搜索结果: 16-30 共查到“知识库 马尔可夫过程”相关记录31条 . 查询时间(2.03 秒)
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...
Shortest path network interdiction is a combinatorial optimization problem on an activity network arising in a number of important security-related applications.
Multi-Resolution Schauder Approach to Multidimensional Gauss-Markov Processes
Gauss-Markov Processes Levy-Ciesielski construction Schauder Basis Hilbert Analysis
2010/11/29
The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-M...
Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary
Markov processes Gelfand-Tsetlin graph boundary
2010/12/3
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov proc...
Quantum random walks and minors of Hermitian Brownian motion
Quantum random walks minors of Hermitian Brownian motion
2010/11/30
Considering quantum random walks, we construct discrete-time approximations of the eigenvalues processes of minors of Hermitian Brownian motion.
关于三状态马氏过程的复函数的功率谱密度（英）
功率谱密度 自相关函数 非平衡稳定状态 三状态马氏过程
2010/8/17
得到了关于不可约的三状态马氏过程的复函数的自相关函数与功率谱密度的显式表达式.由三次和五次方程理论得到: 当转移速率矩阵存在相同的特征值时,给出复函数的功率谱密度在[0,+∞)上非单调的一个充要条件;当转移速率矩阵存在不同的非零特征值时,给出复函数的功率谱密度在[0,+∞) 上非单调的一些充分条件.
Q过程的μ不变测度——含吸收态情形
Q过程 μ次不变测度 μ不变测度 吸收态
2009/10/22
设Q={q_{ij};i,j∈E}是可数集E上的全稳定Q矩阵, 其中E=C∪{0},C为不可约集, {0} 为吸收态，m={m_j;j∈C}是Q的有限μ不变测度, 当Q非保守和保守时, 该文分别给出存在Q过程P(t), 使m是P(t)的μ不变测度的充分必要条件, 并具体构造出Q过程P(t).
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...
绕积马氏链的几个结果
随机环境中的马氏链 绕积马氏链 状态分类 常返性
2008/8/28
本文利用一般马氏链的理论讨论了随机环境中的马氏链的各种状态的特征及遍历性,并用两种方式将状态空间进行严格的分类.
齐次可列马尔可夫过程构造论中的定性理论
2007/12/13
齐次可列马尔可夫过程构造论中有定性和定量两类问题.本文专论定性问题.其结果是:任给一个Q矩阵,对于在正文中定义的二十种类型的Q过程的每一类型指出不存在、恰好有一个、有多个但有限以及有无穷多个该种类型的Q过程等四种情况那些是必然不出现的,那些是必然出现的,那些是可能出现的和对可能出现的情况给出其必然出现的充要条件.
关于可列齐次马氏链转移概率的强大数定律
2007/12/12
本文建立了关于可列齐次马氏链转移概率的一组强大数定律.关于有穷链及具有可列个结果的独立重复实验的相对频率的通常强大数定律是本文所得到的结果的一个简单的推论.在证明中,本文提出了研究强极限定律的一种新的纯分析方法,它与概率论中的通常方法截然不同.
Ergodicity of Quasi-birth and death processes (I)
ergodicity quasi-birth and death process Markov chain matrix geometric solutions
2007/12/11
Quasi-birth and death processes with block tridiagonal matrices find many applications in various areas. Neuts gave the necessary and sufficient conditions for the ordinary ergodicity and found an exp...
Ruin Probabilities in Cox Risk Models with Different Types of Claims
Cox risk model ruin probability Markov process infinitesimal generator
2007/12/11
In this paper we consider risk processes with two classes of business in which the two claim-number processes are dependent Cox processes. We first assume that the two claim-number processes have a tw...