in this paper, a compound binomial risk model in the presence of a constant dividend barrier is studied. two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim randomly and may be delayed for one time period with a certain probability. in the evaluation of the moments of the present value of dividends, the interest rates are ass...

rapid expansions of new location-based services signify the need for finding accurate localization techniques for indoor environments. among different techniques, rss-based  schemes and in particular oneof its variants which is based on graph-based semi-supervised learning (g-ssl) are widely-used approaches the superiority of this scheme is that it has low setup/training cost and at the same ti...

We consider the log-likelihood function of hidden Markov models, its derivatives and expectations of these (such as different information functions). We give explicit expressions for these functions and bound them as the size of the chain increases. We apply our bounds to obtain partial second order asymptotics and some qualitative properties of a special model as well as to extend some results...

Figure 1. Finite state machine for a Markov chain X0 → X1 → X2 → · · · → Xn where the random variables Xi’s take values from I = {S1, S2, S3}. The numbers T (i, j)’s on the arrows are the transition probabilities such that Tij = P (Xt+1 = Sj|Xt = Si). Definition 1.2. We say that (Xn)n≥0 is a Markov chain with initial distribution λ and transition matrix T if (i) X0 has distribution λ; (ii) for ...

Abstract: The aim of international economic sanctions is imposing economic restrictions on target countries. In order to decrease the sanctions negative brunt on citizenry and make it ineffective, government may respond to sanctions through policies such as increasing the supply of public goods. This paper studies the regime changes of government expenditures in Iranian economy in response to e...

the geometric distribution of states duration is one of the main performance limiting assumptions of hidden markov modeling of speech signals. stochastic segment models, generally, and segmental hmm, specifically, overcome this deficiency partly at the cost of more complexity in both training and recognition phases. in this paper, a new duration modeling approach is presented. the main idea of ...

In this paper we will describe an implementation of a score-performance matching, capable of score following, based on a stochastic approach using Hidden Markov Models.

the air transport industry is seeking to manage risks in air travels. its main objective is to detect abnormal behaviors in various flight conditions. the current methods have some limitations and are based on studying the risks and measuring the effective parameters. these parameters do not remove the dependency of a flight process on the time and human decisions. in this paper, we used an hmm...