Search results for "Markov proce"
showing 10 items of 147 documents
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…
Fuzzy Distributed Genetic Approaches for Image Segmentation
2010
This paper presents a new image segmentation algorithm (called FDGA-Seg) based on a combination of fuzzy logic, multiagent systems and genetic algorithms. We propose to use a fuzzy representation of the image site labels by introducing some imprecision in the gray tones values. The distributivity of FDGA-Seg comes from the fact that it is designed around a MultiAgent System (MAS) working with two different architectures based on the master-slave and island models. A rich set of experimental segmentation results given by FDGA-Seg is discussed and compared to the ICM results in the last section.
Dynamic Channel Aggregation Strategies in Cognitive Radio Networks with Spectrum Adaptation
2011
In cognitive radio networks, channel aggregation techniques which combine several channels together as one channel have been proposed in many MAC protocols. In this paper, spectrum adaptation is proposed in channel aggregation and two strategies which dynamically adjust channel occupancy of ongoing traffic flows are further developed. The performance of these strategies is evaluated using continuous time Markov chain models. Moreover, models in the quasi-stationary regime are analyzed and the closed-form capacity expression is derived in this regime. Numerical results demonstrate that the capacity of the secondary network can be improved by using channel aggregation with spectrum adaptation.
Temporal and spatial persistence of combustion fronts in paper
2003
The spatial and temporal persistence, or first-return distributions are measured for slow-combustion fronts in paper. The stationary temporal and (perhaps less convincingly) spatial persistence exponents agree with the predictions based on the front dynamics, which asymptotically belongs to the Kardar-Parisi-Zhang universality class. The stationary short-range and the transient behavior of the fronts are non-Markovian, and the observed persistence properties thus do not agree with the predictions based on Markovian theory. This deviation is a consequence of additional time and length scales, related to the crossovers to the asymptotic coarse-grained behavior. Peer reviewed
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 …
Channel aggregation with guard-band in D-OFDM based CRNs: Modeling and performance evaluation
2016
Channel aggregation (CA) techniques can offer flexible channel allocation and improve overall system performance in multi-channel cognitive radio networks (CRNs). Although many CA techniques have been proposed and studied, the impact of guard-band on CA for channel access has not been addressed in-depth. In this paper, we study the guard-band allocation mechanisms in discontinuous-orthogonal frequency division multiplexing (D-OFDM) based CRNs, and investigate the impact of guard-band sharing on SU flows when CA is enabled. Continuous time Markov chain (CTMC) based models have been developed in order to investigate the stochastic behavior of PU and SU flows. Based on our mathematical analysi…
Statistics of residence time for Lévy flights in unstable parabolic potentials
2020
We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.
Donsker-Type Theorem for BSDEs: Rate of Convergence
2019
In this paper, we study in the Markovian case the rate of convergence in Wasserstein distance when the solution to a BSDE is approximated by a solution to a BSDE driven by a scaled random walk as introduced in Briand, Delyon and Mémin (Electron. Commun. Probab. 6 (2001) Art. ID 1). This is related to the approximation of solutions to semilinear second order parabolic PDEs by solutions to their associated finite difference schemes and the speed of convergence. peerReviewed