منابع مشابه
Empirical Bayes Estimation in Nonstationary Markov chains
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
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[Tip: Study the MC, QT, and Little's law lectures together: CTMC (MC lecture), M/M/1 queue (QT lecture), Little's law lecture (when deriving the mean response time from mean number of customers), DTMC (MC lecture), M/M/1 queue derivation using DTMC analysis, derive distribution of response time in M/M/1 queue (QT lecture), relation between Markov property and mem-oryless property (MC lecture), ...
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A previous paper discussed explicit bounds in the exponential approximation for the distribution of the waiting time until a stationary reversible Markov chain rst enters a \rare" subset of states. In this paper Stein's method is used to get explicit (but complicated) bounds on the Poisson approximation for the number of non-adjacent visits to a rare subset.
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ژورنال
عنوان ژورنال: Indagationes Mathematicae (Proceedings)
سال: 1962
ISSN: 1385-7258
DOI: 10.1016/s1385-7258(62)50007-3