On the Potential Theory of Symmetric Markov Porcesses.
P.J. Fitzsimmons, R.K. Getoor (1988)
Mathematische Annalen
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P.J. Fitzsimmons, R.K. Getoor (1988)
Mathematische Annalen
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W. Pawlucki, W. Plesniak (1986)
Mathematische Annalen
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Zbyněk Šidák (1976)
Aplikace matematiky
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Laurent Mazliak (2007)
Revue d'histoire des mathématiques
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We present the letters sent by Wolfgang Doeblin to Bohuslav Hostinský between 1936 and 1938. They concern some aspects of the general theory of Markov chains and the solutions of the Chapman-Kolmogorov equation that Doeblin was then establishing for his PhD thesis.
Robert Atalla, Robert Sine (1976)
Mathematische Annalen
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Maria Jankiewicz, T. Rolski (1977)
Applicationes Mathematicae
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Katarzyna Horbacz, Tomasz Szarek (2006)
Studia Mathematica
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Contractive Markov systems on Polish spaces which arise from graph directed constructions of iterated function systems with place dependent probabilities are considered. It is shown that their stability may be studied using the concentrating methods developed by the second author [Dissert. Math. 415 (2003)]. In this way Werner's results obtained in a locally compact case [J. London Math. Soc. 71 (2005)] are extended to a noncompact setting.
Francoise Lust-Piquard (1995)
Mathematische Annalen
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O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)
Banach Center Publications
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In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.
Rajmund Drenyovszki, Lóránt Kovács, Kálmán Tornai, András Oláh, István Pintér (2017)
Kybernetika
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In our paper we investigate the applicability of independent and identically distributed random sequences, first order Markov and higher order Markov chains as well as semi-Markov processes for bottom-up electricity load modeling. We use appliance time series from publicly available data sets containing fine grained power measurements. The comparison of models are based on metrics which are supposed to be important in power systems like Load Factor, Loss of Load Probability. Furthermore,...