The purpose of this note is to provide a simple proof existence stationary probability vectors (fixed points) for stochastic matrices using Farkas’ lemma. This result as well the uniqueness also holds certain subclass quasi-stochastic matrices.

MOTIVATION Mutagenicity is among the toxicological end points that pose the highest concern. The accelerated pace of drug discovery has heightened the need for efficient prediction methods. Currently, most available tools fall short of the desired degree of accuracy, and can only provide a binary classification. It is of significance to develop a discriminative and informative model for the mut...

DDoS has a variety of types mixed attacks. Botnet attackers can chain different attacks to confuse cybersecurity defenders. In this article, the attack type be represented as state model. Considering type, we use model calculate final probability. The probability is then converted into one prediction vector, and incoming detected early before IDS issues an alert. experiment results have shown t...

In a previous work, Multi-Environment Model based LInear Normalization, MEMLIN, was presented and it was proved to be effective to compensate environment mismatch. MEMLIN is an empirical feature vector normalization which models clean and noisy spaces by Gaussian Mixture Models (GMMs). In this algorithm, the probability of the clean model Gaussian, given the noisy model one and the noisy featur...

This paper presents the optimal strategic asset allocation for investors seeking to hedge inflation risk. Using a vector-autoregressive model, we investigate the optimal choice for an investor with a fixed target real return at different horizons, with shortfall probability constraint. We show that the strategic allocation differs sharply across regimes. In a volatile macroeconomic environment,...

Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P , then we call M a partition of P . Let K denote the set of probability vectors on S. To every partition M of P we can associate a transition probability function PM on K defined in such a way that if p ∈ K and M ...

Consider a stochastic simulation experiment that generates v independent vector replications consisting of an observation from each of k systems. Typical system comparisons are based on mean (long-run) performance. However, the probability that a system will actually be the best is sometimes more relevant , and can provide a very diierent perspective than the systems' means. Empirically, we sel...

Using methods of Statistical Physics, we investigate the rOle of model complexity in learning with support vector machines (SVMs). We show the advantages of using SVMs with kernels of infinite complexity on noisy target rules, which, in contrast to common theoretical beliefs, are found to achieve optimal generalization error although the training error does not converge to the generalization er...

This paper proposes a new protocol for maintaining cache coherence in a large multiprocessor system. The study focuses on systems with private caching that use a multistage network to interconnect the processors. The protocol, called the Distributed Directory Scheme, distributes part of the directory information into the interconnection network switches. The redistribution of the directory info...

The paper presents a complete analysis of the probabilistic structure for the von Mises stress. Von Mises stresses are a nonlinear function of the stress vector components, so the form of their probability distribution is not known a priori. The resulting probability distribution is not gaussian, nor it is centered about zero, even when the stress vector components are gaussian with zero mean. ...