Non-stationary Anderson localization

Συγγραφείς: Gorodetski, Anton, Kleptsyn, Victor

Πηγή: Communications of the American Mathematical Society. 5:81-143

Θεματικοί όροι: Probability (math.PR), Nonautonomous smooth dynamical systems, Dynamical Systems (math.DS), General theory of random and stochastic dynamical systems, Dynamical systems and their relations with probability theory and stochastic processes, Mathematics - Spectral Theory, Random matrices (probabilistic aspects), Large deviations, Discrete-time Markov processes on general state spaces, FOS: Mathematics, Mathematics - Dynamical Systems, Spectral Theory (math.SP), Mathematics - Probability, Selfadjoint operator theory in quantum theory, including spectral analysis, 47B80, 60H25, 37H99

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2403.15970
https://zbmath.org/8037087
https://doi.org/10.1090/cams/45

Nonstandard representation of the Dirichlet form and application to the comparison theorem

Συγγραφείς: Duanmu, Haosui, Smith, Aaron

Πηγή: Mathematische Nachrichten. 298:1167-1183

Θεματικοί όροι: Discrete-time Markov processes on general state spaces, Dirichlet form methods in Markov processes, Markov chain, nonstandard analysis, Dirichlet form, Markov chains (discrete-time Markov processes on discrete state spaces)

Περιγραφή αρχείου: application/xml

A new stock market valuation measure with application to retriement planning

Συγγραφείς: Sarantsev, Andrey

Πηγή: Statistics & Risk Modeling. 42:1-18

Θεματικοί όροι: Applications of statistics to actuarial sciences and financial mathematics, Statistical Finance (q-fin.ST), 60F05, 60G10, 60J20, 62J05, 62M10, 62P05, 91B84, Linear regression, mixed models, autoregression, 05 social sciences, total returns, Quantitative Finance - Statistical Finance, Central limit and other weak theorems, ergodic process, 01 natural sciences, 0104 chemical sciences, Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), FOS: Economics and business, Economic time series analysis, Time series, auto-correlation, regression, etc. in statistics (GARCH), Stationary stochastic processes, 0502 economics and business, 8. Economic growth, earnings growth, Applications of statistics to economics

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/1905.04603

A classification of bisimilarities for general Markov decision processes

Συγγραφείς: Martín Santiago Moroni, Pedro Sánchez Terraf

Πηγή: Mathematical Structures in Computer Science. 35

Θεματικοί όροι: FOS: Computer and information sciences, Computer Science - Logic in Computer Science, Probability in computer science (algorithm analysis, random structures, phase transitions, etc.), labelled Markov process, 68Q85 (Primary), 60Jxx, 03E15, 28A05 (Secondary), Mathematics - Logic, probabilistic bisimilarity, Logic in Computer Science (cs.LO), Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), bisimulation, Models and methods for concurrent and distributed computing (process algebras, bisimulation, transition nets, etc.), FOS: Mathematics, F.4.1, Logic (math.LO)

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2401.09273

Quantum trajectories. Spectral gap, quasi-compactness & limit theorems: Quantum trajectories. Spectral gap, quasi-compactness \& limit theorems

Συγγραφείς: Benoist, Tristan, Hautecœur, Arnaud, Pellegrini, Clément

Πηγή: Journal of Functional Analysis. 289:110932

Θεματικοί όροι: Markov processes, Probability (math.PR), central limit theorem, FOS: Physical sciences, Central limit and other weak theorems, Mathematical Physics (math-ph), large deviations, Functional Analysis (math.FA), Mathematics - Functional Analysis, Large deviations, quantum trajectories, Discrete-time Markov processes on general state spaces, spectral gap, FOS: Mathematics, Berry-Esseen bounds, Mathematics - Probability, Mathematical Physics

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2402.03879

Multiple random walks on graphs: mixing few to cover many

Συγγραφείς: Rivera, Nicolás, Sauerwald, Thomas, Sylvester, John

Συνεισφορές: Bansal, Nikhil, Merelli, Emanuela, Worrell, James, Nicolás Rivera and Thomas Sauerwald and John Sylvester, DSpace at Cambridge pro (8.1)

Πηγή: Combinatorics, Probability and Computing. :1-44

Θεματικοί όροι: FOS: Computer and information sciences, Discrete Mathematics (cs.DM), G.3, G.2.m, 0102 computer and information sciences, 01 natural sciences, Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), Random Walks, Random walks on graphs, FOS: Mathematics, Mathematics - Combinatorics, 0101 mathematics, multiple random walks, Markov chains, Probability (math.PR), Cover Time, 05C81, 60J10, 60J20, 68R10, Markov Chains, Markov chains (discrete-time Markov processes on discrete state spaces), cover time, mixing time, Multiple Random walks, Mathematics of computing → Stochastic processes, Theory of computation → Random walks and Markov chains, Combinatorics (math.CO), ddc:004, Mathematics - Probability, Computer Science - Discrete Mathematics

