Relations between irreducible and absorbing Markov chains

We propose here the study of the asymptotic behavior of the system when the number n of Markov chains goes to infinity, for an arbitrary probability mass function γ(n) governing

Keywords: Inhomogeneous continuous time Markov chain, Runge-Kutta methods, uniformization, Monte Carlo simulation,

For the error bound (3.5) associated with the Markov Chain approximation, the term E β,Time is similar to the Euler case, since it does not depend on the chosen discretization

We establish general theorems quantifying the notion of recurrence — through an estimation of the moments of passage times — for irreducible continuous-time Markov chains on

Age and morphotype influence on thoracic mechanical response : in vivo experimen- tal study and numerical analysis using personalized human body FE models.. Université Claude Bernard

We now proceed to a special case that (i) encompasses a number of well-known examples, including context-free string rewriting, and (ii) leads to PTIME computability, by reducing

L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des

The first general result of optimal stopping theory for stochastic processes was obtained in discrete time by Snell [14] who characterized the value function of an optimal