Skocz do pozycji: 1.

Tytuł:

On effective algorithms solving regularity of Markov chains
Efektywne algorytmy rozstrzygania regularności łańcuchów Markowa

Autorzy:

Dańko, A.
Sawicka, A.
Dańko, W.

Powiązania:

https://bibliotekanauki.pl/articles/88396.pdf

Data publikacji:

2016

Wydawca:

Politechnika Białostocka. Oficyna Wydawnicza Politechniki Białostockiej

Tematy:

łańcuch Markowa
ergodyczny łańcuch Markowa
regularny łańcuch Markowa
Markov chain
ergodic Markov chain
regular Markov chain

Opis:

We propose algorithms deciding whether a Markov chain with an n_n transition matrix M is regular. The lowest complexity of such an algorithm can be not greater than O(n ³ ) and we argue that it cannot be essentially diminished.
W pracy proponujemy algorytmy rozstrzygające regularność łańcuchów Markowa o macierzy przejść rozmiaru n x n. Najniższa złożoność takiego algorytmu może być nie większa niż O(n ³ i podana jest argumentacja, że nie można jej istotnie obniżyć.

Źródło:

Advances in Computer Science Research; 2016, 13; 5-25
2300-715X

Pojawia się w:

Advances in Computer Science Research

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 2.

Tytuł:

Application of Markov Chains to analyse the AIS availability

Autorzy:

Jaskólski, K.

Powiązania:

https://bibliotekanauki.pl/articles/320723.pdf

Data publikacji:

2011

Wydawca:

Polskie Forum Nawigacyjne

Tematy:

AIS
availability
Markov chain

Opis:

Despite the initial objections, crew members and vessel traffic service staff use automatic identification system in their activities. In the phase of system implementation, inability to receive signals at scheduled time was raised, and evidenced. The research on AIS availability was conducted by the authors in 2006 and the results were presented in [Felski A., Jaskólski K, 2011]. This paper analyses the problem of AIS availability. Availability has been studied from the standpoint of the quality of data transmission channel. An attempt was made to assess the availability of the AIS service transmission channel. For this purpose, the theory of Markov processes defined on a discrete state space was applied. The Criterion of state system availability was adopted, stochastic matrix of probabilities of transitions between the states of the availability and accessibility of states limit the probability of AIS. In this paper, author proposed a model for the assessment of AIS Service availability. To meet the objective of the research, recorded data derived from the AIS Base Station HEL were used.

Źródło:

Annual of Navigation; 2011, 18; 5-16
1640-8632

Pojawia się w:

Annual of Navigation

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 3.

Tytuł:

ANALIZA PRAWDOPODOBIEŃSTW ZMIANY STANU PROCESU MIGRACJI WARTOŚCI PRZEDSIĘBIORSTW Z WYKORZYSTANIEM ŁAŃCUCHÓW MARKOWA
The analysis of the probabilities of the transitions between value migration stages basedon Markov chains

Autorzy:

Siudak, Dariusz

Powiązania:

https://bibliotekanauki.pl/articles/950958.pdf

Data publikacji:

2013

Wydawca:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Tematy:

value migration
Markov chain
probability of transition
estimated return time for Markov chain

Opis:

The paper analyzes processes of value migration on the Polish market. It employed mathematical methods of process analysis in the form of Markov chain and estimated the probability of the migration between stages of inflow, outflow and stability according to the three stages of value migration. The article estimated the length of period of getting back from the distinct state of the chain to its first return to the same state. In the long period there are observed higher probability of being in the state of inflow than outflow of value. Regardless of the initial state of value migration in which a company currently is, every remaining state can be achieved. Moreover, the considered value migration process is variable. Thus within 1 year time, the processes is unstable.

Źródło:

Financial Sciences. Nauki o Finansach; 2013, 4 (17); 81-100
2080-5993
2449-9811

Pojawia się w:

Financial Sciences. Nauki o Finansach

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 4.

