Elementary methods for failure due to a sequence of Markovian events.
Gani, J. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Markov chain analysis of weekly rainfall data in determining drought-proneness.”
Elementary methods for failure due to a sequence of Markovian events.
On the asymptotic events of a Markov chain.
Cohn, Harry (1979)
International Journal of Mathematics and Mathematical Sciences
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Fast simulation for road traffic network
Roberta Jungblut-Hessel, Brigitte Plateau, William J. Stewart, Bernard Ycart (2001)
RAIRO - Operations Research - Recherche Opérationnelle
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In this paper we present a method to perform fast simulation of large markovian systems. This method is based on the use of three concepts: Markov chain uniformization, event-driven dynamics, and modularity. An application of urban traffic simulation is presented to illustrate the performance of our approach.
A theoretical analysis of season length restrictions in fisheries management.
Xu, Qing, Batabyal, Amitrajeet A. (2002)
Discrete Dynamics in Nature and Society
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A hidden Markov model for an inventory system with perishable items.
Aggoun, L., Benkherouf, L., Tadj, L. (1997)
Journal of Applied Mathematics and Stochastic Analysis
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The tail structure of nonhomogeneous finite state Markov chains: survey
Marius Losifescu (1979)
Banach Center Publications
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Regeneration and general Markov chains.
Kalashnikov, Vladimir V. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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Semi-Markov reliability models with recurrence times and credit rating applications.
D'Amico, Guglielmo, Janssen, Jacques, Manca, Raimondo (2009)
Journal of Applied Mathematics and Decision Sciences
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Marked continuous-time Markov chain modelling of burst behaviour for single ion channels.
Ball, Frank G., Milne, Robin K., Yeo, Geoffrey F. (2007)
Journal of Applied Mathematics and Decision Sciences
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Quantitative convergence rates of Markov chains: A simple account.
Rosenthal, Jeffrey S. (2002)
Electronic Communications in Probability [electronic only]
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A Bayesian model for binary Markov chains.
Assoudou, Souad, Essebbar, Belkheir (2004)
International Journal of Mathematics and Mathematical Sciences
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Central limit theorem for hitting times of functionals of Markov jump processes
Christian Paroissin, Bernard Ycart (2004)
ESAIM: Probability and Statistics
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A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.