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Terence Chan, Qi Chen, Raymond Yeung (2020)
Kybernetika
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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.
Keepler, M. (1998)
Portugaliae Mathematica
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Koichiro Iwata (1992)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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I. Kopocińska, B. Kopociński (1980)
Applicationes Mathematicae
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Ronald K. Getoor, Michael J. Sharpe (1979)
Mathematische Zeitschrift
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Zbyněk Šidák (1976)
Aplikace matematiky
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R. Dohler (1985)
Banach Center Publications
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Telecs, András (2000)
Electronic Communications in Probability [electronic only]
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Mariusz Górajski (2009)
Annales UMCS, Mathematica
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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...
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,...