Tytuł:

Two mutually rarefied renewal processes

Autorzy:

Kopocińska, Ilona

Powiązania:

https://bibliotekanauki.pl/articles/1340626.pdf

Data publikacji:

1994

Wydawca:

Polska Akademia Nauk. Instytut Matematyczny PAN

Tematy:

rarefied renewal process
Markov chain

Opis:

Let us consider two independent renewal processes generated by appropriate sequences of life times. We say that a renewal time is accepted if in the time between a signal and the preceding one, some signal of the second process occurs. Our purpose is to analyze the sequences of accepted renewals. For simplicity we consider continuous and discrete time separately. In the first case we mainly consider the renewal process rarefied by the Poisson process, in the second we analyze the process generated by the motion of draughtsmen moved by die tossing.

Źródło:

Applicationes Mathematicae; 1993-1995, 22, 2; 267-273
1233-7234

Pojawia się w:

Applicationes Mathematicae

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 5.

Tytuł:

On adaptive control of Markov chains using nonparametric estimation

Autorzy:

Drabik, Ewa
Stettner, Łukasz

Powiązania:

https://bibliotekanauki.pl/articles/1208175.pdf

Data publikacji:

2000

Wydawca:

Polska Akademia Nauk. Instytut Matematyczny PAN

Tematy:

controlled Markov chain
estimation
adaptive control

Opis:

Two adaptive procedures for controlled Markov chains which are based on a nonparametric window estimation are shown.

Źródło:

Applicationes Mathematicae; 2000, 27, 2; 143-152
1233-7234

Pojawia się w:

Applicationes Mathematicae

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 6.

Tytuł:

Mathematical model of mixing in Rumen

Autorzy:

Szlenk, Wiesław

Powiązania:

https://bibliotekanauki.pl/articles/1339321.pdf

Data publikacji:

1996

Wydawca:

Polska Akademia Nauk. Instytut Matematyczny PAN

Tematy:

ergodic
rumen
Markov chain
Baker Transformation

Opis:

A mathematical model of mixing food in rumen is presented. The model is based on the idea of the Baker Transformation, but exhibits some different phenomena: the transformation does not mix points at all in some parts of the phase space (and under some conditions mixes them strongly in other parts), as observed in ruminant animals.

Źródło:

Applicationes Mathematicae; 1996-1997, 24, 1; 87-95
1233-7234

Pojawia się w:

Applicationes Mathematicae

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 7.

Tytuł:

Modelling CTMC with a standard programming language and using conventions from computer networking
Modelowanie łańcuchów Markowa z czasem ciągłym przy użyciu standardowego języka programowania i z zastosowaniem konwencji z dziedziny sieci komputerowych

Autorzy:

Rataj, A.
Nowak, M.
Pecka, P.

Powiązania:

https://bibliotekanauki.pl/articles/375742.pdf

Data publikacji:

2011

Wydawca:

Polska Akademia Nauk. Czytelnia Czasopism PAN

Tematy:

Markov chain
continuous time
model checking
Java

Opis:

Continuous time Markov chains (CTMC) are one of the formalisms for building models. This paper discusses expressing these models in a standard programming language – Java. Using such a language as a model description allows for a partially common implementation of the production software and of the description of the model, for a greater flexibility in comparison to model-checker specific languages that often do not employ features of an object-oriented programming. Using Java also makes the parsing of models relatively fast, using optimised Java runtime environment. Our approach aims at using typical mechanisms of the Java language when implementing the model, and at the same time, following closely the concepts from computer networking and from formalisms based on it, like the queueing systems. These assumption result in techniques like plain object fields constituting the state vector, or negotiation between nodes to decide if an event happens.
Łańcuchy Markowa czasu rzeczywistego są jednym z formalizmów używanych do budowy modeli. Artykuł ten omawia wyrażanie takich modeli w standardowym języku programowania - Javie. Użycie takiego języka umożliwia częściowo wspólną implementację oprogramowania użytkowego i opisu modelu, większą elastyczność w porównaniu do często nie używających obiektowych konwencji programistycznych języków stosowanych przez oprogramowanie weryfikujące, oraz szybką budowę modelu z użyciem zoptymalizowanego środowiska czasu wykonania Javy. Nasze podejście miało na celu wykorzystanie typowych mechanizmów języka Java przy opisie modelu i jednoczesnie trzymanie się konwencji z dziedziny sieci komputerowych i pokrewnych formalizmóm typu systemy kolejkowe. Dlatego używamy technik takich jak zastosowanie pól obiektów jako elementów wektora stanu czy negocjacja pomiędzy węzłami, czy dane zdarzenie ma mieć miejsce.

