Search results for "Markov proce"
showing 10 items of 147 documents
Bayesian Markov switching models for the early detection of influenza epidemics
2008
The early detection of outbreaks of diseases is one of the most challenging objectives of epidemiological surveillance systems. In this paper, a Markov switching model is introduced to determine the epidemic and non-epidemic periods from influenza surveillance data: the process of differenced incidence rates is modelled either with a first-order autoregressive process or with a Gaussian white-noise process depending on whether the system is in an epidemic or in a non-epidemic phase. The transition between phases of the disease is modelled as a Markovian process. Bayesian inference is carried out on the former model to detect influenza epidemics at the very moment of their onset. Moreover, t…
Development of a Taekwondo Combat Model Based on Markov Analysis
2019
The purpose of the present study was to examine male and female Olympic taekwondo competitors' movement patterns according to their tactical actions by applying a Markov processes analysis. To perform this study, 11,474 actions by male competitors and 12,980 actions by female competitors were compiled and analyzed. The results yielded 32 significant sequences among male competitors and 30 among female competitors. Male competitors demonstrated 11 sequences initiated by an attack, 11 initiated by a counterattack, and 10 initiated by a defensive action. Female competitors demonstrated nine sequences initiated by an attack, 11 initiated by a counterattack, and 10 initiated by a defensive move.…
Statistics of transitions for Markov chains with periodic forcing
2013
The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In particular the first Floquet multiplier of the associated generating function can be explicitly computed and related to the equilibrium probability measure of an associated process in higher dimension. An application to the stochastic resonance is presented.
Detecting faulty wireless sensor nodes through Stochastic classification
2011
In many distributed systems, the possibility to adapt the behavior of the involved resources in response to unforeseen failures is an important requirement in order to significantly reduce the costs of management. Autonomous detection of faulty entities, however, is often a challenging task, especially when no direct human intervention is possible, as is the case for many scenarios involving Wireless Sensor Networks (WSNs), which usually operate in inaccessible and hostile environments. This paper presents an unsupervised approach for identifying faulty sensor nodes within a WSN. The proposed algorithm uses a probabilistic approach based on Markov Random Fields, requiring exclusively an ana…
Harnessing non-Markovian quantum memory by environmental coupling
2015
Controlling the non-Markovian dynamics of open quantum systems is essential in quantum information technology since it plays a crucial role in preserving quantum memory. Albeit in many realistic scenarios the quantum system can simultaneously interact with composite environments, this condition remains little understood, particularly regarding the effect of the coupling between environmental parts. We analyze the non-Markovian behavior of a qubit interacting at the same time with two coupled single-mode cavities which in turn dissipate into memoryless or memory-keeping reservoirs. We show that increasing the control parameter, that is the two-mode coupling, allows for triggering and enhanci…
Enabling quantum non-Markovian dynamics by injection of classical colored noise
2017
The non-Markovian nature of quantum systems recently turned to be a key subject for investigations on open quantum system dynamics. Many studies, from its theoretical grounding to its usefulness as a resource for quantum information processing and experimental demonstrations, have been reported in the literature. Typically, in these studies, a structured reservoir is required to make non-Markovian dynamics emerge. Here, we investigate the dynamics of a qubit interacting with a bosonic bath and under the injection of a classical stochastic colored noise. A canonical Lindblad-like master equation for the system is derived by using the stochastic wave function formalism. Then, the non-Markovia…
Stochastic models for heterogeneous relaxation: Application to inhomogeneous optical lineshapes
2001
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale. Starting from the most simple Gaussian Markov process we model the exchange between 'slow' and 'fast' environments by treating the fluctuating single-particle variable as a projection from a higher-dimensional Markov process. The moments of the resulting stochastic process are calculated from the corresponding Master equations or Langevin equations, depending on the model. The calculations show the importance of the way to treat exchange processes. The result…
Stochastic Control Problems
2003
The general theory of stochastic processes originated in the fundamental works of A. N. Kolmogorov and A. Ya. Khincin at the beginning of the 1930s. Kolmogorov, 1938 gave a systematic and rigorous construction of the theory of stochastic processes without aftereffects or, as it is customary to say nowadays, Markov processes. In a number of works, Khincin created the principles of the theory of so-called stationary processes.
Non Markovian Behavior of the Boltzmann-Grad Limit of Linear Stochastic Particle Systems
2007
We will review some results which illustrate how the distribution of obstacles and the shape of the characteristic curves influence the convergence of the probability density of linear stochastic particle systems to the one particle probability density associated with a Markovian process in the Boltzmann-Grad asymptotics.
The Invariant Distribution of Wealth and Employment Status in a Small Open Economy with Precautionary Savings
2019
Abstract We study optimal savings in continuous time with exogenous transitions between employment and unemployment as the only source of uncertainty in a small open economy. We prove the existence of an optimal consumption path. We exploit that the dynamics of consumption and wealth between jumps can be expressed as a Fuchsian system. We derive conditions under which an invariant joint distribution for the state variables , i.e., wealth and labour market status, exists and is unique. We also provide conditions under which the distribution of these variables converges to the invariant distribution. Our analysis relies on the notion of T-processes and applies results on the stability of Mark…