Search results for "Markov processes"
showing 10 items of 13 documents
Modeling TDS data and segmenting consumers thanks to a mixture of semi-Markov processes
2018
International audience
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes *
2013
A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the dynamics of $(S_t)$. This so-called "persistent" random walk is nolonger Markovian and, under suitable conditions, the rescaled process converges towards the integrated telegraph noise (ITN) as the time-scale and space-scale parameters tend to zero (see Herrmann and Vallois, 2010; Tapiero-Vallois, Tapiero-Vallois2}). The ITN process is effectively non-Markovian too. The aim is to consider persistent random walks $(S_t)$ whose increments are Markov chains with…
On the convergence of unconstrained adaptive Markov chain Monte Carlo algorithms
2010
Robust delay-dependent H∞ control of uncertain time-delay systems with mixed neutral, discrete, and distributed time-delays and Markovian switching p…
2011
Author's version of an article published in the journal: IEEE Transactions on Circuits and Systems I: Regular Papers. Also available from the publisher at: http://dx.doi.org/10.1109/tcsi.2011.2106090 The problem of robust mode-dependent delayed state feedback H ∞ control is investigated for a class of uncertain time-delay systems with Markovian switching parameters and mixed discrete, neutral, and distributed delays. Based on the LyapunovKrasovskii functional theory, new required sufficient conditions are established in terms of delay-dependent linear matrix inequalities for the stochastic stability and stabilization of the considered system using some free matrices. The desired control is …
Diferenciālvienādojumu ar Markova impulsu atgriezenisko saiti asimptotiskās analīzes robežteorēmas
1999
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…
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.
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…
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…