We prove an analog of Parikh’s theorem for weighted context-free grammars over commutative, idempotent semirings, and exhibit a stochastic context-free grammar with behavior that cannot be realized by any stochastic right-linear context-free grammar. Finally, we show that every unary stochastic context-free grammar with polynomially-bounded ambiguity has an equivalent stochastic right-linear co...

Stochastic behavior of stock returns is very important for investors and policy makers in the stock market. In this paper, the stochastic behavior of the return index of Tehran Stock Exchange (TEDPIX) is examined using unobserved component Markov switching model (UC-MS) for the 3/27/2010 until 8/3/2015 period. In this model, stock returns are decomposed into two components; a permanent componen...

The present study attempts to establish a new framework to speculate customer lifetime value by a stochastic approach. In this research the customer lifetime value is considered as combination of customer’s present and future value. At first step of our desired model, it is essential to define customer groups based on their behavior similarities, and in second step a mechanism to count current ...

Modeling stochastic multiagent behavior such as fish schooling is challenging for fixed-estimate prediction techniques because they fail to reliably reproduce the stochastic aspects of the agents behavior. We show how standard fixed-estimate predictors fit within a probabilistic framework, and suggest the reason they work for certain classes of behaviors and not others. We quantify the degree o...

The mean discount rate for a simple stochastic model behaves asymptotically roughly like 1/ √ n in contrast to the usual geometric discounting in a deterministic model. AMS (2000) subject classifications. 60F99, 60J05, 60G42.

Mobile ad hoc networks (MANET) are difficult to support real time services efficiently because of their unpredictable and frequent topology changes. One of the important concerns is the reliability of routes. Although finding optimal path for MANET is incompletely defined problem and specific routing protocols trade off efficiency for the reliability. In particular, typical shortest path estima...

Fudenberg and Harris’ stochastic version of the classical replicator dynamics is considered. The behavior of this diffusion process in the presence of an evolutionarily stable strategy is investigated. Moreover, extinction of dominated strategies and stochastic stability of strict Nash equilibria are studied. The general results are illustrated in connection with a discrete war of attrition. A ...

Stochastic generation, i.e. electrical power production by an uncontrolled primary energy source, is expected to play an important role in future power systems. A new power system structure is created due to the largescale implementation of this small-scale, distributed, nondispatchable generation; the ’horizontally operated’ system. Modelling methodologies that can deal with the operational un...

Web usage mining techniques are increasingly used today to understand e-customers’ within-site behavior. We propose a data mining model that considers e-customers’ activities as a discrete-time semi-Markov process and explains their behavior. An algorithm is proposed to compute transition probability matrix and holding time mass functions from the site navigation data. Finally, the model is use...