Źródło:

Theoretical and Applied Informatics; 2011, 23, 3-4; 229-243
1896-5334

Pojawia się w:

Theoretical and Applied Informatics

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 8.

Tytuł:

Marriage insurance taking into account dependence and divorces

Autorzy:

Heilpern, Stanisław

Powiązania:

https://bibliotekanauki.pl/articles/434110.pdf

Data publikacji:

2018

Wydawca:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Tematy:

marriage insurance
dependence
Markov chain
annuities
divorce

Opis:

The paper is devoted to marriage insurance contracts allowing dependence between lifetimes of spouses. The dependence structure is described by the five stage Markov process. One state concerns divorce, which was not investigated in previous papers. It makes this paper more realistic. The transition probabilities are derived and the Markov forces of transition are estimated. The four pensions of spouses: the joint-life and last survival annuities, the widow pension and reversionary annuity are introduced and studied. A real example based on the data from Lower Silesia during 2011 is investigated. The values of these annuities are computed and analyzed. The five different cases are studied. The impact of the age of spouses and the duration of annuities on the values of annuities is investigated. A case when the reversionary annuity with the reduction parameter R = 2/3 is analyzed. A comparison with a non-divorce case is considered.

Źródło:

Śląski Przegląd Statystyczny; 2018, 16 (22); 23-36
1644-6739

Pojawia się w:

Śląski Przegląd Statystyczny

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 9.

Tytuł:

Wyznaczanie VaR przy pomocy łańcucha Markowa
Determination of VaR using the Markov chain

Autorzy:

Stawicki, Józef

Powiązania:

https://bibliotekanauki.pl/articles/590648.pdf

Data publikacji:

2018

Wydawca:

Uniwersytet Ekonomiczny w Katowicach

Tematy:

Łańcuch Markowa
Value at Risk
Markov chain

Opis:

Artykuł przedstawia możliwości wykorzystania łańcuchów Markowa do określania wartości zagrożonej. W określaniu VaR preferuje się metodę kwantyli warunkowych. Prosta metoda konstrukcji modelu łańcucha Markowa poprzez określenie stanów oraz szacowanie macierzy prawdopodobieństw przejść wpisuje się w tę preferowaną metodę. Wyznaczenie VaR następuje poprzez wybór modelu łańcucha Markowa przy znajomości bieżącej stopy zwrotu.
This article presents the possibilities for using the Markov chains to determine the Value at Risk. In determining VaR, conditional quantiles are preferred. The simple method of constructing a Markov chain model by defining states and estimating the transition probability matrix is entered into these preferred methods.

Źródło:

Studia Ekonomiczne; 2018, 364; 153-166
2083-8611

Pojawia się w:

Studia Ekonomiczne

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 10.

Tytuł:

Analysis of Polish mutual funds performance: a Markovian approach

Autorzy:

Filip, Dariusz
Rogala, Tomasz

Powiązania:

https://bibliotekanauki.pl/articles/1363627.pdf

Data publikacji:

2021-03-03

Wydawca:

Główny Urząd Statystyczny

Tematy:

Markov chain
smart money effect
effectiveness
performance inertia

Opis:

The aim of this study is to determine whether mutual funds provide benefits for their clients. The performance of Polish mutual funds has been evaluated in terms of their efficiency, including their potential inertia over time. Moreover, the use of the phenomenon of economies of scale resulting from assets inflow to the fund by means of the Markovian framework has been examined. The results are consistent with the efficient market hypothesis. When assessing the market-adjusted returns, underperformance was noticed in both small and large funds. The smart money effect, recognised in the literature, is not confirmed here; however, there are some noticeable investor reactions, such as the phenomenon of chasing performance.

Źródło:

Statistics in Transition new series; 2021, 22, 1; 115-130
1234-7655

Pojawia się w:

Statistics in Transition new series

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 11.

