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Fastest mixing Markov chain on a path
Random walks symmetrical transition probability markov chain the uniform distribution the transfer matrix
2015/8/10
We consider a random walk on a path with n nodes, with symmetric transition probabilities, i.e., the probability of making a transition between node i and node i+1 is the same as making a transition f...
ANALYSIS OF A BOSE-EINSTEIN MARKOV CHAIN
Convergence rate markov chain stationarity k arcsine
2015/7/8
This paper gives sharp rates of convergence to stationarity for a Markov chain generating Bose-Einstein configurations of n balls in k boxes. The analysis leads to curious identities for the arc...
Fastest mixing Markov chain on a path
Distribution probability the edge markov chain random walk
2015/7/8
We consider the problem of assigning transition probabilities to the edges of a path, so the resulting Markov chain or random walk mixes as rapidly as possible. In this note we prove that fastest mixi...
Ruin theory with a Markov chain interest model
Probability Markov chain Ruin function Interest
2011/11/5
In this paper we consider a discrete time risk process with a Markov chain interest model. We derive recursive equations satisfied respectively by the joint distribution of surplus immediately before ...
Behavior of an Almost Semicontinuous Poisson Process on a Markov Chain Upon Attainment of A Level
Semicontinuous Poisson Process Markov Chain Probability
2011/8/31
Abstract: We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive l...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Applied Examination of Dry and Wet Day Occurrences Via Markov Chain Approach
Markov chain inital probability transitional probability dry and wet period
2009/10/14
The Markov chain is a probabilistic model used with stochastic processes in many branches of science such as meteorology and hydrology. This model is utilized to evaluate persistence and allows the us...