Bibliography on Markov chains with a general state space
Zbyněk Šidák (1976)
Aplikace matematiky
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Displaying similar documents to “Loop-free Markov chains as determinantal point processes”
Bibliography on Markov chains with a general state space
Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
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...
Regeneration and general Markov chains.
Kalashnikov, Vladimir V. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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Extended piecewise Markov processes in continuous time
Maria Jankiewicz (1978)
Applicationes Mathematicae
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The tail structure of nonhomogeneous finite state Markov chains: survey
Marius Losifescu (1979)
Banach Center Publications
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Marked continuous-time Markov chain modelling of burst behaviour for single ion channels.
Ball, Frank G., Milne, Robin K., Yeo, Geoffrey F. (2007)
Journal of Applied Mathematics and Decision Sciences
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Reduction of absorbing Markov chain
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...
A different construction of gaussian fields from Markov chains : Dirichlet covariances
Persi Diaconis, Steven N. Evans (2002)
Annales de l'I.H.P. Probabilités et statistiques
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On the exchanges between Wolfgang Doeblin and Bohuslav Hostinský
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.