A note on the Glauber dynamics for sampling independent sets.
A Note on the Product of Random Elements of a Semigroup.
A note on the two-sided regulated random walk
A Queueing Problem with Batch Arrivals and Correlated Departures.
A robust spectral method for finding lumpings and meta stable states of non-reversible Markov chains.
A scaling result for explosive processes.
A simple proof of Doob's convergence theorem
A stochastic inventory model with perishable and aging items.
A uniform estimate for the rate of convergence in the multidimensional central limit theorem for homogeneous Markov chains.
A vanishing discount limit theorem for controlled Markov chains
Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
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 embedded Markov...
An application of matrix calculus to an engineering problem.
An Application of Skew Product Maps to Markov Chains
By using the skew product definition of a Markov chain we obtain the following results: (a) Every k-step Markov chain is a quasi-Markovian process. (b) Every piecewise linear map with a Markovian partition defines a Markov chain for every absolutely continuous invariant measure. (c) Satisfying the Chapman-Kolmogorov equation is not sufficient for a process to be quasi-Markovian.
An asymptotic expansion for the distribution of the supremum of a random walk
Let be a random walk drifting to -∞. We obtain an asymptotic expansion for the distribution of the supremum of which takes into account the influence of the roots of the equation being the underlying distribution. An estimate, of considerable generality, is given for the remainder term by means of submultiplicative weight functions. A similar problem for the stationary distribution of an oscillating random walk is also considered. The proofs rely on two general theorems for Laplace transforms....
An SVD approach to identifying metastable states of Markov chains.
Analysis of a Bose–Einstein Markov chain
Analysis of a quantum Markov chain
Analyzing linear recursive projects as an absorbing chain.
Application of Markov chains to quality evaluation of information entering by a computer system user
Applications of sharp large deviations estimates to optimal cooling schedules