Tytuł:

The application of Markov chain model to the description of Hungarian market processes

Autorzy:

Lipták, Katalin

Powiązania:

https://bibliotekanauki.pl/articles/639694.pdf

Data publikacji:

2011

Wydawca:

Uniwersytet Jagielloński. Wydawnictwo Uniwersytetu Jagiellońskiego

Tematy:

discrete-time Markov chain
transition probability
labor market processes

Opis:

Different methods can be selected from the statistical mathematical toolbar to describe labor market processes. The paper applies Markov model, a method rarely used in regard to labor market. This method is popular in several disciplines including regional economics to manage income inequalities, sociology, microeconomics and public health. The advantage of the model is that it illustrates well the mobility in each status making it easier to generate predictions. The paper examines NUTS3 level unemployment data in Hungary over the period 1992–2009 using Markov chain model.

Źródło:

Zarządzanie Publiczne; 2011, 4(16); 133-149
2084-3968

Pojawia się w:

Zarządzanie Publiczne

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 12.

Tytuł:

Testing the randomness of lithostratigraphic successions with the Markov Chain methods

Autorzy:

Doktor, M.
Krawczyk, A.
Mastej, W.

Powiązania:

https://bibliotekanauki.pl/articles/191918.pdf

Data publikacji:

2010

Wydawca:

Polskie Towarzystwo Geologiczne

Tematy:

Markov chain methods
Monte Carlo methods
coal-bearing successions

Opis:

The crucial role in the studies on layer successions in lithostratigraphic sections with the application of stochastic model of depositional processes represented by the Markov chain is played by correct estimation of the matrix of transition numbers between lithofacies expected in a random sequence. Methods known from the literature are iteration procedures, which do not ensure quick, general solution. Hence, we propose a universal method based upon the Monte Carlo simulation technique. This method enables the researcher to estimate precisely and reliably the expected matrix of facies transitions.

Źródło:

Annales Societatis Geologorum Poloniae; 2010, 80, No 2; 163-166
0208-9068

Pojawia się w:

Annales Societatis Geologorum Poloniae

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 13.

Tytuł:

Pairs of successes in Bernoulli trials and a new n-estimator for the binomial distribution

Autorzy:

Kühne, Wolfgang
Neumann, Peter
Stoyan, Dietrich
Stoyan, Helmut

Powiązania:

https://bibliotekanauki.pl/articles/1340510.pdf

Data publikacji:

1994

Wydawca:

Polska Akademia Nauk. Instytut Matematyczny PAN

Tematy:

n-estimator
simulation
silicon wafer
Markov chain
binomial distribution

Opis:

The problem of estimating the number, n, of trials, given a sequence of k independent success counts obtained by replicating the n-trial experiment is reconsidered in this paper. In contrast to existing methods it is assumed here that more information than usual is available: not only the numbers of successes are given but also the number of pairs of consecutive successes. This assumption is realistic in a class of problems of spatial statistics. There typically k = 1, in which case the classical estimators cannot be used. The quality of the new estimator is analysed and, for k > 1, compared with that of a classical n-estimator. The theoretical basis for this is the distribution of the number of success pairs in Bernoulli trials, which can be determined by an elementary Markov chain argument.

Źródło:

Applicationes Mathematicae; 1993-1995, 22, 3; 331-337
1233-7234

Pojawia się w:

Applicationes Mathematicae

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 14.

Tytuł:

Analysis of the change of qualitative states of transportation system operation

Autorzy:

Muślewski, Ł
Knopik, L.
Woropay, M.

Powiązania:

https://bibliotekanauki.pl/articles/247633.pdf

Data publikacji:

2014

Wydawca:

Instytut Techniczny Wojsk Lotniczych

Tematy:

transport
system operation quality
model
Markov chain
semi-Markov process
expected coast

Opis:

This paper deals with the problems connected with evaluation of a technical system and its being later used for decision making in order to provide complex technical systems with appropriate operation quality. The research object is a real municipal transportation system. The assessment quality of the systems operation is based on the changes of the systems features values. The features describe the operation of the systems operators, controlled technical objects and the environment influence. The assessment and the support the demand quality of the systems operation from the safety, efficiency, economic and reliability point of view is the basic factor of the executed exploitation process. The notion of a system operation quality has been defined, a scheme of an assessment model has been presented and a random process, providing the basis for evaluation of a technical system, has been developed. On the basis of carried out experimental tests there have been distinguished four states of a system operation quality reflecting intervals of values of grades that were characteristic for given time moments. A model of system operation qualitative state changes, based on Markov chain, has been considered in this paper. A system of equations has been determined for a distinguished Markov chain on the basis of which a mathematical model for assessment and control of selected types of transportation systems will be developed.

