Displaying similar documents to “Monte Carlo simulation of Markov chain steady-state distribution.”

An iterative algorithm for computing the cycle mean of a Toeplitz matrix in special form

Peter Szabó (2013)

Kybernetika

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The paper presents an iterative algorithm for computing the maximum cycle mean (or eigenvalue) of n × n triangular Toeplitz matrix in max-plus algebra. The problem is solved by an iterative algorithm which is applied to special cycles. These cycles of triangular Toeplitz matrices are characterized by sub-partitions of n - 1 .

A method for sensor placement taking into account diagnosability criteria

Abed Alrahim Yassine, Stéphane Ploix, Jean-Marie Flaus (2008)

International Journal of Applied Mathematics and Computer Science

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This paper presents a new approach to sensor placement based on diagnosability criteria. It is based on the study of structural matrices. Properties of structural matrices regarding detectability, discriminability and diagnosability are established in order to be used by sensor placement methods. The proposed approach manages any number of constraints modelled by linear or nonlinear equations and it does not require the design of analytical redundancy relations. Assuming that a constraint...

Polynomial cycles in certain local domains

T. Pezda (1994)

Acta Arithmetica

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1. Let R be a domain and f ∈ R[X] a polynomial. A k-tuple x ₀ , x ₁ , . . . , x k - 1 of distinct elements of R is called a cycle of f if f ( x i ) = x i + 1 for i=0,1,...,k-2 and f ( x k - 1 ) = x ₀ . The number k is called the length of the cycle. A tuple is a cycle in R if it is a cycle for some f ∈ R[X]. It has been shown in [1] that if R is the ring of all algebraic integers in a finite extension K of the rationals, then the possible lengths of cycles of R-polynomials are bounded by the number 7 7 · 2 N , depending only on the degree N of K. In this...

On the extremal behavior of a Pareto process: an alternative for ARMAX modeling

Marta Ferreira (2012)

Kybernetika

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In what concerns extreme values modeling, heavy tailed autoregressive processes defined with the minimum or maximum operator have proved to be good alternatives to classical linear ARMA with heavy tailed marginals (Davis and Resnick [8], Ferreira and Canto e Castro [13]). In this paper we present a complete characterization of the tail behavior of the autoregressive Pareto process known as Yeh-Arnold-Robertson Pareto(III) (Yeh et al. [32]). We shall see that it is quite similar to the...