Several different models for predicting coverage in a fault-tolerant system are discussed, including models for permanent, intermittent, and transient errors. Markov, semi-Markov, nonhomogeneous Markov, and extended stochastic Petri net models for computing coverage are developed. Two types of events which interfere with recovery are examined; methods for modeling such events (applicable if the...

Among the statistical downscaling tools available for regional climate simulation, nonhomogeneous hidden Markov model (NHMM) is a powerful and efficient algorithm. It consists of establishing relations between predictand predictors through layer process covariate term as external forcing. Here, it used to simulate summer daily precipitation in middle lower reach Yangtze River basin (MLYRB), inc...

Article history: Received 23 February 2013 Available online 27 September 2013 Submitted by U. Stadtmueller

The Wisconsin Epidemiologic Study of Diabetic Retinopathy (WESDR) is a population based study to investigate prevalence, incidence, and progression of diabetic retinopathy. To analyze the young-onset insulin-dependent subpopulation of this study, we propose and t a hidden Markov model. A nonhomogeneous discrete-time Markov chain describes the natural course of the disease. We also account for c...

We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin for temporally nonhomogeneous Markov chains, and the principal innovation is that here the summands are permitted to depend on both the current state and a bounded number of future states of t...

We consider a nonhomogeneous stochastic infinite horizon optimization problem whose objective is to minimize the overall average cost per-period of an infinite sequence of actions (average optimality). Optimal solutions to such problems will in general be non-stationary. Moreover, a solution which initially makes poor decisions, and then selects wisely thereafter, can be average optimal. Howeve...