Found 116 Documents (Results 1–100)
Central limit theorem for inhomogeneous Markov chains generated by quadratic stochastic operators. (English) Zbl 1538.60126
A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains. (English) Zbl 1514.60080
Local limit theorem for a Markov additive process on \(\mathbb{Z}^d\) with a null recurrent internal Markov chain. (English) Zbl 1512.60021
Coupling method to studying stability of time-inhomogeneous Markov chains. (English) Zbl 1521.60037
Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 163-188 (2022).
Reviewer: Rózsa Horváth-Bokor (Budakalász)
Conservative random walk. (English) Zbl 1500.60022
Exponential moments of simultaneous hitting time for non-atomic Markov chains. (English) Zbl 1494.60076
Reviewer: Anatoliy Swishchuk (Calgary)
Occupancy times for time-dependent stage-structured models. (English) Zbl 1489.92114
Reviewer: Wan-Tong Li (Lanzhou)
On estimating exponential moment for the simultaneous renewal time for two random walks on a half line. (Ukrainian. English summary) Zbl 1488.60209
What is a stochastic Hamiltonian process on finite graph? An optimal transport answer. (English) Zbl 1477.35293
Foundations of average-cost nonhomogeneous controlled Markov chains. (English) Zbl 1492.93003
SpringerBriefs in Electrical and Computer Engineering. Control, Automation and Robotics. Cham: Springer (ISBN 978-3-030-56677-7/pbk; 978-3-030-56678-4/ebook). viii, 120 p. (2021).
Reviewer: Vivek S. Borkar (Mumbai)
A multi-step Lagrangian scheme for spatially inhomogeneous evolutionary games. (English) Zbl 1476.35282
Markov chain approximation and measure change for time-inhomogeneous stochastic processes. (English) Zbl 1461.91350
Convergence of knowledge in a stochastic cultural evolution model with population structure, social learning and credibility biases. (English) Zbl 1462.91016
On three methods for bounding the rate of convergence for some continuous-time Markov chains. (English) Zbl 1472.60130
Extending transition path theory: periodically driven and finite-time dynamics. (English) Zbl 1475.82013
Reviewer: Piotr Garbaczewski (Opole)
Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion. (English. French summary) Zbl 1472.60112
A weighted \(\chi^2\) test to detect the presence of a major change point in non-stationary Markov chains. (English) Zbl 1458.62185
Approximation of the invariant distribution for a class of ergodic jump diffusions. (English) Zbl 1455.60091
A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092
On a class of birth-death processes with time-varying intensity functions. (English) Zbl 1462.60107
Reviewer: Alexander I. Zejfman (Vologda)
Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion. (English) Zbl 1444.60075
MSC:
60J60
On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains. (English) Zbl 1434.60201
Robust stability of polytopic time-inhomogeneous Markov jump linear systems. (English) Zbl 1429.93281
On weak and strong ergodicity. (English) Zbl 1448.60155
MSC:
60J10
Asymptotic analysis of statistical estimators of parameters for binomial conditionally autoregressive model of spatio-temporal data. (Russian. English summary) Zbl 1411.62131
Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering. (English) Zbl 1405.62239
The bouncy particle sampler: a nonreversible rejection-free Markov chain Monte Carlo method. (English) Zbl 1398.60084
Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space. (English) Zbl 1396.60087
Approximations of distributions of scan statistics of inhomogeneous Poisson processes. (English) Zbl 1383.60021
Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective. (English) Zbl 1351.93139
The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model. (English. Ukrainian original) Zbl 1346.60114
Theory Probab. Math. Stat. 92, 37-58 (2016); translation from Teor. Jmovirn. Mat. Stat. 92, 41-60 (2015).
Stable adiabatic times for Markov chains. (English) Zbl 1337.60169
MSC:
60J10
Markov chains as a tool measuring effectiveness of a psychotherapy process. (English) Zbl 1344.92079
Mondaini, Rubem P. (ed.), BIOMAT 2014. Proceedings of the international symposium on mathematical and computational biology, Poznan, Poland, November 3–7, 2014. Hackensack, NJ: World Scientific (ISBN 978-981-4667-93-7/hbk; 978-981-4667-95-1/ebook). 232-244 (2015).
On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective. (English) Zbl 1331.62072
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains. (English) Zbl 1327.60149
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods. (English) Zbl 1319.60152
The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains. (English. Ukrainian original) Zbl 1329.60256
Theory Probab. Math. Stat. 88, 109-121 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 98-109 (2013).
Inhomogeneous Markov chains and ergodicity coefficients: John Hajnal (1924–2008). (English) Zbl 1295.60006
Rating based Lévy Libor model. (English) Zbl 1311.91181
Reviewer: Tak Kuen Siu (Sydney)
Checking individual agent behaviours in Markov population models by fluid approximation. (English) Zbl 1380.68269
Bernardo, Marco (ed.) et al., Formal methods for dynamical systems. 13th international school on formal methods for the design of computer, communication, and software systems, SFM 2013, Bertinoro, Italy, June 17–22, 2013. Advanced lectures. Berlin: Springer (ISBN 978-3-642-38873-6/pbk). Lecture Notes in Computer Science 7938, 113-149 (2013).
Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk. (English) Zbl 1282.91363
Inhomogeneous Markov chains with periodic matrices of transition probabilities and their application to simulation of meteorological processes. (English) Zbl 1248.60084
Self organization for area coverage maximization and energy conservation in mobile ad hoc networks. (English) Zbl 1350.68026
Gavrilova, Marina L. (ed.) et al., Transactions on Computational Science XV. Special issue on advances in autonomic computing: formal engineering methods for nature-inspired computing systems. Berlin: Springer (ISBN 978-3-642-28524-0/pbk). Lecture Notes in Computer Science 7050. Journal Subline, 49-73 (2012).
