For a two-state Markov chain explicit results are derived for the distribution of the number of visits to state j during the time-interval (1, n], given that the initial state (at time 0) was i. The proof is based on combinatorial results of partition theory....
awhere the regime st is the outcome of an unobserved two-state Markov chain with st independent of ετfor all tand τ. 那里政权st是一条未受注意的二状态马尔可夫链的结果与ετfor的st独立所有tand τ。[translate] aBut I want you to want that too. 但我要您也是想要那。[translate] ...
aDon't fight。 不要战斗。[translate] awhere the regime st is the outcomeof an unobserved two-state Markov chain with st independent of ετfor all tand τ. 那里政权st是outcomeof每未受注意的二状态马尔可夫链与ετfor的st独立所有tand τ。[translate]...
半Markov控制过程 1. Optimal stationary policies for semi-Markov control processes with discounted-cost criteria; 半Markov控制过程在折扣代价准则下的最优平稳策略 2. Based on the equivalent Markov process,performance optimization algorithms were studied for a class of semi-Markov control processes (SMCPs...
Small sample estimators for the transition probabilities of an irreducible Markov chain with two ergodic states which have smallest possible biases are proposed, It is also shown that the conventional maximum likelihood estimator of the transition probability from a state to itself tends to underestimate...
Let F 0 be the event that l 0 0-runs of length k 0 occur and F 1 be the event that l 1 1-runs of length k 1 occur in a two-state Markov chain. In this paper using a combinatorial method and the Markov chain imbedding method, we obtained explicit formulas of the probability gen...
This paper presents a method of building a two-state multi-criteria Markov chain for stochastic solar generators. The design is based on different criteria which are defined using some statistical thresholds such as quartiles and averages. These thresholds have been used for classifying the state ...
Waiting time problems in a two-state Markov chain. :HAN Q,Aki S. Waiting time problems in a two-state Markov chain[J].Annals of the Institute of Statistical Mathematics 2000,52.Han, Q. and Aki, S. (2000). Waiting time problems in a two-state Markov chain. Ann. Inst. Statist. ...
The entropy rate of an ergodic homogeneous Markov chain taking only two values is an explicit function of its transition probabilities. We study plug-in estimators of this entropy rate based on the observation of either one trajectory with long length or several trajectories with fixed length. Thei...
Packet arrivals are modeled as discrete-time batch processes with a distribution that depends on the state of an independent common two-state Markov chain. This allows to cover a wide range of applications in computer and communication systems when the parameters of the arrival processes are not ...