Two situations are considered: (i) \\s{ X n, n 0\\s} has a limiting distribution (ii) \\s{ X n, n 0\\s} does not have a limiting distribution and exits every finite set with probability 1. Several examples are considered including that of a non-homogeneous Poisson process with ...
Let{S n }n=0∞ be a Harris-recurrent Markov chain on a measurable state space. We prove strong approximation results for t... Endre,CsákiMiklós,Csörgő - 《Journal of Theoretical Probability》 被引量: 63发表: 1995年 On Limiting Distributions of Quantum Markov Chains In a quantum Mar...
摘要: Through the use of recurrence formulas the Polya-Eggenberger probability mass function is shown to have at least seven different limiting forms: hypergeometric, beta binomial, binomial, negative binomial, Poisson, logarithmic, and geometric. Other uses of recurrence formulas are also suggested. ...
[18].The dose calculation stepAfter the first appearance of HFS (any grade[0), the mostappropriatedoseforthenexttreatmentcyclewasconsideredtobetheonewithwhichtheaveragepredictedprobabilityofHFS grade C2 over the next cycle (3 weeks) was closest to(but not higher than) the ‘‘target’’ risk of...
An order-theoretic mixing condition for monotone Markov chains We discuss the stability of discrete-time Markov chains satisfying monotonicity and an order-theoretic mixing condition that can be seen as an alternative ... KJ Stachurski - 《Statistics & Probability Letters》 被引量: 15发表: 2012年...
This is an analog of the matrix case for a limiting probability vector of a transition probability matrix arising from the first-order Markov chain. We show that if is a transition probability tensor, then solutions of this -eigenvalue problem exist. When is irreducible, all the entries of ...
hidden Markov chain60K3060J20The stochastic sequential assignment problem assigns distinct workers to sequentially arriving tasks with stochastic parameters. In this paper the assignments are performed so as to minimize the threshold probability, which is the probability of the long-run reward per task...
Conditional cause of failure probabilityFinite Markov chain imbeddingLimiting distributionMultiple-run-rulesCausation probabilities of multiple-run-rules based on patterns of multi-state trials have been used and studied in various fields such as quality control, reliability of engineering system, biology, ...
In a special case it is known that the pair correlation function for these type of point processes converges as the Markov chain progresses, but it has not been shown whether the Markov chain has an equilibrium distribution with this, particular, pair correlation function and how it may be ...
The induced Markov chain is known to be ergodic. A main problem is the study of the distribution of the search cost defined as the position of the required item. Here we first establish the link between two recent papers of Barrera and Paroissin and Lijoi and Pruenster that both extend ...