Merging and stability for time inhomogeneous finite Markov chains. (English) Zbl 1235.60090
Blath, Jochen (ed.) et al., Surveys in stochastic processes. Selected papers based on the presentations at the 33rd conference on stochastic processes and their applications, Berlin, Germany, July 27–31, 2009. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-072-2/hbk). EMS Series of Congress Reports, 127-151 (2011).
Reviewer: Anatoliy Swishchuk (Calgary)
Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities. (English) Zbl 1217.60063
Reviewer: Marius Iosifescu (Bucureşti)
Time inhomogeneous Markov chains with wave-like behavior. (English) Zbl 1206.60067
Reviewer: Gabriel V. Orman (Braşov)
Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift. (English) Zbl 1204.60067
Reviewer: Marius Iosifescu (Bucureşti)
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations. (English) Zbl 1198.65024
Reviewer: Heinrich Hering (Rockenberg)
\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures. (English) Zbl 1200.60063
Reviewer: Ion C. Vladimirescu (Craiova)
Spatial mixture modelling for unobserved point processes: examples in immunofluorescence histology. (English) Zbl 1330.62355
The expected number of intersections of a four valued bounded martingale with any level may be infinite. (English) Zbl 1196.60071
Delbaen, Freddy (ed.) et al., Optimality and risk – modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer (ISBN 978-3-642-02607-2/hbk). 87-98 (2009).
Reviewer: Aleksander Iksanov (Kiev)
Merging for time inhomogeneous finite Markov chains. I: Singular values and stability. (English) Zbl 1195.60099
MSC:
60J10
Bak-Sneppen type models and coagulation-fragmentation processes. (English) Zbl 1167.82379
Simos, Theodore E. (ed.) et al., Numerical analysis and applied mathematics. International conference on numerical analysis and applied mathematics 2008, Psalidi, Kos, Greece, 16–20 September 2008. Melville, NY: American Institute of Physics (AIP) (ISBN 978-0-7354-0576-9/hbk). AIP Conference Proceedings 1048, 922-925 (2008).
The matrices R and G of matrix analytic methods and the time-inhomogeneous periodic quasi-birth-and-death process. (English) Zbl 1165.60031
Reviewer: Marina Gorunescu (Craiova)
Bayesian forecasting of an inhomogeneous Poisson process with applications to call center data. (English) Zbl 1333.62297
A Markov chain model of a polling system with parameter regeneration. (English) Zbl 1151.60045
Reviewer: Evsei Morozov (Petrozavodsk)
Transient and periodic solution to the time-inhomogeneous quasi-birth death process. (English) Zbl 1124.60066
Convergence of some time inhomogeneous Markov chains via spectral techniques. (English) Zbl 1124.60057
Reviewer: Marius Iosifescu (Bucureşti)
Non-interactive correlation distillation, inhomogeneous Markov chains, and the reverse Bonami-Beckner inequality. (English) Zbl 1140.60007
Reviewer: Nicko G. Gamkrelidze (Moskva)
Recursive filters for partially observable finite Markov chains. (English) Zbl 1086.60046
Reviewer: Alex V. Kolnogorov (Novgorod)
Analysis of inhomogeneous Markov reward models. (English) Zbl 1060.65009
Reviewer: Vigirdas Mackevičius (Vilnius)
Conditions for convergence to limit distribution in finite inhomogeneous Markov chains during finite time. (Russian. English summary) Zbl 1035.60078
MSC:
60J10
On contraction properties of Markov kernels. (English) Zbl 1030.60060
Reviewer: Anatoliy Swishchuk (Toronto)
Prospects for simulated annealing algorithms in automatic differentiation. (English) Zbl 1054.90063
Steinhöfel, Kathleen (ed.), Stochastic algorithms: Foundations and applications. International symposium, SAGA 2001, Berlin, Germany, December 13–14, 2001. Proceedings. Berlin: Springer (ISBN 3-540-43025-3). Lect. Notes Comput. Sci. 2264, 131-144 (2001).
On the convergence of evolution processes with time-varying mutations and local interaction. (English) Zbl 0992.60074
On the exponential convergence of some inhomogeneous Markov chains. (English) Zbl 0961.60069
Reviewer: Gheorghe Oprişan (Bucureşti)
Matrices with banded inverses: Inversion algorithms and factorization of Gauss-Markov processes. (English) Zbl 0998.65037
Multi-type branching in varying environment. (English) Zbl 0997.60093
MSC:
60J80
Time-inhomogeneous discrete stochastic search methods for optimal Bernoulli parameters. (English) Zbl 0926.65007
Reviewer: Yu.V.Kozachenko (Kyïv)
On some basic properties of the inhomogeneous quasi-birth-and-death process. (English) Zbl 0960.60067
Reviewer: Valentin Topchii (Omsk)
Asymptotic analysis of nonhomogeneous hierarchical Markov processes and applications in models of the consolidation of queueing systems. (English. Ukrainian original) Zbl 0923.60028
Theory Probab. Math. Stat. 56, 49-60 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 48-60 (1997).
Reviewer: A.V.Swishchuk (Kyïv)
A piecewise Markovian model for simulated annealing with stochastic cooling schedules. (English) Zbl 0834.60075
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