Źródło:

Journal of KONES; 2014, 21, 3; 251-257
1231-4005
2354-0133

Pojawia się w:

Journal of KONES

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 15.

Tytuł:

The use of Markov chains of kth row in computer management of transport in a supply chain

Autorzy:

Topolski, M.

Powiązania:

https://bibliotekanauki.pl/articles/393723.pdf

Data publikacji:

2017

Wydawca:

Polskie Stowarzyszenie Telematyki Transportu

Tematy:

supply chain
internal transport
Markov chain
łańcuch dostaw
transport wewnętrzny
łańcuch Markowa

Opis:

At present a supply chain poses quite a challenge. The paper presents one the methods supporting decision makers in a supply chain, namely a Markov chain of kth row. This theory constitutes an important part of the law of probability and it is also associated with soft calculation methods e.g. fuzzy sets. It may be applied in numerous fields e.g. physics, genetics, meteorology and technical disciplines. The Markov chain method may be used when assumptions about independence of events and random variables cannot be made. Thanks to this method social-economic phenomena may be predicted. These characteristics made the author attempt to create a model based on the Markov chains of kth row in a supply chain. The focus was on sales planning accounting for safety stocks planning and various characteristic of this supply chain.

Źródło:

Archives of Transport System Telematics; 2017, 10, 4; 47-51
1899-8208

Pojawia się w:

Archives of Transport System Telematics

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 16.

Tytuł:

Comparison of methods used for filling partially unobserved contingency tables

Autorzy:

Kot, Michał
Kamiński, Bogumił

Powiązania:

https://bibliotekanauki.pl/articles/2034044.pdf

Data publikacji:

2021-03-30

Wydawca:

Główny Urząd Statystyczny

Tematy:

contingency tables
Markov Chain Monte Carlo
Iterative Proportional Fitting Procedure

Opis:

In this article, we investigate contingency tables where the entries containing small counts are unknown for data privacy reasons. We propose and test two competitive methods for estimating the unknown entries: our modification of the Iterative Proportional Fitting Procedure (IPFP), and one of the Monte Carlo Markov Chain methods called Shake-and-Bake. We use simulation experiments to test these methods in terms of time complexity and the accuracy of searching the space of feasible solutions. To simplify the estimation procedure, we propose to pre-process partially unknown contingency tables with simple heuristics and dimensionality-reduction techniques to find and fill all trivial entries. Our results demonstrate that if the number of missing cells is not very large, the pre-processing is often enough to find fillings for the unknown values in contingency tables. In the cases where simple heuristics are insufficient, the Shake-and-Bake technique outperforms the modified IPFP in terms of time complexity and the accuracy of searching the space of feasible solutions.

Źródło:

Przegląd Statystyczny; 2021, 68, 4; 1-20
0033-2372

Pojawia się w:

Przegląd Statystyczny

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 17.

Tytuł:

Markov Model of Cyber Attack Life Cycle Triggered by Software Vulnerability

Autorzy:

Hoffmann, Romuald

Powiązania:

https://bibliotekanauki.pl/articles/1844613.pdf

Data publikacji:

2021

Wydawca:

Polska Akademia Nauk. Czytelnia Czasopism PAN

Tematy:

Markov model
cyber-attack
vulnerability
life cycle
homogenous Markov process
continuous time Markov chain

Opis:

Software vulnerability life cycles illustrate changes in detection processes of software vulnerabilities during using computer systems. Unfortunately, the detection can be made by cyber-adversaries and a discovered software vulnerability may be consequently exploited for their own purpose. The vulnerability may be exploited by cyber-criminals at any time while it is not patched. Cyber-attacks on organizations by exploring vulnerabilities are usually conducted through the processes divided into many stages. These cyber-attack processes in literature are called cyber-attack live cycles or cyber kill chains. The both type of cycles have their research reflection in literature but so far, they have been separately considered and modeled. This work addresses this deficiency by proposing a Markov model which combine a cyber-attack life cycle with an idea of software vulnerability life cycles. For modeling is applied homogeneous continuous time Markov chain theory.

Źródło:

International Journal of Electronics and Telecommunications; 2021, 67, 1; 35-41
2300-1933

Pojawia się w:

International Journal of Electronics and Telecommunications

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 18.

