ABSORBING MARKOV CHAIN FOR BREAST CANCER

analysis of ruin probability for insurance companies using markov chain

در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...

The elapsed time between two transient state observations for an absorbing Markov chain

Consider a system evolving according to an absorbing discretetime Markov chain with known transition matrix. The state of the system is observed at two points in time, separated by an unknown number of generations. We are interested in calculating the expected elapsed time and its variance. We provide a novel, exact solution, which is computable from the fundamental matrix of a related absorbin...

Designing Fast Absorbing Markov Chains

Markov Chains are a fundamental tool for the analysis of real world phenomena and randomized algorithms. Given a graph with some specified sink nodes and an initial probability distribution, we consider the problem of designing an absorbing Markov Chain that minimizes the time required to reach a sink node, by selecting transition probabilities subject to some natural regularity constraints. By...

Absorbing Markov Chain Models to Determine Optimum Process Target Levels in Production Systems with Rework and Scrapping

In this paper, absorbing Markov chain models are developed to determine the optimum process mean levels for both a single-stage and a serial two-stage production system in which items are inspected for conformity with their specification limits. When the value of the quality characteristic of an item falls below a lower limit, the item is scrapped. If it falls above an upper limit, the item is ...

Markov Modeling of Breast Cancer