A brief introduction to the formulation of various types of stochastic epidemic models is presented based on the well-known deterministic SIS and SIR epidemic models. Three different types of stochastic model formulations are discussed: discrete time Markov chain, continuous time Markov chain and stochastic differential equations. Properties unique to the stochastic models are presented: probab...

This monograph presents some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution models, particle free energies, as well as backward Markov chain particle models. We illustrate these results with a series of topics related to computational ph...

Correctly predicting transient particle transport in indoor environments is crucial to improving the design of ventilation systems and reducing the risk of acquiring airborne infectious diseases. Recently, a new model was developed on the basis of Markov chain frame for quickly predicting transient particle transport indoors. To evaluate this Markov chain model, this study compared it with the ...

A simple two-state Markov chain A Markov chain, named after Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized as memoryless: the next state depends only on the current state and not on the sequence of events that preceded it. This specific kind of "memoryless...

this paper proposes an extension of markov chain model to characterize of geological formations and to make conditioning on any number of well data possible. in this study, lithofacies cycles of the amiran formation at type and pirshamsedin sections are examined by markov method and entropy analysis as well as field observations, and depositional environment has interpreted by proposed ideal se...

this paper is devoted to the study of determining optimal process mean in system production with the two markets for the sale of goods. in this paper, we developed an absorbing markov chain model in production systems where all items are inspected %100 for conformance with their specification limits. when the value of the quality characteristic of an item falls below a lower limit, the item is ...

Meteorological stations usually contain some missing data for different reasons.There are several traditional methods for completing data, among them bivariate and multivariate linear and non-linear correlation analysis, double mass curve, ratio and difference methods, moving average and probability density functions are commonly used. In this paper a blended model comprising the bivariate expo...