搜索结果: 16-30 共查到“理学 Markov chains”相关记录48条 . 查询时间(0.643 秒)
A DIFFERENT CONSTRUCTION OF GAUSSIAN FIELDS FROM MARKOV CHAINS: DIRICHLET COVARIANCES UNE NOUVELLE CONSTRUCTION DE CHAMPS GAUSSIENS à PARTIR DE CHAÎNES DE MARKOV
Class gaussian markov chain the index space green's function
2015/7/8
We study a class of Gaussian random fields with negative correlations. These fields are easy to simulate. They are defined in a natural way from a Markov chain that has the index space of ...
Symmetry Analysis of Reversible Markov Chains
Theory of markov chain the tool orbital diagram building
2015/7/8
We show how to use subgroups of the symmetry group of a reversible Markov chain to give useful bounds on eigenvalues and their multiplicity. We supplement classical representation theoretic tools invo...
Bayesian analysis for reversible Markov chains。
On the spectral analysis of second-order Markov chains
second order Markov chains trajectorial reversibility spectrum of non-reversible Markov kernels spectral gap improvement of speed of convergence discrete position-speed Markov chains homogeneous and Abelian second order Markov chains
2015/7/7
Second order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding t...
On Dirichlet eigenvectors for neutral two-dimensional Markov chains
Hahn polynomials two-dimensional difference equation neutral Markov chain multitype population dynamics Dirichlet eigenvector Dirichlet eigenvalue quasi-stationary distribution Yaglom limit coexistence
2015/7/7
We consider a general class of discrete, two-dimensional Markov chains modeling the dynamics of a population with two types, without mutation or immigration, and neutral in the sense that type has no ...
Hopf algebras and Markov chains: Two examples and a theory
By-products hopf algebra markov chain complex lie algebra combination
2015/7/7
The operation of squaring (coproduct followed by product) in a combinatorial Hopf algebra is shown to induce a Markov chain in natural bases. Chains constructed in this way include widely studied meth...
Cycle symmetries and circulation fluctuations for discrete-time and continuous-time Markov chains
Haldane equality current fluctuations fluctuation theorems
2014/12/5
In probability theory, equalities are much less than inequalities. In this paper, we find a series
of equalities which characterize the symmetry of the forming times of a family of similar cycles
fo...
Reduction of Markov chains with two-time-scale state transitions
Reduction Markov chain time scale approximation limit behavior
2014/12/5
We consider a general class of two-time-scale Markov chains whose transition rate matrices
depend on a parameterI. We assume that some transition rates of the Markov chain will tend to
infinity as I...
Regular perturbation of V -geometrically ergodic Markov chains
Regular perturbation V -geometrically ergodic Markov chains Probability
2012/6/21
In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller ...
Cover times for sequences of Markov chains on random graphs
Random walk Cover time Maximal hitting time Random graph
2012/6/15
We provide conditions that classify cover times for sequences of random walks on random graphs into two types: One type (type 1) is the class of cover times approximated by the maximal hitting times s...
Tunneling and Metastability of continuous time Markov chains II, the nonreversible case
Metastability Tunneling Markov processes
2012/5/25
We proposed in \cite{bl2} a new approach to prove the metastable behavior of reversible dynamics based on potential theory and local ergodicity. In this article we extend this theory to nonreversible ...
On Stochastic Error and Computational Efficiency of the Markov Chains Monte Carlo Method
Monte Carlo simulation phase coexistence Gibbs ensemble molecular simulation multi-component system
2012/4/24
In Monte Carlo simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. As the stochastic error of the simula...
Commuting time geometry of ergodic Markov chains
Commuting time geometry ergodic Markov chains Probability
2011/9/5
Abstract: We show how to map the states of an ergodic Markov chain to Euclidean space so that the squared distance between states is the expected commuting time. We find a minimax characterization of ...
A central limit theorem for adaptive and interacting Markov chains
MCMC interacting MCMC Limit theorems Statistics Theory
2011/9/5
Abstract: Adaptive and interacting Markov Chains Monte Carlo (MCMC) algorithms are a novel class of non-Markovian algorithms aimed at improving the simulation efficiency for complicated target distrib...
Some Aspects of Modeling Dependence in Copula-based Markov chains
Markov chains copula mixing conditions reversible processes
2011/8/31
Abstract: Dependence coefficients have been widely studied for Markov processes defined by a set of transition probabilities and an initial distribution. This work clarifies some aspects of the theory...