The problem of reconstructing the drift of a diffusion in R, d ≥ 2, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of parabolic partial differential equations. This work considerably extends [2] in terms of generality, both concerning assumptions on the drift coefficient, and allowing fo...

0191-2615/$ see front matter 2008 Elsevier Ltd doi:10.1016/j.trb.2008.06.001 * Corresponding author. E-mail address: [email protected] (J. Yan). 1 More details on this can be found in Baird (2002 We build an empirical model under the stochastic frontier framework to assess production efficiencies of container operators from the world’s major container ports in the years between 1997 and 2004. The em...

abstract agricultural scientists have developed considerable interest in modeling and generation of rainfall as new ways of analyzing rainfall data and assessing its impact on agriculture. a combination of markov chain and gamma distribution function is recognized as a simple approach and is demonstrated to be effective in generating daily rainfall data for many environments. thus the availabil...

This paper presents an empirical study of the joint wavelet statistics for textures and other random imagery. There is a growing realization that modeling wavelet coefficients as independent, or at best correlated only across scales, assuming independence within a scale, may be a poor assumption. While recent developments in wavelet-domain Hidden Markov Models (notably HMT-3S) account for withi...

We study a dynamic model of elections where many parties may enter or exit political competition. At each election a new political leadership arrives for each party. The leadership cannot choose the party’s platform (ideological identities are fixed) but must decide whether or not to contest the election. Contesting elections is costly and this cost is higher if the party has recently been inac...

in this paper, the ambiguity of nite state irreducible markov chain trajectories is reminded and is obtained for two state markov chain. i give an applicable example of this concept in president election

Nous démontrons l’existence de l’exposant persistance log?:=limn?? 1 nlog P?(X0?S,…,Xn?S) pour une classe chaines Markov {Xi}i?0 homogènes en temps avec valeurs dans un espace Polonais, où S est ensemble Borélien et ? distribution initiale. En nous concentrant sur le cas processus type AR(p) ou MA(q) p,q?N d’innovation continue, étudions ? sa continuité par rapport au paramètres des AR MA, S=R?...

with recent developments in communication technologies, it is possible to access information any time and in any place; however, mobile environments bring forward certain requirements and exclusive challenges including low connection speeds and bandwidth limitations. thus, we need to consider mobile limitations when using web services. providing services and limited resource allocation to users...

This paper presents a novel and generic distributed swarm guidance algorithm using inhomogeneous Markov chains that guarantees superior performance over existing homogeneous Markov chain based algorithms, when the feedback of the current swarm distribution is available. The probabilistic swarm guidance using inhomogeneous Markov chain (PSG–IMC) algorithm guarantees sharper and faster convergenc...