Bibliography on Markov chains with a general state space
Zbyněk Šidák (1976)
Aplikace matematiky
Similarity:
Displaying similar documents to “A simple example concerning the global Markov Property of lattice random fields”
Bibliography on Markov chains with a general state space
The inverse of a local operator preserves the Markov property
Koichiro Iwata (1992)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
Similarity:
Reduction of absorbing Markov chain
Mariusz Górajski (2009)
Annales UMCS, Mathematica
Similarity:
In this paper we consider an absorbing Markov chain with finite number of states. We focus especially on random walk on transient states. We present a graph reduction method and prove its validity. Using this method we build algorithms which allow us to determine the distribution of time to absorption, in particular we compute its moments and the probability of absorption. The main idea used in the proofs consists in observing a nondecreasing sequence of stopping times. Random walk on...
Characterisation of conditional independence structures for polymatroids using vanishing sets
Terence Chan, Qi Chen, Raymond Yeung (2020)
Kybernetika
Similarity:
In this paper, we characterise and classify a list of full conditional independences via the structure of the induced set of vanishing atoms. Construction of Markov random subfield and minimal characterisation of polymatroids satisfying a MRF will also be given.
On the exchanges between Wolfgang Doeblin and Bohuslav Hostinský
Laurent Mazliak (2007)
Revue d'histoire des mathématiques
Similarity:
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.