Bibliography on Markov chains with a general state space
Zbyněk Šidák (1976)
Aplikace matematiky
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Zbyněk Šidák (1976)
Aplikace matematiky
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Burt Totaro (2003)
Journal of the European Mathematical Society
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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.
Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva (2003)
Applicationes Mathematicae
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We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
Ferreira, F.F., Pinto, A.A. (1997)
Portugaliae Mathematica
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Francoise Lust-Piquard (1995)
Mathematische Annalen
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Maria Jankiewicz, T. Rolski (1977)
Applicationes Mathematicae
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Stere Ianuş, Gabriel Eduard Vîlcu, Rodica Cristina Voicu (2011)
Banach Center Publications
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It is well known that Riemannian submersions are of interest in physics, owing to their applications in the Yang-Mills theory, Kaluza-Klein theory, supergravity and superstring theories. In this paper we give a survey of harmonic maps and Riemannian submersions between manifolds equipped with certain geometrical structures such as almost Hermitian structures, contact structures, f-structures and quaternionic structures. We also present some new results concerning holomorphic maps and...
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,...
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Sicheng Wang (1991)
Mathematische Zeitschrift
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Jeffrey J. Hunter (2016)
Special Matrices
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This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...