We introduce a new methodology for the exact analysis of M/G/1-type Markov processes. The methodology uses basic, well-known results for Markov chains by exploiting the structure ...
Probability distributions of response times are important in the design and analysis of transaction processing systems and computercommunication systems. We present a general tech...
In this paper we study the convergence properties of the power series algorithm, which is a general method to determine (functions of) stationary distributions of Markov chains. W...
Abstract. This paper proposes an entropy based Markov chain (EMC) fusion technique and demonstrates its applications in multisensor fusion. Self-entropy and conditional entropy, wh...
In this paper we suggest evaluating the importance of a website with the mean frequency of visiting the website for the Markov chain on the Internet Graph describing random surfi...
We analyze Markov chains for generating a random k-coloring of a random graph Gn,d/n. When the average degree d is constant, a random graph has maximum degree (log n/ log log n), ...
Martin E. Dyer, Abraham D. Flaxman, Alan M. Frieze...
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
Hidden Markov chains (HMC) are widely applied in various problems occurring in different areas like Biosciences, Climatology, Communications, Ecology, Econometrics and Finances, ...
One of the important sectors within gambling is that of gaming machines. This industry used to favour approaches based on long-run simulations or complete enumerations of all poss...
: We study general state-space Markov chains that depend on a parameter, say, . Sufficient conditions are established for the stationary performance of such a Markov chain to be di...