## PHASE-TYPE QUEUES

*D. A. Bini, G. Latouche, and B. Meini*

### in Numerical Methods for Structured Markov Chains

- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198527688
- eISBN:
- 9780191713286
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198527688.003.0005
- Subject:
- Mathematics, Numerical Analysis

In this chapter a series of processes with a variety of transition structures are considered and their analysis is presented in a unifying manner. These processes are grouped under the generic name ... More

## Markov Processes

*M. Vidyasagar*

### in Hidden Markov Processes: Theory and Applications to Biology

- Published in print:
- 2014
- Published Online:
- October 2017
- ISBN:
- 9780691133157
- eISBN:
- 9781400850518
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691133157.003.0004
- Subject:
- Mathematics, Probability / Statistics

This chapter deals with Markov processes. It first defines the “Markov property” and shows that all the relevant information about a Markov process assuming values in a finite set of cardinality n ... More

## Profit scoring and dynamic models

*Lyn C. Thomas*

### in Consumer Credit Models: Pricing, Profit and Portfolios

- Published in print:
- 2009
- Published Online:
- May 2009
- ISBN:
- 9780199232130
- eISBN:
- 9780191715914
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199232130.003.0004
- Subject:
- Mathematics, Applied Mathematics, Mathematical Finance

This chapter begins by reviewing the role of behavioural scoring and risk/reward matrices in the way a lender manages borrowers. It points out that current methods do not allow for the future changes ... More

## A SURVEY ON THE USE OF MARKOV CHAINS TO RANDOMLY SAMPLE COLOURINGS

*Alan Frieze and Eric Vigoda*

### in Combinatorics, Complexity, and Chance: A Tribute to Dominic Welsh

- Published in print:
- 2007
- Published Online:
- September 2007
- ISBN:
- 9780198571278
- eISBN:
- 9780191718885
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198571278.003.0004
- Subject:
- Mathematics, Probability / Statistics

In recent years, considerable progress has been made on the analysis of Markov chains for generating a random colouring of an input graph. These improvements have come in conjunction with refinements ... More

## Markov Chain Models of Ion Channels and Calcium Release Sites

*Jeffrey R. Groff, Hilary DeRemigio, and Gregory D. Smith*

### in Stochastic Methods in Neuroscience

- Published in print:
- 2009
- Published Online:
- February 2010
- ISBN:
- 9780199235070
- eISBN:
- 9780191715778
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199235070.003.0002
- Subject:
- Mathematics, Biostatistics

This chapter is an introduction to modelling stochastically gating ion channels using continuous-time discrete-state Markov chains. Analytical and numerical methods are presented for determining ... More

## Hidden Markov Processes: Basic Properties

*M. Vidyasagar*

### in Hidden Markov Processes: Theory and Applications to Biology

- Published in print:
- 2014
- Published Online:
- October 2017
- ISBN:
- 9780691133157
- eISBN:
- 9781400850518
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691133157.003.0006
- Subject:
- Mathematics, Probability / Statistics

This chapter considers the basic properties of hidden Markov processes (HMPs) or hidden Markov models (HMMs), a special type of stochastic process. It begins with a discussion of three distinct types ... More

## LOGARITHMIC REDUCTION AND CYCLIC REDUCTION

*D. A. Bini, G. Latouche, and B. Meini*

### in Numerical Methods for Structured Markov Chains

- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198527688
- eISBN:
- 9780191713286
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198527688.003.0007
- Subject:
- Mathematics, Numerical Analysis

This chapter is concerned with quadratically convergent algorithms for solving nonlinear matrix equations encountered in M/G/1, G/M/1, and QBD processes. The algorithm of logarithmic reduction for ... More

## Introduction to Large Deviation Theory

*M. Vidyasagar*

### in Hidden Markov Processes: Theory and Applications to Biology

- Published in print:
- 2014
- Published Online:
- October 2017
- ISBN:
- 9780691133157
- eISBN:
- 9781400850518
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691133157.003.0005
- Subject:
- Mathematics, Probability / Statistics

This chapter provides an introduction to large deviation theory. It begins with an overview of the motivatio n for the problem under study, focusing on probability distributions and how to construct ... More

## SPECIALIZED STRUCTURES

*D. A. Bini, G. Latouche, and B. Meini*

### in Numerical Methods for Structured Markov Chains

- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198527688
- eISBN:
- 9780191713286
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198527688.003.0009
- Subject:
- Mathematics, Numerical Analysis

Some specialized structures are investigated in this chapter and some of the algorithms in previous chapters are adapted to the specific cases. Markov chains with limited displacement (non-skip-free ... More

## Markov Chain Monte Carlo

*N. Thompson Hobbs and Mevin B. Hooten*

### in Bayesian Models: A Statistical Primer for Ecologists

- Published in print:
- 2015
- Published Online:
- October 2017
- ISBN:
- 9780691159287
- eISBN:
- 9781400866557
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691159287.003.0007
- Subject:
- Biology, Ecology

This chapter explains how to implement Bayesian analyses using the Markov chain Monte Carlo (MCMC) algorithm, a set of methods for Bayesian analysis made popular by the seminal paper of Gelfand and ... More