrete-time ...in discrete time. Note that undertaking works also in discrete time (modeling stochastic tools, associated estimation ...
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