Jump to ContentJump to Main Navigation

You are looking at 1-20 of 41 items

  • Keywords: Markov process x
Clear All Modify Search

View:

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


Hidden Markov Processes: The Complete Realization Problem

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/9780691133157.003.0007
Subject:
Mathematics, Probability / Statistics

This chapter considers hidden Markov processes (HMPs), focusing on the so-called complete realization problem. It is quite easy to prove a universal necessary condition for the given process to have ... 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


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


Hidden Markov Processes: Theory and Applications to Biology

M. Vidyasagar

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691133157
eISBN:
9781400850518
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691133157.001.0001
Subject:
Mathematics, Probability / Statistics

This book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. It starts from first principles, so that ... More


Some Applications to Computational Biology

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/9780691133157.003.0008
Subject:
Mathematics, Probability / Statistics

This chapter considers some applications of Markov processes and hidden Markov processes to computational biology. It introduces three important problems, namely: sequence alignment, the gene-finding ... More


The Theory of Open Quantum Systems

Heinz-Peter Breuer and Francesco Petruccione

Published in print:
2007
Published Online:
February 2010
ISBN:
9780199213900
eISBN:
9780191706349
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213900.001.0001
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This book treats the central physical concepts and mathematical techniques used to investigate the dynamics of open quantum systems. To provide a self-contained presentation, the text begins with a ... More


Classical Probability Theory and Stochastic Processes

Heinz-Peter Breuer and Francesco Petruccione

in The Theory of Open Quantum Systems

Published in print:
2007
Published Online:
February 2010
ISBN:
9780199213900
eISBN:
9780191706349
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213900.003.01
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter contains a survey of classical probability theory and stochastic processes. It starts with a description of the fundamental concepts of probability space and Kolmogorov axioms. These ... More


On Some Monotone Markov Models

Mukul Majumdar and Nigar Hashimzade

in Dimensions of Economic Theory and Policy: Essays for Anjan Mukherji

Published in print:
2011
Published Online:
September 2012
ISBN:
9780198073970
eISBN:
9780199081615
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198073970.003.0003
Subject:
Economics and Finance, Microeconomics

This chapter presents some results and examples on the invariant distributions of monotone Markov processes. It summarizes the fundamental results on the existence, uniqueness, and stability of the ... More


STOCHASTIC PROCESSES

Robert M. Mazo

in Brownian Motion: Fluctuations, Dynamics, and Applications

Published in print:
2008
Published Online:
January 2010
ISBN:
9780199556441
eISBN:
9780191705625
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199556441.003.0003
Subject:
Physics, Condensed Matter Physics / Materials

This chapter extends the ideas of Chapter 2 by introducing the notion of stochastic process or random process and its distribution functions. The idea of a Markov process is defined. The ... More


Jump Markov Processes

Gopinath Kallianpur and P. Sundar

in Stochastic Analysis and Diffusion Processes

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.003.0010
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

After introducing Poisson processes, the form of their generators is explained. Jump Markov processes, generators, and explosion times are discussed. Skorohod space is introduced, and the proof of ... More


Quantum Master Equations

Heinz-Peter Breuer and Francesco Petruccione

in The Theory of Open Quantum Systems

Published in print:
2007
Published Online:
February 2010
ISBN:
9780199213900
eISBN:
9780191706349
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213900.003.03
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter introduces the fundamentals of the description of the quantum dynamics of open systems in terms of quantum master equations, together with its most important applications. Special ... More


Nonnegative Matrices

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/9780691133157.003.0003
Subject:
Mathematics, Probability / Statistics

This chapter deals with nonnegative matrices, which are relevant in the study of Markov processes because the state transition matrix of such a process is a special kind of nonnegative matrix, known ... More


Markov processes in continuous time and space

Eric Renshaw

in Stochastic Population Processes: Analysis, Approximations, Simulations

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199575312
eISBN:
9780191728778
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199575312.003.0006
Subject:
Mathematics, Applied Mathematics, Mathematical Biology

Having dealt with processes in discrete space, and discrete and continuous time, this chapter investigates Markov processes in continuous space and time. It follows a natural progression through the ... More


Properties of Langevin and Fokker–Planck equations

Helmut Hofmann

in The Physics of Warm Nuclei: with Analogies to Mesoscopic Systems

Published in print:
2008
Published Online:
September 2008
ISBN:
9780198504016
eISBN:
9780191708480
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198504016.003.0025
Subject:
Physics, Nuclear and Plasma Physics

This chapter introduces Langevin- and Fokker-Planck equations by way of a heuristic approach to the physics of Brownian particles. Variances of physical quantities are defined and related to ... More


Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35)

Zhen-Qing Chen and Masatoshi Fukushima

Published in print:
2011
Published Online:
October 2017
ISBN:
9780691136059
eISBN:
9781400840564
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691136059.001.0001
Subject:
Mathematics, Probability / Statistics

This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, the book ... More


Diffusion in solids

Rolf Hempelmann

in Quasielastic Neutron Scattering and Solid State Diffusion

Published in print:
2000
Published Online:
January 2010
ISBN:
9780198517436
eISBN:
9780191706974
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198517436.003.0004
Subject:
Physics, Condensed Matter Physics / Materials

This chapter starts with a brief history of the science of diffusion. Macroscopically diffusion is characterized by various diffusion coefficients: the self-diffusion coefficient, the tracer ... More


A Multifactor, Nonlinear, Continuous‐Time Model of Interest Rate Volatility *

Jacob Boudoukh, Christopher Downing, Matthew Richardson, Richard Stanton, and Robert F. Whitelaw

in Volatility and Time Series Econometrics: Essays in Honor of Robert Engle

Published in print:
2010
Published Online:
May 2010
ISBN:
9780199549498
eISBN:
9780191720567
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199549498.003.0014
Subject:
Economics and Finance, Econometrics

This chapter provides a method for estimating multifactor continuous-time Markov processes. Using Milshtein's (1978) approximation schemes for writing expectations of functions of the sample path of ... More


Stochastic Analysis and Diffusion Processes

Gopinath Kallianpur and P Sundar

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.001.0001
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. After proving the Doob-Meyer decomposition, quadratic variation processes and local ... More


Simple Brownian Diffusion: An Introduction to the Standard Theoretical Models

Daniel Thomas Gillespie and Effrosyni Seitaridou

Published in print:
2012
Published Online:
January 2013
ISBN:
9780199664504
eISBN:
9780191748516
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199664504.001.0001
Subject:
Physics, Soft Matter / Biological Physics

Brownian diffusion is the motion of one or more solute molecules in a sea of very many, much smaller solvent molecules. Its importance today owes mainly to cellular chemistry, since Brownian ... More


View: