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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

An application of Markov chains

Stevens, Roger T. January 1959 (has links)
Thesis (M.A.)--Boston University / Probability problems in which a time parameter is involved are known as stochastic processes. The simplest time dependent stochastic processes are those in which the probabilities of a system changing to various states are solely dependent upon the present state of the system. These processes are known as Markov processes, or for the case where only discrete time intervals are considered, as Markov chains. A Markov chain may be completely defined by the matrix of its transition probabilities. This matrix is called a stochastic matrix and is characterized by the facts that it is a square matrix, that the elements of each column sum to one and that all the elements are non-negative. An important consideration in most Markov chain problems is the effect of a number of transitions as defined by the stochastic matrix. Performing this operation requires determining the higher powers of the stochastic matrix. Two modal matrices are defined, where k is the matrix of the column characteristic vectors of the stochastic matrix and K is the matrix of the row characteristic vectors. It is shown that with proper normalization of these vectors, the stochastic matrix P is equal to kAK, where A is the matrix of the characteristic roots along the diagonal and zeroes elsewhere. .The higher powers of the stochastic matrix, Pm, are then found to be equal to kAmk. The stochastic matrix is found always to have a characteristic root one, and all the other roots are shown to be less than one in absolute value. The limiting transition matrix P ∞ is found to have identical columns, each consisting of the characteristic column vector associated with the characteristic root one. The limiting distribution is the same vector and is independent of the initial conditions.[TRUNCATED]
2

Isomorphism problems for Markov shifts and expanding endomorphisms of the circle

Cowen, R. January 1987 (has links)
No description available.
3

Parallel Monte Carlo algorithms for matrix computations

Fathi Vajargah, Behrouz January 2001 (has links)
No description available.
4

Evaluation of hidden Markov models /

Lystig, Theodore C. January 2001 (has links)
Thesis (Ph. D.)--University of Washington, 2001. / Vita. Includes bibliographical references (p. 186-192).
5

Dollarisation finançière en Russie / Financial dollarization in Russia

Sudyko, Elena 20 December 2018 (has links)
Le travail développe un modèle de portfolio à propos de la dollarisation financière (FD), et l'estime pour la Russie. La contribution de ce travail sera de construire le premier modèle théorique de variance moyenne asymétrique d'aplatissement sur la dollarisation financière et de le valider empiriquement. Le travail se fonde sur des recherches antérieures qui ont trouvé que l'ajout de moments plus élevés, comme l'asymétrie et l'aplatissement, à la variance minimale du portfolio(MVP) permettant une meilleure modélisation des choix de portfolio et de développe un model comme celui-ci pour la FD. Nous utilisons ensuite les méthodes Markovswitching sur les données mensuelles pour les dépôts bancaires en Russie depuis la fin des années 1990 afin de documenter l'influence dominante de l'inflation et de la dépréciation de la monnaie et de leurs moments comme principaux déterminants de dépôt de dollarisation dans un cadre de variance-moyenne-asymétrique-aplatie en période de crise, par opposition aux périodes normales. / This thesis develops a portfolio model of financial dollarization (FD) and estimates it for Russia. The contribution of this work will be to construct the first theoretical meanvariance-skewness-kurtosis model of financial dollarization and to validate it empirically. The work builds on previous research which found that adding higher moments, as Skewness and Kurtosis, to the minimum variance portfolio (MVP) enables a better modelling of portfolio choice, and develops such a model for FD. We then use Markovswitching methods on monthly data for bank deposits in Russia since the late 1990s to document the dominant influence of inflation and currency depreciation and their moments as the main determinants of deposit dollarization in a mean-varianceskewness-kurtosis framework during crisis as opposed to normal periods.
6

Damage models and their applications

Albassam, Mohammad January 2000 (has links)
No description available.
7

Multiple profile models

Rimmer, Martin John January 1999 (has links)
No description available.
8

Implementation and selected applications of the Diaconis-Sturmfels algorithim /

Magid, Andy R. January 2000 (has links) (PDF)
Thesis--University of Oklahoma. / Includes bibliographical references (leaf 57).
9

