搜索结果: 1-5 共查到“马尔可夫过程 Markov chains”相关记录5条 . 查询时间(0.072 秒)
Perfect Sampling of Markov Chains with Piecewise Homogeneous Events
Markov chains perfect sampling queueing systems
2011/3/2
Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a nite time without ever computing the distribution.
Entropy Rate for Hidden Markov Chains with rare transitions
Entropy Rate for Hidden Markov Chains rare transitions
2011/1/20
We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Mar...
Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System
BSDE Markov chain weak convergence homogenization
2010/12/13
Stemmed from the derivation of the optimal control to a stochastic linearquadratic control problem with Markov jumps, we study one kind of backward stochastic differential equations (BSDEs) that the g...
Filtering of continuous-time Markov chains with noise-free observation and applications
Filtering of continuous-time Markov chains noise-free observation applications
2010/11/30
Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Yt = h(Xt), (t ≥ 0). We address the filtering problem
for X in terms of th...
On the Imbedding Problem for Three-state Time Homogeneous Markov Chains with Coinciding Negative Eigenvalues
imbedding problem three-state time homogeneousMarkov chains
2010/12/3
For an indecomposable 3×3 stochastic matrix (i.e., 1-step transition probability matrix) with coinciding negative eigenvalues, a new necessary and sufficient condition of the imbedding problem for tim...