Derived Markov Chains. III
نویسندگان
چکیده
منابع مشابه
Empirical Bayes Estimation in Nonstationary Markov chains
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
متن کاملTransient calculations on process algebra derived Markov chains
The process of obtaining transient measures from a Markov chain as implemented in the software, ipclib is described. The software accepts models written in PEPA, Bio-PEPA or as a Petri net. In the case of the process algebras, a rich query specification language particularly well suited for the derivation of passage-time quantiles is provided. Such measurements are obtained from the derived Mar...
متن کاملTree-valued Markov Chains Derived from Galton-watson Processes
Let G be a Galton-Watson tree, and for 0 u 1 let Gu be the subtree of G obtained by retaining each edge with probability u. We study the tree-valued Markov process (Gu; 0 u 1) and an analogous process (G u; 0 u 1) in which G 1 is a critical or subcritical Galton-Watson tree conditioned to be in nite. Results simplify and are further developed in the special case of Poisson( ) o spring distribut...
متن کاملMarkov chains
[Tip: Study the MC, QT, and Little's law lectures together: CTMC (MC lecture), M/M/1 queue (QT lecture), Little's law lecture (when deriving the mean response time from mean number of customers), DTMC (MC lecture), M/M/1 queue derivation using DTMC analysis, derive distribution of response time in M/M/1 queue (QT lecture), relation between Markov property and mem-oryless property (MC lecture), ...
متن کاملTaylor Expansion for the Entropy Rate of Hidden Markov Chains
We study the entropy rate of a hidden Markov process, defined by observing the output of a symmetric channel whose input is a first order Markov process. Although this definition is very simple, obtaining the exact amount of entropy rate in calculation is an open problem. We introduce some probability matrices based on Markov chain's and channel's parameters. Then, we try to obtain an estimate ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Indagationes Mathematicae (Proceedings)
سال: 1962
ISSN: 1385-7258
DOI: 10.1016/s1385-7258(62)50008-5