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Simulation and inference of aggregated Markov processes /Yip, Kam-yuen, William. January 1994 (has links)
Thesis (M. Soc. Sc.)--University of Hong Kong, 1993. / Includes bibliographical references (leaves 60-61).
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Stable processes with opposing drifts /Wright, James M., January 1996 (has links)
Thesis (Ph. D.)--University of Washington, 1996. / Vita. Includes bibliographical references (leaves [38]-40).
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Relative Werte und Monte Carlo Analyse von Kosten- oder Erlös-Strukturen auf Markoff-Ketten /Kohlas, Jürg, January 1973 (has links)
Thesis--Zürich. / Includes bibliographical references (p. 31).
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Durchschnittsgewinnkriterien in Semi-Markoffschen EntscheidungsmodellenBierth, Karl-Joseph. January 1990 (has links)
Thesis (Doctoral)--Rheinische Friedrich-Wilhelms-Universität Bonn, 1990. / Includes bibliographical references.
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Strong ratio theorems for Markov and semi-Markov chainsKing, James Holliday. January 1981 (has links)
Thesis (Ph. D.)--University of Wisconsin--Madison, 1981. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 135-136).
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Simulation and inference of aggregated Markov processesYip, Kam-yuen, William. January 1994 (has links)
Thesis (M.Soc.Sc.)--University of Hong Kong, 1993. / Includes bibliographical references (leaves 60-61) Also available in print.
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Improving the performance of hierarchical hidden Markov models on information extraction /Chou, Lin-Yi. January 2006 (has links)
Thesis (M.Phil. Computer Science)--University of Waikato, 2006. / Includes bibliographical references (p. [183]-193) Also available via the World Wide Web.
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Markov characterization of fading channelsSwarts, Francis 31 July 2014 (has links)
M. Ing. (Electrical and Electronic Engineering) / This thesis investigates various methods of modeling fading communication channels. These modeling methods include various techniques for the modeling of different fading mechanisms. The fading mechanism mainly considered throughout this thesis, is slow Rayleigh fading. Concise mathematical methods of modeling the effect that a fading communication channel has on binary digital data passing through it, is considered. A discussion on binary channel models, presented in the past, such as the Gilbert, Gilbert - Elliott and Fritchman channel models is also presented. All of these mathematical channel modeling techniques, are Markov chain based. Most of the investigations undertaken during the course of this work were based on Fritchman channel models. Results indicating the capabilities as well as the short falls of Fritchman models are presented. The experimental results presented here were obtained using dedicated error recording equipment, designed especially for the purpose of undertaking measurements, which enables one to deduce mathematical channel models. Detail regarding this equipment can be found in one of the two accompanying volumes, volume II. Furthermore, a new approach to channel modeling, based on hidden Markov models, is also presented for the modeling of channels with soft decision outputs. Results proving the accuracy of the proposed soft decision modeling technique, are also presented.
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Construction of strong Markov processes through excursions, and a related Martin boundarySalisbury, Thomas S. January 1983 (has links)
For certain Markov processes, K. Ito has defined the Poisson point process of excursions away from a fixed point. The law of this process is determined by a certain measure, called its Characteristic measure. He gives a list of conditions this measure must obey. I add to these conditions, obtaining necessary and sufficient conditions for a measure to arise in this way. The main technique is to use a 'last exit decomposition' related to those of Getoor and Sharpe. The more general problem of excursions away from a fixed set is treated using the Exit system of B. Maisonneuve.
This gives a useful technique for constructing new Markov processes from old ones. For example, we obtain a rigorous construction of the Skew Brownian motion of Ito and McKean, and another proof of results of Pittenger and Knight on excision of excursions.
A related question is that of determining whether an entrance point
for a Markov process remains an entrance point for an h-transform of
that process. Let E be an open subset of Euclidean space, with a Green
function, and let X be harmonic measure on the Martin boundary Δ of E.
I show that, except for a λMλ -null-set of (x,y)εΔ², x is an entrance point for Brownian motion conditioned to leave E at y. R.S. Martin gave examples in dimension 3 or higher, for which there exist minimal accessible Martin boundary points x≠y for which this condition fails. I give a similar example in dimension 2. The argument uses recent results of M. Cranston and T. McConnell, together with Schwarz-Christoffel transformations. / Science, Faculty of / Mathematics, Department of / Graduate
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Functions of Markov chainsNair, G. Gopalakrishnan January 1969 (has links)
No description available.
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