Continuous-time stochastic process

Results: 59



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31Markov models / Markov chain / Stochastic matrix / Continuous-time Markov process / Eigenvalues and eigenvectors / Spectrum / Random walk / Poisson process / Statistics / Markov processes / Stochastic processes

IEOR 6711: Stochastic Models I Professor Whitt, Thursday, November 29, 2012 Weirdness in CTMC’s “Where’s your will to be weird?” – Jim Morrison, The Doors “We are all a little weird. And life is a little weir

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Source URL: www.columbia.edu

Language: English - Date: 2012-12-01 10:55:24
32Stochastic differential equation / CIR process / Stochastic calculus / Differential equation / Continuous-time stochastic process / Euler–Maruyama method / Statistics / Stochastic processes / Ornstein–Uhlenbeck process

Microsoft PowerPoint - multiresolution

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2011-06-22 11:15:29
33Statistical theory / Stochastic processes / Bayesian inference / Gamma distribution / Expectation–maximization algorithm / Mixture model / Dirichlet process / Hidden Markov model / Maximum likelihood / Statistics / Estimation theory / Statistical models

Priors over Recurrent Continuous Time Processes Ardavan Saeedi Alexandre Bouchard-Cˆot´e Department of Statistics University of British Columbia

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Source URL: papers.nips.cc

Language: English - Date: 2013-11-28 03:38:49
34Markov chain / Continuous-time Markov process / Poisson process / Uniformization / Hidden Markov model / Markov property / Gibbs sampling / Stochastic process / Stochastic matrix / Statistics / Markov processes / Markov models

Journal of Machine Learning Research[removed]3232 Submitted 9/12; Revised 7/13; Published[removed]Fast MCMC Sampling for Markov Jump Processes and Extensions Vinayak Rao∗

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2013-11-10 18:21:30
35Markov processes / Markov models / Queueing model / Birth–death process / Continuous-time Markov process / Product form solution / Markov chain / BCMP network / Statistics / Queueing theory / Stochastic processes

Queueing Syst DOI[removed]s11134[removed]Factorized time-dependent distributions for certain multiclass queueing networks and an application to enzymatic processing networks

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Source URL: biodynamics.ucsd.edu

Language: English - Date: 2013-10-11 13:34:12
36Markov models / Stochastic processes / Queueing model / G factor / Continuous-time Markov process / Birth–death process / Markov chain / Cross-correlation / Gene regulatory network / Statistics / Markov processes / Queueing theory

3172 Biophysical Journal Volume 99

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Source URL: biodynamics.ucsd.edu

Language: English - Date: 2013-10-11 13:34:14
37Stochastic processes / Queueing theory / Operations research / Markov decision process / Queueing model / Markov chain / Continuous-time Markov process / Scheduling / Optimal control / Statistics / Markov processes / Markov models

WC41-4: Scheduling Algorithms for Downlink Services in Wireless Networks: A Markov Decision Process Approach

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Source URL: www.princeton.edu

Language: English - Date: 2006-04-03 11:07:43
38Martingale / Markov chain / Optional stopping theorem / Continuous function / Wiener process / Stochastic differential equation / Itō diffusion / Harris chain / Statistics / Stochastic processes / Martingale theory

Finite-time Regional Verification of Stochastic Nonlinear Systems Jacob Steinhardt Department of Mathematics Massachusetts Institute of Technology Cambridge, Massachusetts[removed]Email: [removed]

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Source URL: groups.csail.mit.edu

Language: English - Date: 2012-09-02 10:48:22
39Time series analysis / Probability theory / Stochastic / Random variable / Discrete time / Continuous stochastic process / Signal / Poisson process / Errors and residuals in statistics / Statistics / Stochastic processes / Signal processing

1 Introduction 1.1 RANDOM SIGNALS AND NOISE In (electrical) engineering one often encounters signals that do not have a precise mathematical description, since they develop as random functions of time. Sometimes this ran

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Source URL: media.wiley.com

Language: English - Date: 2007-10-05 17:47:32
40Markov chain / Continuous-time Markov process / Perturbation theory / Stochastic matrix / Mathematical analysis / Mathematics / Measurement / Markov processes / Markov models / Stochastic processes

Statistics of transitions for Markov chains with periodic forcing.∗ S. Herrmann and D. Landon Institut de Mathématiques de Bourgogne UMR CNRS 5584, Université de Bourgogne,

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Source URL: math.u-bourgogne.fr

Language: English - Date: 2013-04-04 08:15:11
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