Embedded population systems in Markov set-chains
نویسندگان
چکیده
منابع مشابه
Markov Set-Chains as Abstractions of Stochastic Hybrid Systems
The objective of this study is to introduce an abstraction procedure that applies to a general class of dynamical systems, that is to discrete-time stochastic hybrid systems (dt-SHS). The procedure abstracts the original dt-SHS into a Markov set-chain (MSC) in two steps. First, a Markov chain (MC) is obtained by partitioning the hybrid state space, according to a controllable parameter, into no...
متن کاملEmpirical 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...
متن کاملTight Inequalities among Set Hitting times in Markov Chains
Given an irreducible discrete-time Markov chain on a finite state space, we consider the largest expected hitting time T (α) of a set of stationary measure at least α for α ∈ (0, 1). We obtain tight inequalities among the values of T (α) for different choices of α. One consequence is that T (α) ≤ T (1/2)/α for all α < 1/2. As a corollary we have that, if the chain is lazy in a certain sense as ...
متن کاملMixing for Markov Chains and Spin Systems
Lectures given at the 2005 PIMS Summer School in Probability held at the University of British Columbia from June 6 through June 30. Special thanks is due to Jesse Goodman, Jeffrey Hood, Ben Hough, Sandra Kliem, Lionel Levine, Yun Long, Asaf Nachmias, Alex Skorokhod and Terry Soo for help preparing these notes. These notes have not been subjected to the usual scrutiny reserved for formal public...
متن کاملSet-Valued Markov Chains and Negative Semitrajectories of Discretized Dynamical Systems
Computer simulation of dynamical systems involves a phase space which is the finite set of machine arithmetic. Rounding state values of the continuous system to this grid yields a spatially discrete dynamical system, often with different dynamical behaviour. Discretization of an invertible smooth system gives a system with set-valued negative semitrajectories. As the grid is refined, asymptotic...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2006
ISSN: 0024-3795
DOI: 10.1016/j.laa.2006.02.025