Statistical mechanics and its applicationsI. Gialampoukidis, K. Gustafson and I. Antoniou, Time operator of Markov chains and mixing times. Applications to financial data, Physica A 415 (2014), 141-155Gialampoukidis, I.; Gustafson, K.; Antoniou, I. Time Operator of Markov Chains and ...
豆瓣评分 评价人数不足 评价: 内容简介· ··· This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry. This topic has important connections to combinat...
Markov chains and mixing times 来自 Semantic Scholar 喜欢 0 阅读量: 4 作者: V Climenhaga 摘要: For our purposes, a Markov chain is a (finite or countable) collection of states S and transition probabilities pij, where i, j ∈ S. We write P = [pij] for the matrix of transition ...
Markov chains and mixing times. p. 16. ISBN 978-0-8218-4739-8. Serfozo, Richard (2009), Basics of Applied Stochastic Processes, Probability and its Applications, Berlin: Springer-Verlag, p. 35, doi:10.1007/978-3-540-89332-5, ISBN 978-3-540-89331-8, MR 2484222. Florian Schmitt and ...
关于Markov链与混合时间=Markov Chains and Mixing Times:英文的作者(美)大卫.A.;来文(David A. Levin),(以)尤瓦尔.佩雷斯(Yuval Peres),(美)伊丽莎白.L.威尔默(Elizabeth .L.Wilmer)著在高等教育出版社
Markov chains: Ergodicity, quasi-stationarity and asymmetry (in Chinese). Sci Sin Math, 2020, 50: 101–118, doi: 10.1360/N012019-00069 ⃝c 2019 《中国科学》杂志社 www.scichina.com mathcn.scichina.com 毛永华: Markov 链: 遍历性,拟平稳性与不可逆性 在 Markov 过程研究中, 最基本的是 ...
and improvements throughout the book. We added three new chapters: Chapter 22 on monotone chains, Chapter 23 on the exclusion process, and Chapter 24 that relates mixing times and hitting time parameters to stationary stopping times. Chapter 4 now includes an introduction to mixing times in lp,...
8.1 Markov Chains A Markov chain is a discrete-time stochastic model. It is a generalization of the discrete-time dynamical system model introduced in Section 4.3. Although the model is simple, the number and diversity of applications are surprisingly large. In this section we will introduce the...
ware for Böröczky packings (in Python) and for straight, reflective, forward, and Newtonian ECMC (in Go). Keywords Hard-disk packings · Stability · Markov chains · Hard-disk model · Event-chain Monte Carlo · Mixing times 1 Introduction The hard-disk system is a fundamental ...
We model the dispatching process in rideshare as a Markov chain that takes into account the geographic mobility of both drivers and riders over time. Prior work explores dispatch policies in the limit of such Markov chains; we characterize when this limit assumption is valid, under a variety of...