Tytuł:

Analytical Study of the Distance Change on IEEE 802.11ah Standard using Markov Chain Model

Autorzy:

Perdana, Doan
Sakhrul, Amirah Amaliah
Erfianto, Bayu
Marwan, Abdul Aziz

Powiązania:

https://bibliotekanauki.pl/articles/27311947.pdf

Data publikacji:

2023

Wydawca:

Polska Akademia Nauk. Czasopisma i Monografie PAN

Tematy:

Enhanced Distributed Channel Access
Markov Chain
802.11ah
RAW

Opis:

This research proposed a model of Enhanced Distributed Channel Access (EDCA) scheme which is one of the techniques used in reducing collision and usually prioritized due to its contention window to determine the impact of distance change on the IEEE 802.11 ah standard. The proposed model was analyzed using the Markov Chain approach to determine the effect of distance change on collisions levels while the numerical were simulated using MATLAB. Moreover, the Markov chain solution was used to evaluate parameters such as throughput, energy consumption, and delay. The results showed the increment in RAW slot duration and the distance change for each station can reduce the performance on the standard and the scenario when the RAW slot duration was changed by 50 ms performed better than 100 ms and 250 ms.

Źródło:

International Journal of Electronics and Telecommunications; 2023, 69, 4; 745--749
2300-1933

Pojawia się w:

International Journal of Electronics and Telecommunications

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 19.

Tytuł:

The probabilities of the transitions between the interlocking directorates’ states based on Markov chains

Autorzy:

Siudak, Dariusz

Powiązania:

https://bibliotekanauki.pl/articles/392833.pdf

Data publikacji:

2019

Wydawca:

Politechnika Śląska. Wydawnictwo Politechniki Śląskiej

Tematy:

network strategy
Markov Chain
probability of transition
estimated return time for Markov Chain
strategia sieciowa
Łańcuch Markowa
prawdopodobieństwo przejścia
szacowany czas zwrotu dla łańcucha Markowa

Opis:

The article analyzes the process of changes in the interlocking directorates network using Markov chains. The probabilities of company transitions between three specific states of networking, i.e. isolation, networking outside the largest component, and networking inside the largest component, were estimated. In addition, the average probabilities of transitions between states in the next 6 quarter periods, constant probabilities of transitions independent of the initial state of the process, and the expected time of return of the chain to individual states were estimated. Regardless of the initial state of networking of the enterprise, the highest probability was obtained for the process to be found in the state of connection with the largest component.

Źródło:

Organizacja i Zarządzanie : kwartalnik naukowy; 2019, 4; 103-120
1899-6116

Pojawia się w:

Organizacja i Zarządzanie : kwartalnik naukowy

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 20.

Tytuł:

Middle Miocene deposits in Carpathian Foredeep : facies analysis and implications for hydrocarbon reservoir prospecting

Autorzy:

Lis, P.
Wysocka, A.

Powiązania:

https://bibliotekanauki.pl/articles/191170.pdf

Data publikacji:

2012

Wydawca:

Polskie Towarzystwo Geologiczne

Tematy:

facies analysis
littoral
tidal
shoreface
neritic slope
turbidites
Markov chain analysis

Opis:

This sedimentological study was based on well cores from the Polish and Ukrainian parts of the Carpa- thian Foredeep. It revealed general heterogeneity of facies in the middle Miocene of the sedimentary succession in the basin. Fourteen sedimentary facies were distinguished and their origin was interpreted: massive, non-graded sandstones; normal-graded, massive sandstones, with and without a stratified uppermost part; hydroplastically deformed sandstones; planar-parallel-stratified sandstones; trough-cross-stratified sandstones; ripple-cross-lami- nated sandstones; heterolithic deposits, composed of thinly interlayered sandstone and mudstone; massive and laminated mudstones; and basal gypsum/anhydrite evaporites, often intercalated with mudstone. Four main modalities of vertical facies organization were recognized and attributed to the following environments: (1) the mid-late Badenian, shoal-water, evaporitic environment that preceded the latest Badenian–early Sarmatian, main phase of foredeep development; (2) a littoral, tidal environment of the inner parts of storm-influenced, coastal bays and tidal flats or possibly spit-sheltered lagoons; (3) a wave-dominated, littoral, sandy environment, considered to be shoreface, extended by waves, in front of advancing deltas; and (4) a neritic to subneritic, muddy, offshore slope, characterized by frequent incursions of tempestite and turbidite sand. The study contributed to a better understanding of the mid-Miocene depositional systems in the basin, with significant implications for ongoing hydrocarbon exploration. Interpretations of the origins of potential reservoir sandstones provided important information on their possible stratigraphic distribution in the basin fill. The potential, economic importance of stratigraphic hydrocarbon traps underscored the urgent need for a full-scale facies analysis and fully cored wells in strategic parts of the basin.

