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Central Limit Theorems for Supercritical Branching Nonsymmetric Markov Processes
Central limit theorem branching Markov process supercritical mar- tingale
2016/1/25
In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms sati...
Central Limit Theorems for Supercritical Branching Markov Processes
Central limit theorem branching Markov process supercritical mar- tingale eigenfunction expansion
2016/1/25
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations o...
Central Limit Theorems for Supercritical Branching Nonsymmetric Markov Processes
Central limit theorem branching Markov process supercritical mar- tingale
2016/1/20
In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms sati...
Central Limit Theorems for Supercritical Branching Markov Processes
Central limit theorem branching Markov process supercritical
2016/1/20
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations o...
Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
Conditional characteristic function Diffusion processes Empirical likelihood Kernel smoothing L′ evy driven processes
2016/1/19
Markov processes are used in a wide range of disciplines including finance.The transition densities of these processes are often unknown. However, the conditionalcharacteristic functions are more like...
HIDDEN MARKOV PROCESSES IN THE CONTEXT OF SYMBOLIC DYNAMICS
HIDDEN MARKOV PROCESSES SYMBOLIC DYNAMICS
2015/9/29
In an effort to aid communication among different fields and perhaps facilitate progress on problems common toall of them, this article discusses hidden Markov processes from several viewpoints, espec...
The cutoff phenomenon for ergodic Markov processes
Cutoff phenomenon ergodic Markov semigroups
2015/8/26
We consider the cutoff phenomenon in the context of families of ergodic Markov transition
functions. This includes classical examples such as families of ergodic finite Markov chains
and Brownian mo...
The L2-cutoff for reversible Markov processes
L2-cutoff Markov semigroups Normal operators
2015/8/26
We consider the problem of proving the existence of an L2-cutoff for families of ergodic Markov processes
started from given initial distributions and associated with reversible (more, generally, nor...
Two-sided Taboo Limits for Markov Processes and Associated Perfect Simulation
Markov processes Quasi-stationary distribution Eigenvalues Perron{Frobenius theory
2015/7/8
In this paper, we study the two-sided taboo limit processes that arise when a Markov chain or process is conditioned on staying in some set A for a long period of time. The taboo limit is time-homogen...
Estimation of Continuous-time Markov Processes Sampled at Random Time Intervals
Method of moments parameter estimation Markov process
2015/7/6
We introduce a family of generalized-method-of-moments estimators of the parameters of a continuous-time Markov process observed at random time intervals. The results include strong consistency, asymp...
Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
Central limit theorem Discrete-event stochastic systems Generalized semi-Markov processes
2015/7/6
Because of the fundamental role played by generalized semi-Markov processes (GSMPs) in the modeling and analysis of complex discrete-event stochastic systems, it is important to understand the conditi...
Bounding Stationary Expectations of Markov Processes
Markov processes diff usions stationary bounds Poisson’s equation queueing
2015/7/6
This paper develops a simple and systematic approach for obtaining bounds on stationary expectations of Markov processes. Given a function f which one is interested in evaluating, the main idea is to ...
Wide-sense Regeneration for Harris Recurrent Markov Processes: An Open Problem
Harris recurrence Markov chains Markov processes regeneration renewal theory
2015/7/6
Harris recurrence is a widely used tool in the analysis of queueing systems. For discrete time Harris chains, such systems automatically exhibit wide-sense regenerative structure, so that renewal theo...
Estimators for the Entropy Rate of Binary Hidden Markov Processes(英文)
Binary hidden Markov process entropy rate bound estimator,algorithm
2015/5/28
The entropy rate of a hidden Markov process (HMP) is important in theory and practical applications, but it is hard to get an analytical expression or obtain a numerical estimator. In this paper, a ne...
Weak Markov Processes as Linear Systems
multi-variable system weakMarkov process cascade observability asymptotic completeness
2012/6/15
A noncommutative Fornasini-Marchesini system (a multi-variable version of a linear system) can be realized within a weak Markov process (a model for quantum evolution). For a discrete time parameter t...