Markov Chains Connected to the Process of Generation of the Words by a Generative System
Gabriel V. Orman (1994)
The Yugoslav Journal of Operations Research
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Gabriel V. Orman (1994)
The Yugoslav Journal of Operations Research
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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.
Ball, Frank G., Milne, Robin K., Yeo, Geoffrey F. (2007)
Journal of Applied Mathematics and Decision Sciences
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Gani, J. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Margarita Karaliopoulou (2009)
ESAIM: Probability and Statistics
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Let a finite alphabet . We consider a sequence of letters from generated by a discrete time semi-Markov process We derive the probability of a word occurrence in the sequence. We also obtain results for the mean and variance of the number of overlapping occurrences of a word in a finite discrete time semi-Markov sequence of letters under certain conditions.
Alexei Borodin (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.
Telecs, András (2000)
Electronic Communications in Probability [electronic only]
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Abolnikov, Lev, Dukhovny, Alexander (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Hunter, Jeffrey J. (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Takacs, Christiane (2006)
Mathematica Pannonica
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Stephen J. Kirkland (2016)
Czechoslovak Mathematical Journal
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We consider an accessibility index for the states of a discrete-time, ergodic, homogeneous Markov chain on a finite state space; this index is naturally associated with the random walk centrality introduced by Noh and Reiger (2004) for a random walk on a connected graph. We observe that the vector of accessibility indices provides a partition of Kemeny's constant for the Markov chain. We provide three characterizations of this accessibility index: one in terms of the first return time...
Massimiliano Goldwurm, Roberto Radicioni (2006)
RAIRO - Theoretical Informatics and Applications
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In this work we study some probabilistic models for the random generation of words over a given alphabet used in the literature in connection with pattern statistics. Our goal is to compare models based on Markovian processes (where the occurrence of a symbol in a given position only depends on a finite number of previous occurrences) and the stochastic models that can generate a word of given length from a regular language under uniform distribution. We present some results that show...