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Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras
(Universidade Federal do Rio Grande do NorteBRUFRNPrograma de Pós-Graduação em Matemática Aplicada e EstatísticaProbabilidade e Estatística; Modelagem Matemática, 2014-02-14)
The central objective of a study Non-Homogeneous Markov Chains is the concept
of weak and strong ergodicity. A chain is weak ergodic if the dependence on the
initial distribution vanishes with time, and it is strong ...
Estimação paramétrica e não-paramétrica em modelos de markov ocultos
(Universidade Federal do Rio Grande do NorteBRUFRNPrograma de Pós-Graduação em Matemática Aplicada e EstatísticaProbabilidade e Estatística; Modelagem Matemática, 2010-02-10)
In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. ...
Scalarization of Type-1 Fuzzy Markov Chains
(International Conference on Intelligent Computing, 2010)
This paper presents a method to transform Fuzzy Markov chains into Crisp Markov chains by means of an equivalence matrix derived from the concept of Scalar cardinality of a fuzzy set. This proposal is a linear transformation ...
Tempo de espera para a ocorrência de palavras em ensaios de Markov
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2016-04-06)
Consider a sequence of independent coin flips where we denote the result of any landing for H, if coming up head, or T, otherwise. Create patterns with H's and T's, for example, HHHHH or HTHTH. How many times do we have ...
NONSTATIONARY MIXING AND THE UNIQUE ERGODICITY OF ADIC TRANSFORMATIONS
(WORLD SCIENTIFIC PUBL CO PTE LTD, 2009)
We define topological and measure-theoretic mixing for nonstationary dynamical systems and prove that for a nonstationary subshift of finite type, topological mixing implies the minimality of any adic transformation defined ...
A new approach to detectability of discrete-time infinite Markov jump linear systems
(Siam PublicationsPhiladelphiaEUA, 2005)
A Stackelberg security game with random strategies based on the extraproximal theoretic approach
(ELSEVIER, 2014-09-03)
In this paper we present a novel approach for representing a real-world attacker defender Stackelberg security game- theoretic model based on the extraproximal method. We focus on a class of ergodic controlled finite Markov ...
Solving the mean–variance customer portfolio in Markov chains using iterated quadratic/Lagrange programming: A credit-card customer limits approach
(ELSEVIER, 2015-03-09)
In this paper we present a new mean–variance customer portfolio optimization algorithm for a class of ergodic finite controllable Markov chains. In order to have a realistic result we propose an iterated two-step method ...
Inferência em Cadeias de Markov: uma comparação numérica entre os métodos de estimação clássico e bayesiano
(Universidade Federal do Rio Grande do NorteBrasilUFRNBacharelado em EstatísticaDepartamento de Estatística, 2022)
Quadratic costs and second moments of jump linear systems with general Markov chain
(Springer London LtdLondonInglaterra, 2011)