for an m-state homogeneous irreducible Markov chain with transition probability matrix Qm×m is known, but the chain requires updating by altering some of its transition probabilities or by adding or deleting some states. Suppose that the updated transition probability matrix Pn×n is also irreducible. The updating problem is to compute the updated stationary distribution π = (π1, π2, . . . , πn)...

This paper describes a graph-spectral method for path estimation. Our aim is to find a maximum probability path through a lattice of pixel sites. We characterise the path recovery problem using a site transition matrix. A graph-spectral analysis of the transition matrix reveals how the maximum probability path can be located using an eigenvector of the associated normalised affinity matrix. We ...

This paper presents our progression in the search for reliable anomaly-based intrusion detection mechanisms. We investigated different options of stochastic techniques. We started our investigations with Markov chains to detect abnormal traffic. The main aspect in our prior work was the optimization of transition matrices to obtain better detection accuracy. First, we tried to automatically tra...

Universality of multicritical unitary matrix models is shown and a new scaling behavior is found in the microscopic region of the spectrum, which may be relevant for the low energy spectrum of the Dirac operator at the chiral phase transition.