Search results for "Markov processe"
showing 10 items of 16 documents
Gradient flows in random walk spaces
2021
El món digital ha comportat l'aparició de molts tipus de dades, de mida i complexitat creixents. De fet, els dispositius moderns ens permeten obtenir fàcilment imatges de major resolució, així com recopilar dades sobre cerques a la xarxa, anàlisis sanitàries, xarxes socials, sistemes d'informació geogràfica, etc. En conseqüència, l'estudi i el tractament d'aquests grans conjunts de dades té un gran interès i valor. En aquest sentit, els grafs ponderats proporcionen un espai de treball natural i flexible on representar les dades. En aquest context, un vèrtex representa una dada concreta i a cada aresta se li assigna un pes segons alguna mesura de semblança adequadament triada entre els vèrte…
World Influence of Infectious Diseases from Wikipedia Network Analysis
2019
AbstractWe consider the network of 5 416 537 articles of English Wikipedia extracted in 2017. Using the recent reduced Google matrix (REGOMAX) method we construct the reduced network of 230 articles (nodes) of infectious diseases and 195 articles of world countries. This method generates the reduced directed network between all 425 nodes taking into account all direct and indirect links with pathways via the huge global network. PageRank and CheiRank algorithms are used to determine the most influential diseases with the top PageRank diseases being Tuberculosis, HIV/AIDS and Malaria. From the reduced Google matrix we determine the sensitivity of world countries to specific diseases integrat…
On the property of diffusion in the spatial error model.
2005
International audience; The aim of this paper is to illustrate the property of global spillover effects in the first-order spatial autoregressive error model and the associated diffusion process of spatial shocks. An application is provided on a sample of 145 regions over 1989–1999 and highlights the most influential regions.
First passage time distribution of stationary Markovian processes
2010
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes research. They also have relevant applications, for example, in many fields of finance such as the assessment of the default risk for firms' assets. By using some explicit examples, in this paper we will show that the tail of the First Passage Time distribution crucially depends on the correlation properties of the process and it is independent from its stationary distribution. When the process includes an infinite set of time-scales bounded from above, the FPT…
Stationary and Initial-Terminal Value Problem for Collective Decision Making via Mean-Field Games
2017
Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, following some optimality criteria. The optimal transition rates are based on the players' knowledge of their current state and of the distribution of all the other players, thus introducing mean-field terms in the running and the terminal cost. The first contribution is a mean-field model that takes into account the macroscopic and the microscopic dynamics. The second contribution is the study of the mean-field equilibrium resulting from solving the initial-terminal value problem, involving the Kolmogorov equat…
Regularity of Spike Trains and Harmony Perception in a Model of the Auditory System
2011
Spike train regularity of the noisy neural auditory system model under the influence of two sinusoidal signals with different frequencies is investigated. For the increasing ratio m/n of the input signal frequencies (m, n are natural numbers) the linear growth of the regularity is found at the fixed difference (m - n). It is shown that the spike train regularity in the model is high for harmonious chords of input tones and low for dissonant ones.
Diferenciālvienādojumu ar Markova impulsu atgriezenisko saiti asimptotiskās analīzes robežteorēmas
1999
Analysis and modeling of Temporal Dominance of Sensations with stochastic processes
2019
Temporal Dominance of Sensations (TDS) is a technique to measure temporal perception of food product during tasting. For a panelist, it consists in choosing in a list of attributes which one is dominant at any time. This work aims to model TDS data with a stochastic process and proposes to use semi-Markov processes (SMP), a generalization of Markov chains which allows dominance durations to be modeled by any type of distribution. The model can then be used to compare TDS samples based on likelihood ratio. Because probabilities of transition from one attribute to another one can also depend on time, we propose to model TDS by period and we propose a method to select optimally the number of p…
Analysis and modeling of Temporal Dominance of Sensations with stochastic processes
2019
Temporal Dominance of Sensations (TDS) is a technique to measure temporal perception of food product during tasting. For a panelist, it consists in choosing in a list of attributes which one is dominant at any time. This work aims to model TDS data with a stochastic process and proposes to use semi-Markov processes (SMP), a generalization of Markov chains which allows dominance durations to be modeled by any type of distribution. The model can then be used to compare TDS samples based on likelihood ratio. Because probabilities of transition from one attribute to another one can also depend on time, we propose to model TDS by period and we propose a method to select optimally the number of p…