On Markov modeling of random access in communication systems

Abdel-Hamid, Yousry Salaheldin 10 May 2012 (has links)
This dissertation considers the random access process in the Medium Access Control (MAC) of communications system. New MAC models are developed to improve the performance of random access based systems. The first contribution is the introduction of a general multichannel random access model with a variable radix. This model is general and can be applied to many existing MAC protocols that utilize random access. It is shown that using the standard Binary Exponential Backoff (BEB) to resolve collisions is not always the best choice. By adjusting the radix, contention efficiency can be improved significantly. The analytical results obtained are confirmed by simulation. The second contribution is the investigation of the variable radix backoff strategy with the contention-based bandwidth request (BW-REQ) mechanism in IEEE 802.16 systems. An analytical model of the BW-REQ procedure is presented which includes a variable radix in the backoff process. Analytical results are presented which show that the variable radix can easily be adjusted to the number of users and the available resources to enhance the efficiency of the Random Access Channel in the uplink subframe. Simulations results are presented to confirm the theory. The third contribution is the development of a reliable Quality of Service (QoS) mechanism for random access systems. The available resources are quantitatively categorized to provide differential services to two classes of users. The model is extended to employ a variable radix strategy. Results show that this strategy can be used in combination with differential services to provide an efficient QoS technique for random access. The fourth contribution is an optimized packet-based finite state Markov chain (FSMC) model for the physical channel. This model employs an equal average fade range duration (AFRD) strategy to partition the signal-to-noise ratio (SNR). The Nakagami-m fading channel model is used as it can span a wide range of fading conditions. The accuracy of the analytical results is confirmed by simulation. A cross-layer Markov model encompassing the FSMC model and a general multichannel random access model is introduced. Finally, a simulation toolbox using object oriented programming is presented. It was used to accurately simulate the models developed in this dissertation. This toolbox is general and can be used for a wide range of MAC models. / Graduate
10

On approximating the stochastic behaviour of Markovian process algebra models

Milios, Dimitrios January 2014 (has links)
Markov chains offer a rigorous mathematical framework to describe systems that exhibit stochastic behaviour, as they are supported by a plethora of methodologies to analyse their properties. Stochastic process algebras are high-level formalisms, where systems are represented as collections of interacting components. This compositional approach to modelling allows us to describe complex Markov chains using a compact high-level specification. There is an increasing need to investigate the properties of complex systems, not only in the field of computer science, but also in computational biology. To explore the stochastic properties of large Markov chains is a demanding task in terms of computational resources. Approximating the stochastic properties can be an effective way to deal with the complexity of large models. In this thesis, we investigate methodologies to approximate the stochastic behaviour of Markovian process algebra models. The discussion revolves around two main topics: approximate state-space aggregation and stochastic simulation. Although these topics are different in nature, they are both motivated by the need to efficiently handle complex systems. Approximate Markov chain aggregation constitutes the formulation of a smaller Markov chain that approximates the behaviour of the original model. The principal hypothesis is that states that can be characterised as equivalent can be adequately represented as a single state. We discuss different notions of approximate state equivalence, and how each of these can be used as a criterion to partition the state-space accordingly. Nevertheless, approximate aggregation methods typically require an explicit representation of the transition matrix, a fact that renders them impractical for large models. We propose a compositional approach to aggregation, as a means to efficiently approximate complex Markov models that are defined in a process algebra specification, PEPA in particular. Regarding our contributions to Markov chain simulation, we propose an accelerated method that can be characterised as almost exact, in the sense that it can be arbitrarily precise. We discuss how it is possible to sample from the trajectory space rather than the transition space. This approach requires fewer random samples than a typical simulation algorithm. Most importantly, our approach does not rely on particular assumptions with respect to the model properties, in contrast to otherwise more efficient approaches.

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