Steady-state distributions of parallel queues. (English) Zbl 07677722
MSC:
90-XX
Found 234 Documents (Results 1–100)
Ants and agents: a process algebra approach to modelling ant colony behaviour. (English) Zbl 1323.92228
MCMC estimation and some model-fit analysis of multidimensional IRT models. (English) Zbl 1293.62234
Covariate adjustment of event histories estimated from Markov chains: the additive approach. (English) Zbl 1209.62247
Bayesian nonparametric modeling using mixtures of triangular distributions. (English) Zbl 1209.62039
Statistical measures of DNA sequence dissimilarity under Markov chain models of base composition. (English) Zbl 1209.62339
Bayesian approaches to modeling the conditional dependence between multiple diagnostic tests. (English) Zbl 1209.62275
Multiple imputation for multivariate data with missing and below-threshold measurements: time-series concentrations of pollutants in the arctic. (English) Zbl 1209.62359
Bayesian analysis of a time series of counts with covariates: an application to the control of an infectious disease. (English) Zbl 1097.62560
Ergodic theorems for finite Markov chains. (English) Zbl 1061.60073
MSC:
60J10
Application of the ergodicity coefficient of Dobrushin to finite non-homogeneous Markov chains. (English) Zbl 1061.60072
MSC:
60J10
Estimating the stationary distribution of a finite state irreducible Markov chain. (English) Zbl 1061.60071
A note on ruin in a two state Markov model. (English) Zbl 1098.60512
MSC:
60J10
91B30
An adaptive simulated annealing algorithm. (English) Zbl 1053.60054
Reviewer: Ivan Křivý (Ostrava)
A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions. (English) Zbl 1055.65015
Reviewer: Ivan Křivý (Ostrava)
Coloured Voronoi tessellations for Bayesian image analysis and reservoir modelling. (English) Zbl 1104.62106
Generalizations of bold play in red and black. (English) Zbl 1047.60091
Reviewer: Martin Janžura (Praha)
A sensitivity analysis of the premiums for a permanent health insurance (PHI) model. (English) Zbl 1066.91567
MSC:
91B30
91B82
Monte Carlo according to Markov. (English) Zbl 1051.65005
Reviewer: Daniel Hlubinka (Praha)
Stochastic stability and parallelism in the Monte Carlo method. (English. Russian original) Zbl 1046.65005
Dokl. Math. 64, No. 1, 61-63 (2001); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 379, No. 4, 439-441 (2001).
Statistical correction of a deterministic numerical weather prediction model. (English) Zbl 1047.62118
Understanding the shape of the hazard rate: A process point of view. (With comments and a rejoinder). (English) Zbl 1059.62613
On Markov chains and the spectra of the corresponding Frobenius-Perron operators. (English) Zbl 1039.60038
Finitely additive measures in the ergodic theory of Markov chains. I. (Russian) Zbl 1032.60068
Reviewer: D.A.Korshunov (Novosibirsk)
MSC:
60J10
Linear quadratic, control and tracking problems for time-varying stochastic differential systems perturbed by a Markov chain. (English) Zbl 1078.93574
Large-deviation probabilities for one-dimensional Markov chains. III: Prestationary distributions in the subexponential case. (English. Russian original) Zbl 1036.60021
Theory Probab. Appl. 46, No. 4, 603-618 (2001); translation from Teor. Veroyatn. Primen. 46, No. 4, 640-657 (2001).
Reviewer: Vladimir Vatutin (Moskva)
A predictive approach to tail probability estimation. (English) Zbl 1023.62031
Reviewer: R.E.Maiboroda
Real-parameter evolutionary Monte Carlo with applications to Bayesian mixture models. (English) Zbl 1017.62022
Bayesian wavelet regression on curves with application to a spectroscopic calibration problem. (English) Zbl 1022.62027
On the length of the last run in Markov chains. (Russian) Zbl 1017.60078
Reviewer: D.A.Korshunov (Novosibirsk)
Processor allocation and checkpoint interval selection in cluster computing systems. (English) Zbl 1021.68774
The generalized birth and death Markov chain. II. (Chinese. English summary) Zbl 1019.60069
MSC:
60J10
Approximations for Markov chains with upper Hessenberg transition matrices. (English) Zbl 1107.90334
Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models. (English) Zbl 1015.62022
Large deviations for the Markov binomial distribution. (English. Russian original) Zbl 1033.60032
Lith. Math. J. 41, No. 4, 307-318 (2001); translation from Liet. Mat. Rink. 41, No. 4, 393-408 (2001).
Reviewer: Nikolai N. Leonenko (Cardiff)
Local theorems for the Markov binomial distribution. (English. Russian original) Zbl 1018.60025
Lith. Math. J. 41, No. 3, 219-231 (2001); translation from Liet. Mat. Rink. 41, No. 3, 277-293 (2001).
Reviewer: Ludwig Paditz (Dresden)
Stochastic billiards on general tables. (English) Zbl 1015.60058
Reviewer: Anatoliy Swishchuk (Toronto)
Perfect sampling of ergodic Harris chains. (English) Zbl 1017.60082
Reviewer: B.Grigelionis (Vilnius)
On the existence of a quasistationary measure for a Markov chain. (English) Zbl 1018.60071
Reviewer: Wilfried Schenk (Dresden)
MSC:
60J05
Asymptotic density in a threshold coalescing and annihilating random walk. (English) Zbl 1031.60086
Reviewer: S.K.Srinivasan (Chennai)
Identifying a finite graph by its random walk. (English) Zbl 1015.60062
Balakrishnan, N. (ed.) et al., Asymptotic methods in probability and statistics with applications. Papers from the international conference, St. Petersburg, Russia, June 24-28, 1998. Boston, MA: Birkhäuser. 487-490 (2001).
