When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This is done by considering a...
Markov chains have been used to model web usages and served as the basis for statistical testing, performance evaluation, and reliability analysis. However, most of such applicati...
We present a Bayesian clustering algorithm for multivariate time series. A clustering is regarded as a probabilistic model in which the unknown auto-correlation structure of a tim...
Path coupling is a useful technique for simplifying the analysis of a coupling of a Markov chain. Rather than defining and analysing the coupling on every pair in Ω×Ω, where...
An exact Markov chain model of the B-cell algorithm (BCA) is constructed via a novel possible transit method. The model is used to formulate a proof that the BCA is convergent abso...