نتایج جستجو برای: markov additive process

تعداد نتایج: 1417818  

Journal: :Stochastic Processes and their Applications 2020

Journal: :Transactions of the American Mathematical Society 2020

Journal: :Physica A: Statistical Mechanics and its Applications 2006

Journal: :Electronic Communications in Probability 2020

Journal: :The Annals of Applied Probability 2009

Journal: :European Journal of Operational Research 2006
Lars Relund Nielsen Anders Ringgaard Kristensen

Directed hypergraphs represent a general modelling and algorithmic tool, which have been successfully used in many different research areas such as artificial intelligence, database systems, fuzzy systems, propositional logic and transportation networks. However, modelling Markov decision processes using directed hypergraphs has not yet been considered. In this paper we consider finite-horizon ...

Journal: :Entropy 2010
Alexander N. Gorban Pavel A. Gorban George Judge

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant “additivity” properties: (i) existence of a monotonic transformation which makes the functional additive with respect to the joining of independent systems and (ii) existence of a monotonic transformation whi...

Journal: :SIAM J. Scientific Computing 2011
Matthias Bolten Achi Brandt James J. Brannick Andreas Frommer Karsten Kahl Irene Livshits

This work concerns the development of an algebraic multilevel method for computing state vectors of Markov chains. We present an efficient bootstrap algebraic multigrid method for this task. In our proposed approach, we employ a multilevel eigensolver, with interpolation built using ideas based on compatible relaxation, algebraic distances, and least squares fitting of test vectors. Our adaptiv...

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