On Elfving's Problem of Imbedding a Time-Discrete Markov -Chain in a Time-Continuous one for Finitely Many States. I

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Markov chain Monte Carlo for continuous-time discrete-state systems

A variety of phenomena are best described using dynamical models which operate on a discrete state space and in continuous time. Examples include Markov (and semiMarkov) jump processes, continuous-time Bayesian networks, renewal processes and other point processes. These continuous-time, discrete-state models are ideal building blocks for Bayesian models in fields such as systems biology, genet...

متن کامل

Discrete Time Markov Chain (DTMC)

A. A stochastic process is a collection of random variables {X t , t ∈ T }. B. A sample path or realization of a stochastic process is the collection of values assumed by the random variables in one realization of the random process, e.g. C. The state space is the collection of all possible values the random variables can take on, i.e. it is the sample space of the random variables. For example...

متن کامل

Arrival probability in the stochastic networks with an established discrete time Markov chain

The probable lack of some arcs and nodes in the stochastic networks is considered in this paper, and its effect is shown as the arrival probability from a given source node to a given sink node. A discrete time Markov chain with an absorbing state is established in a directed acyclic network. Then, the probability of transition from the initial state to the absorbing state is computed. It is as...

متن کامل

A Transient Markov Chain With Finitely Many Cutpoints

We give an example of a transient reversible Markov chain that a.s. has only a finite number of cutpoints. We explain how this is relevant to a conjecture of Diaconis and Freedman and a question of Kaimanovich. We also answer Kaimanovich’s question when the Markov chain is a nearest-neighbor random walk on a tree.

متن کامل

ذخیره 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: Indagationes Mathematicae (Proceedings)

سال: 1962

ISSN: 1385-7258

DOI: 10.1016/s1385-7258(62)50052-8