Źródło:

Annales Societatis Geologorum Poloniae; 2012, 82, 3; 239--253
0208-9068

Pojawia się w:

Annales Societatis Geologorum Poloniae

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 21.

Tytuł:

An Integrative Modelling Approach to Analyse Landscape Dynamics Through Intensity Analysis and Cellular Automata-Markov Chain Model

Autorzy:

Hasani, Mohammad
Salmanmahiny, Abdolrassoul
Tabrizi, Alireza Mikaeili

Powiązania:

https://bibliotekanauki.pl/articles/1019574.pdf

Data publikacji:

2020-06-30

Wydawca:

Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego

Tematy:

landscape dynamics
satellite imagery
Cellular Automata-Markov Chain
Intensity Analysis
Iran

Opis:

The goal of this study is offer a deep understanding of the landscape dynamics in the Gorgan Township, the Golestan Province, Iran. Landsat satellite imagery of two different time thresholds, i.e. the years 1992 and 2011, was acquired from the US Geological Survey database and the changes were quantified for the Gorgan area covering a 19-year time span. Furthermore, an integrated Cellular Automata-Markov Chain (CA-MC) model was applied to predict future changes up to the year 2030. We used the intensity analysis method to compare the historical dynamics of different land categories at multiple levels. The results indicated that during the 19 years, the built-up and forest areas increased by 2.33% and 0.27%, respectively, while agriculture and remnant vegetation decreased by 2.43% and 0.24%, respectively. The CA-MC model illustrated that in the following 19 years, the built-up areas could increase by 2.45%. An intensity analysis revealed that forest gains and losses were dormant while remnant vegetation gains and losses were active. The built-up area’s gains and water bodies’ losses were active and stationary during both time intervals. The transitions from water bodies and remnant vegetation to agriculture were regularly targeting and stationary, while the transition from forest to agriculture was regularly avoiding and stationary. Our findings also indicated a heavy systematic transition from agriculture to built-up areas. Regarding the increasing population growth and urbanisation in the region, the outcomes of this study can help make informed decisions for the management and protection of natural resources in the study area.

Źródło:

European Spatial Research and Policy; 2020, 27, 1; 243-261
1231-1952
1896-1525

Pojawia się w:

European Spatial Research and Policy

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 22.

Tytuł:

A Bayesian virtual metrology for quality inspection of mobile repeater systems

Autorzy:

Kim, S. D.
Kim, J. S.
Mun, B. M.
Bae, S. J.

Powiązania:

https://bibliotekanauki.pl/articles/406820.pdf

Data publikacji:

2016

Wydawca:

Polska Akademia Nauk. Czytelnia Czasopism PAN

Tematy:

Bayesian approach
regression
conjugate priors
ICS repeater
Markov chain Monte Carlo

Opis:

The technology of wideband code division multiple access (WCDMA) has been applied to band selective interference cancellation system (ICS) repeaters. To inspect the telecommunication quality of the systems, quality engineers must check the shape of the signals at the corresponding frequency band of the repeaters. However, measuring the signal quality is a repetitive manual task which requires much inspection time and high costs. In the case of small-sized samples, such as the example of an ICS repeater system, Bayesian approaches have been employed to improve the estimation accuracy by incorporating prior information on the parameters of the model in consideration. This research proposes a virtual method of quality inspection for products using a correlation structure of measurement data, mainly in a Bayesian regression framework. The Bayesian regression model derives prior information from historical measurement data to predict measurements of other frequency bandwidths by exploiting the correlation structure of each measurement data. Empirical results show the potential for reducing inspection costs and time by predicting the values of adjoining frequency bandwidths through measured data of a frequency bandwidth in the course of quality inspections of ICS repeater systems.