Περιγραφή αρχείου: application/xml; application/pdf

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2011.07893
https://eprints.gla.ac.uk/250808/1/250808.pdf
https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2021.107
https://www.repository.cam.ac.uk/handle/1810/353686
https://doi.org/10.1017/s0963548322000372

Sampling from convex sets with a cold start using multiscale decompositions

Συγγραφείς: Narayanan, Hariharan, Rajaraman, Amit, Srivastava, Piyush

Συνεισφορές: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science

Πηγή: Probability Theory and Related Fields. 191:1169-1232

Θεματικοί όροι: Computational Geometry (cs.CG), FOS: Computer and information sciences, Sums of independent random variables, random walks, convex sets, Markov chain, Probability (math.PR), 0211 other engineering and technologies, 0102 computer and information sciences, 02 engineering and technology, Convex sets in \(n\) dimensions (including convex hypersurfaces), 01 natural sciences, multiscale decompositions, Discrete-time Markov processes on general state spaces, Computer Science - Data Structures and Algorithms, FOS: Mathematics, Computer Science - Computational Geometry, Analysis of algorithms, Data Structures and Algorithms (cs.DS), 0101 mathematics, Mathematics - Probability

Περιγραφή αρχείου: application/xml; application/pdf

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2211.04439
https://zbmath.org/8035671
https://doi.org/10.1007/s00440-024-01341-w

Absorbing Markov chain model of PrEP drug adherence to estimate adherence decay rate and probability distribution in clinical trials

Συγγραφείς: Renee Dale, Hongyu He, Yingqing Chen

Πηγή: Journal of Theoretical Biology. 604:112086

Θεματικοί όροι: Medical epidemiology, Clinical Trials as Topic, Markov chain, HIV prevention, eigenvalues, eigenvectors, stochastic matrix, HIV Infections, Models, Biological, Markov Chains, Medication Adherence, Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), adherence decay rate, random walk, nonhomogeneuous Markov chain, Humans, Pre-Exposure Prophylaxis, adherence probability distribution, pre-exposure prophylaxis, clinical trial adherence, Probability

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://pubmed.ncbi.nlm.nih.gov/40086122
https://zbmath.org/8024197
https://doi.org/10.1016/j.jtbi.2025.112086

An averaging process on hypergraphs

Συγγραφείς: Sam Spiro

Πηγή: Journal of Applied Probability. 59:495-504

Θεματικοί όροι: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), Graphs and linear algebra (matrices, eigenvalues, etc.), Discrete-time Markov processes on general state spaces, Markov chain, spectral gap, 0101 mathematics, Hypergraphs, 01 natural sciences

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/7554600
https://doi.org/10.1017/jpr.2021.67

On a random model of forgetting

Συγγραφείς: Alon, Noga, Elboim, Dor, Sly, Allan

Πηγή: The Annals of Applied Probability. 34

Θεματικοί όροι: 0301 basic medicine, 0303 health sciences, 03 medical and health sciences, Discrete-time Markov processes on general state spaces, Probability (math.PR), memory process, FOS: Mathematics, Mathematics - Combinatorics, Combinatorics (math.CO), 60Gxx, Applications of statistics, Mathematics - Probability

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2203.02614
https://zbmath.org/7899443
https://doi.org/10.1214/23-aap2018

Some problems of characterization of normal distribution

Συγγραφείς: Glevitzky, Bela

Πηγή: Publicationes Mathematicae Debrecen. 26:115-122

Θεματικοί όροι: constant regression, quadratic regression, Discrete-time Markov processes on general state spaces, Characterization and structure theory of statistical distributions, General nonlinear regression, linear regression, Probability distributions: general theory, characterization, 0101 mathematics, 01 natural sciences

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/3656863

Reinforcement learning-based optimal control for Markov jump systems with completely unknown dynamics

Συγγραφείς: Shi, Xiongtao, Li, Yanjie, Du, Chenglong, Chen, Chaoyang, Zong, Guangdeng, Gui, Weihua

Πηγή: Automatica. 171:111886

Θεματικοί όροι: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), optimal control, reinforcement learning, parallel policy iteration, Algebraic methods, Learning and adaptive systems in artificial intelligence, Markov jump systems, Optimal stochastic control, coupled algebraic Riccati equation

Περιγραφή αρχείου: application/xml

Generative-discriminative machine learning models for high-frequency financial regime classification

Συγγραφείς: Koukorinis, Andreas, Peters, Gareth W., Germano, Guido

Πηγή: Methodology and Computing in Applied Probability. 27

Θεματικοί όροι: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), kernel methods, Fisher information, Markov processes: estimation, hidden Markov models, Kernel methods, support vector machine, Fisher information kernel, high-frequency financial regime, hidden Markov model, Markov chains (discrete-time Markov processes on discrete state spaces), Financial applications of other theories

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/8032162
https://doi.org/10.1007/s11009-025-10148-8
https://ora.ox.ac.uk/objects/uuid:5a4d813b-3efb-4c31-8aca-f2db4fa2ac48
https://doi.org/10.1007/s11009-025-10148-8
http://eprints.lse.ac.uk/128016/

