Continuous time Markov chain

Continued part 1, part 2 of ebook "Probability theory" provides readers with contents including: properties of the trajectories of random walks zero-one laws; random walks and factorisation identities; sequences of dependent trials markov chains; information and entropy; stationary sequences; stochastic recursive sequences; continuous time random processes; processes with independent increments; functional limit theorems;...

409p hanlinhchi 29-08-2023 6 3   Download

Respiratory viral infections are a leading cause of mortality worldwide. As many as 40% of patients hospitalized with influenza-like illness are reported to be infected with more than one type of virus. However, it is not clear whether these infections are more severe than single viral infections.

12p vijisoo2711 27-10-2020 9 0   Download

Solutions to stochastic Boolean models are usually estimated by Monte Carlo simulations, but as the state space of these models can be enormous, there is an inherent uncertainty about the accuracy of Monte Carlo estimates and whether simulations have reached all attractors.

22p vicolorado2711 22-10-2020 15 0   Download

As the barriers to incorporating RNA sequencing (RNA-Seq) into biomedical studies continue to decrease, the complexity and size of RNA-Seq experiments are rapidly growing. Paired, longitudinal, and other correlated designs are becoming commonplace, and these studies offer immense potential for understanding how transcriptional changes within an individual over time differ depending on treatment or environmental conditions.

20p vicolorado2711 22-10-2020 12 0   Download

The following will be discussed in this chapter: Markov chains, discrete-time markov chains, calculating stationary distribution, global balance equations, detailed balance equations, birth-death process, generalized markov chains, continuous-time markov chains.

36p kexauxi4 01-10-2019 17 2   Download

This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems. The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach.

385p titatu_123 01-03-2013 64 8   Download

This book is an extension of “Probability for Finance” to multi-period financial models, either in the discrete or continuous-time framework. It describes the most important stochastic processes used in finance in a pedagogical way, especially Markov chains, Brownian motion and martingales. It also shows how mathematical tools like filtrations, Itô’s lemma or Girsanov theorem should be understood in the framework of financial models. It also provides many illustrations coming from the financial literature....

104p tuanloc_do 04-12-2012 65 8   Download

Contents 9 Sample path properties of local times 9.1 Bounded discontinuities 9.2 A necessary condition for unboundedness 9.3 Sufficient conditions for continuity 9.4 Continuity and boundedness of local times 9.5 Moduli of continuity 9.6 Stable mixtures 9.7 Local times for certain Markov chains 9.8 Rate of growth of unbounded local times 9.9 Notes and references p-variation 10.1 Quadratic variation of Brownian motion 10.2 p-variation of Gaussian processes 10.3 Additional variational results for Gaussian processes 10.4 p-variation of local times 10.

8p b2d18102 18-10-2011 48 4   Download