Stationary measures for some Markov chain models in ecology and economics

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...

Non-stationary fuzzy Markov chain

This paper deals with a recent statistical model based on fuzzy Markov random chains for image segmentation, in the context of stationary and non-stationary data. On one hand, fuzzy scheme takes into account discrete and continuous classes through the modeling of hidden data imprecision and on the other hand, Markovian Bayesian scheme models the uncertainty on the observed data. A non-stationar...

Transient Markov Chains with Stationary Measures

Learning Markov Models for Stationary System Behaviors

Abstract. Establishing an accurate model for formal verification of an existing hardware or software system is often a manual process that is both time consuming and resource demanding. In order to ease the model construction phase, methods have recently been proposed for automatically learning accurate system models from data in the form of observations of the target system. Common for these a...

Some Economics Models

Supplementary section for Understanding Networked Applications: A First Course, Morgan Kaufmann, 1999. Copyright notice: Permission is granted to copy and distribute this material for educational purposes only, provided that this copyright notice remains attached. A tried-and-true technique in economics is to build a simple (or often sophisticated) mathematical model, and use it to gain insight...