MULTI-STATE MODELLING OF CUSTOMER CHURN: Multi-state modelling of customer churn

Συγγραφείς: Yumo Dong, Edward W. Frees, Fei Huang, Francis K. C. Hui

Πηγή: ASTIN Bulletin. 52:735-764

Θεματικοί όροι: Applications of statistics to actuarial sciences and financial mathematics, Generalized linear models (logistic models), Markov processes: estimation, hidden Markov models, Consumer behavior, demand theory, average marginal effect curve, transition probability, conditional effect curve, 01 natural sciences, top-decile lift, Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), churn, second-order Markov chain model, Actuarial mathematics, commercial insurance, receiver operating characteristic curve, 0101 mathematics, multinomial logistic regression

Περιγραφή αρχείου: application/xml

Stochastic billiards with Markovian reflections in generalized parabolic domains

Συγγραφείς: da Costa, Conrado, Menshikov, Mikhail V., Wade, Andrew R.

Πηγή: The Annals of Applied Probability. 33

Θεματικοί όροι: Markov reflection, Probability (math.PR), half-strip, Interacting random processes, statistical mechanics type models, percolation theory, nonhomogeneous random walk, 01 natural sciences, Dynamical systems and their relations with probability theory and stochastic processes, stochastic billiards, Discrete-time Markov processes on general state spaces, Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.), recurrence classification, Dynamical systems with singularities (billiards, etc.), FOS: Mathematics, Continuous-time Markov processes on general state spaces, 0101 mathematics, Generation, random and stochastic difference and differential equations, Mathematics - Probability, horn-shaped domain

Περιγραφή αρχείου: application/xml; application/pdf

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2107.13976
https://zbmath.org/7791540
https://doi.org/10.1214/23-aap1952

Fixation probability in evolutionary dynamics on switching temporal networks

Συγγραφείς: Bhaumik, Jnanajyoti, Masuda, Naoki^{Aff1, Aff2, Aff3, IDs00285023019875_cor2}

Πηγή: Journal of Mathematical Biology. 87(5)

Energy-Constrained Random Walk with Boundary Replenishment: Energy-constrained random walk with boundary replenishment

Συγγραφείς: Andrew Wade, Michael Grinfeld

Πηγή: Journal of Statistical Physics. 190

Θεματικοί όροι: Sums of independent random variables, random walks, 60J10 (Primary), 60G50, 60J20, 92D40 (Secondary), Probability (math.PR), reflecting random walk, 01 natural sciences, Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), metastability, Darling-Mandelbrot distribution, energy and resource dynamics, FOS: Mathematics, 0101 mathematics, Probabilities. Mathematical statistics, Mathematics - Probability

Περιγραφή αρχείου: application/xml; text

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2306.17662
https://zbmath.org/7761517
https://doi.org/10.1007/s10955-023-03165-9

Condition-based maintenance optimization based on matrix algebra

Συγγραφείς: Bram de Jonge

Πηγή: Operations Research Letters. 49:741-747

Θεματικοί όροι: planning time, Planning time, Maintenance, Markov chain, 0211 other engineering and technologies, matrix algebra, 02 engineering and technology, Matrix algebra, maintenance, Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), Reliability, availability, maintenance, inspection in operations research, 0202 electrical engineering, electronic engineering, information engineering, Condition-based maintenance, condition-based maintenance

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/7442920
https://doi.org/10.1016/j.orl.2021.08.005
https://www.narcis.nl/publication/RecordID/oai%3Apure.rug.nl%3Apublications%2F29224d00-01ff-4412-b28c-4b770725d2b3
https://dblp.uni-trier.de/db/journals/orl/orl49.html#Jonge21
https://www.sciencedirect.com/science/article/pii/S0167637721001243
https://research.rug.nl/en/publications/condition-based-maintenance-optimization-based-on-matrix-algebra

An emotion-information spreading model in social media on multiplex networks

Συγγραφείς: Yan, Guanghui, Zhang, Xiaolong, Pei, Huayan, Li, Yuyao

Πηγή: Communications in Nonlinear Science and Numerical Simulation. 138:108251

Θεματικοί όροι: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.), information propagation, microscopic Markov chain approach, emotion contagion, multiplex networks, Social networks, opinion dynamics

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/7899958
https://doi.org/10.1016/j.cnsns.2024.108251

Conditional sequential Monte Carlo in high dimensions

Συγγραφείς: Finke, Axel, Thiery, Alexandre H.

Πηγή: The Annals of Statistics. 51

Θεματικοί όροι: particle filter, FOS: Computer and information sciences, state-space model, Stochastic particle methods, Monte Carlo methods, curse of dimension, Statistics - Computation, 01 natural sciences, Markov chain Monte Carlo, Discrete-time Markov processes on general state spaces, high dimensions, Numerical analysis or methods applied to Markov chains, 0101 mathematics, Computation (stat.CO)

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2108.10277