Optimal stopping of a random length sequence of maxima over a random barrier
Z. Porosiński (1988)
Applicationes Mathematicae
Similarity:
Displaying similar documents to “Random evolutions processes induced by discrete time Markov chains.”
Optimal stopping of a random length sequence of maxima over a random barrier
On system reliability under random load of elements
I. Kopocińska, B. Kopociński (1980)
Applicationes Mathematicae
Similarity:
Random walk centrality and a partition of Kemeny's constant
Stephen J. Kirkland (2016)
Czechoslovak Mathematical Journal
Similarity:
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...
Some Random Time Dilations of a Markov Process.
Ronald K. Getoor, Michael J. Sharpe (1979)
Mathematische Zeitschrift
Similarity:
On random evolutions induced by countable state space Markov chains
Keepler, M. (1978)
Portugaliae mathematica
Similarity:
Discrete random processes with memory: Models and applications
Tomáš Kouřim, Petr Volf (2020)
Applications of Mathematics
Similarity:
The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper is therefore the formulation of models describing the dependence of transition probabilities on the process history. Such an impact can be incorporated explicitly and transition probabilities modulated using a few parameters reflecting the current state of the walk as well as the information about the past path. The behavior...
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.
The inverse of a local operator preserves the Markov property
Koichiro Iwata (1992)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
Similarity:
Transition probability estimates for reversible Markov chains.
Telecs, András (2000)
Electronic Communications in Probability [electronic only]
Similarity:
Random walks on finite groups and rapidly mixing Markov chains
David J. Aldous (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Loop-free Markov chains as determinantal point processes
Alexei Borodin (2008)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
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.