A nonhomogeneous hidden Markov model is proposed for relating precipitation occurrences at multiple rain gauge stations to broad-scale atmospheric circulation patterns (the so-called \downscaling problem"). We model a 15 year sequence of winter data from 30 rain stations in southwestern Australia. The rst 10 years of data are used for model development and the remaining 5 years are used for mod...

The analysis of polygenetic characteristics for mapping quantitative trait loci (QTL) remains an important challenge. QTL analysis requires two or more strains of organisms that differ substantially in the (poly-)genetic trait of interest, resulting in a heterozygous offspring. The offspring with the trait of interest is selected and subsequently screened for molecular markers such as single-nu...

A nonhomogeneous Markov chain is applied to the study of air quality classification in Mexico City when so-called criterion pollutants are used. We consider indices associated with using two regulations where different ways taken into account. Parameters model initial and transition probabilities chain. They estimated under Bayesian point view through samples generated directly from correspondi...

We extend in two directions our previous results about the sampling and the empirical measures of immortal branching Markov processes. Direct applications to molecular biology are rigorous estimates of the mutation rates of polymerase chain reactions from uniform samples of the population after the reaction. First, we consider nonhomogeneous processes, which are more adapted to real reactions. ...

The present research focuses on the issue of leader-following consensus for multi-agent systems (MASs) suffered from uncertain nonhomogeneous Markov switching (UNMS), time-varying delay, and denial service (DoS) cyber-attacks. Firstly, in contrast with existing results MASs, communication topology is governed by a UNMS jump process which transition rates (TRs) may be partially known or complete...

The paper attempts to provide forecast methodological framework and concrete models to estimate long run probability of default term structure for Hungarian corporate debt instruments, in line with IFRS 9 requirements. Long run probability of default and expected loss can be estimated by various methods and has fifty-five years of history in literature. After studying literature and empirical m...

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...

In this talk, I will extend Doeblin’s ergodicity coefficient (originally defined for finite dimensional stochastic matrices) to kernels of time-homogenous Markov chains over Polish spaces, and show how a strictly positive Doeblin’s coefficient leads to lowto moderatecomplexity approximations of the occupancy distributions of subsets of the state space. Such approximations may be particularly us...

A Markov channel is a discrete information channel that includes as special cases the finite state channels and finite state codes of information theory. Kieffer and Rahe proved that one-sided and two-sided Markov channels have the following property: If the input source to a Markov channel is asymptotically mean stationary (AMS), then so is the resulting input-output process and hence the ergo...

Suppose one can observe a Gaussian nonhomogeneous process with a continuous time parameter. At an unknown time the observed process may leave its standard state, the drift of the process changes and becomes equal to a nonrandom function. Subject to a restriction on the rate of false alarms, one wants to detect the change \as soon as possible". We investigate Page's and Shiryaev's sequential det...