MSC:
60J10
Development of Linnik’s work in his investigation of the probabilities of large deviation. (English) Zbl 1016.60032
Balakrishnan, N. (ed.) et al., Asymptotic methods in probability and statistics with applications. Papers from the international conference, St. Petersburg, Russia, June 24-28, 1998. Boston, MA: Birkhäuser. 259-275 (2001).
Reviewer: Andre R.Dabrowski (Ottawa)
MSC:
60F10
Stochastic hybrid optimal control models. (English) Zbl 1032.93080
Hernández Hernández, Daniel (ed.) et al., Stochastic models II. Proceedings of the 6th symposium on probability and stochastic processes, Guanajuato, Mexico, May 23-27, 2000. Mexico, MX: Sociedad Matemática Mexicana. Aportaciones Mat., Investig. 16, 205-250 (2001).
Reviewer: M.Nisio (Osaka)
Random logistic maps and Lyapunov exponents. (English) Zbl 1022.37036
Reviewer: Yuri Kifer (Jerusalem)
Selecting dynamic graphical models with hidden variables from data. (English) Zbl 1007.62022
Reviewer: R.E.Maiboroda (Kyïv)
Estimating the smoothing parameter in generalized spline-based regression: II. Empirical and fully Bayesian approaches. Experiences with Gibbs sampling in simulated results. (English) Zbl 1007.62037
Reviewer: R.E.Maiboroda (Kyïv)
Effect of non-uniform memory request on the performance of buffered multiprocessor systems. (English) Zbl 1006.68591
The joy of sampling. (English) Zbl 1012.68717
Moderate deviations of some dependent variables. II: Some kernel estimators. (English) Zbl 1007.60011
A matrix analytic solution to a hysteretic queueing system with random server capacity. (English) Zbl 1032.60089
Reviewer: Evsei Morozov (Petrozavodsk)
Mixtures of truncated exponentials in hybrid Bayesian networks. (English) Zbl 1001.68544
Benferhat, Salem (ed.) et al., Symbolic and quantitative approaches to reasoning with uncertainty. 6th European conference, ECSQARU 2001, Toulouse, France, September 19-21, 2001. Proceedings. Berlin: Springer. Lect. Notes Comput. Sci. 2143, 156-167 (2001).
MSC:
68T37
On estimation of transition probabilities of Markov chain under missing by the EM algorithm. (English) Zbl 1072.62625
Aivazian, S. (ed.) et al., Computer data analysis and modeling: Robustness and computer intensive methods (CDAM 2001). Proceedings of the 6th international conference, Minsk, Belarus, September 10–14, 2001. Vol. 1. Minsk: Belarusian State Univ., National Research Center for Applied Problems of Mathematics and Informatics; Belarusian Republican Foundation for Fundamental Research; Belarusian Statistical Association (ISBN 985-445-489-4 (set); 985-445-490-8 (vol. 1)). 245-250 (2001).
MSC:
62M05
65C60
On a discrete-time linear jump stochastic dynamic game. (English) Zbl 1029.91007
Reviewer: Jean-Pierre Lepeltier (Le Mans)
Monte Carlo solution of a parabolic equation with a random coefficient. (English. Russian summary) Zbl 1004.65006
Geometric \(L^2\) and \(L^1\) convergence are equivalent for reversible Markov chains. (English) Zbl 1011.60050
Reviewer: Bero Roos (Hamburg)
Availability of \(K\)-out-of-\(N:G\) systems with exponential failures and general repairs. (English) Zbl 1005.90024
MSC:
90B25
Large-deviation probabilities for maxima of sums of independent random variables with negative mean and subexponential distribution. (English) Zbl 1005.60060
Theory Probab. Appl. 46, No. 2, 355-366 (2001); translation from Teor. Veroyatn. Primen. 46, No. 2, 387-397 (2001).
Reviewer: Aurel Spătaru (Bucureşti)
The difference between letters and a Martin kernel of a modulo 5 Markov chain. (English) Zbl 1001.60077
Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique. (English) Zbl 1078.60508
Markov level shifts and the unit-root hypothesis. (English) Zbl 1051.91084
MSC:
91B84
Takeover times of noisy non-generational selection rules that undo extinction. (English) Zbl 1011.68169
Kůrková, Věra (ed.) et al., Artificial neural nets and genetic algorithms. Proceedings of the international conference, Prague, Czech Republic, 2001. Wien: Springer. 268-271 (2001).
Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\). (English) Zbl 1008.60099
Reviewer: Mu-Fa Chen (Beijing)
Recurrence and invariant measure of Markov chains in double-infinite random environments. (English) Zbl 1007.60103
Reviewer: Mihai Gradinaru (Nancy)
More research on the Shannon-McMillan theorem. (Chinese. English summary) Zbl 1009.94006
The algorithms behind GAIO – set oriented numerical methods for dynamical systems. (English) Zbl 0998.65126
Fiedler, Bernold (ed.), Ergodic theory, analysis, and efficient simulation of dynamical systems. Berlin: Springer. 145-174, 805-807 (2001).
Genetic algorithms, pseudo-random numbers generators, and Markov chain Monte Carlo methods. (English) Zbl 0999.65501
Zipf’s law for web surfers. (English) Zbl 0991.68622
Knowledge and Information Systems 3, No. 1, 120-129 (2001).
Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering. (English) Zbl 1005.93045
Reviewer: Vjatscheslav Vasiliev (Tomsk)
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