Źródło:

Management and Production Engineering Review; 2016, 7, 4; 48-53
2080-8208
2082-1344

Pojawia się w:

Management and Production Engineering Review

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 23.

Tytuł:

Wyznaczanie ryzyka łańcuchów markowa w planowaniu łańcucha dostaw. Cz. 2
Risk market chain market definition in the plain chain supply channel. Part 2

Autorzy:

Topolska, K.

Powiązania:

https://bibliotekanauki.pl/articles/314710.pdf

Data publikacji:

2017

Wydawca:

Instytut Naukowo-Wydawniczy "SPATIUM"

Tematy:

łańcuch dostaw
zarządzanie
model łańcuchów Markowa
supply chain
management
k-row Markov chain model

Opis:

W artykule omówiony został problem planowania ryzyka zarządzania łańcuchem dostaw z wykorzystaniem klasyfikatorów probabilistycznych z modelem łańcuchów Markowa k-tego rzędu. Artykuł jest kontynuacją pewnego toku metodologicznego w planowaniu dostaw. W pracy przedstawiono metodę wyznaczania ryzyka związanego ze złym oszacowaniem najlepszej ścieżki krytycznej wyznaczającej dobór odpowiednich ogniw łańcucha w tym dostawców i odbiorców zamówienia klienta.
The article discusses the problem of risk management planning for supply chain management using probabilistic classifiers with the Markov chain model k-th order. The article is a continuation of a methodological approach to supply planning. The paper presents a method of estimating the risk associated with poor estimation of the best critical path determining the selection of suitable chain links including suppliers and customers of a customer order.

Źródło:

Autobusy : technika, eksploatacja, systemy transportowe; 2017, 18, 6; 1585-1589, CD
1509-5878
2450-7725

Pojawia się w:

Autobusy : technika, eksploatacja, systemy transportowe

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 24.

Tytuł:

Zastosowanie łańcuchów markowa k-tego rzędu w zadaniu zarządzania łańcuchem dostaw. Cz. 1
Application of the K-Marks chain in the chain management task supply chap. Part 1

Autorzy:

Topolska, K.

Powiązania:

https://bibliotekanauki.pl/articles/313448.pdf

Data publikacji:

2017

Wydawca:

Instytut Naukowo-Wydawniczy "SPATIUM"

Tematy:

łańcuch dostaw
zarządzanie
model łańcuchów Markowa
supply chain
management
k-row Markov chain model

Opis:

W artykule omówiony został problem zarządzania łańcuchem dostaw z wykorzystaniem klasyfikatorów probabilistycznych z modelem łańcuchów Markowa k-tego rzędu. Oprócz wprowadzenia do zarządzania łańcuchem dostaw w ujęciu procesowym autor przedstawił autorski model wspomagających podejmowanie decyzji.
The article discusses the problem of supply chain management using probabilistic classifiers with the k-row Markov chain model. In addition to introducing supply chain management into the process, the author presented his own model of decision support.

Źródło:

Autobusy : technika, eksploatacja, systemy transportowe; 2017, 18, 6; 1579-1584, CD
1509-5878
2450-7725

Pojawia się w:

Autobusy : technika, eksploatacja, systemy transportowe

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 25.

Tytuł:

Metoda wyznaczania średniego czasu dojścia do stanu pochłaniającego jednorodnego łańcucha Markowa
A method to determine the average time to reach an absorbing state of a homogeneous Markov chain

Autorzy:

Kwiatkowski, W.

Powiązania:

https://bibliotekanauki.pl/articles/273282.pdf

Data publikacji:

2012

Wydawca:

Wojskowa Akademia Techniczna im. Jarosława Dąbrowskiego

Tematy:

łańcuch Markowa
łańcuch Markowa z dochodami
analiza niezawodności
analiza osiągalności
Markov chain
Markov chain with rewards
phased-mission models
time-based reliability analysis
time-based availability analysis

Opis:

Rozpatrywany jest jednorodny łańcuch Markowa o wielu stanach pochłaniających. Przedstawiona jest metoda wyznaczania średniego czasu dojścia do wybranego stanu pochłaniającego. Metoda oparta jest na rozszerzeniu zadanego łańcucha Markowa o nowe stany. Dla łańcucha rozszerzonego definiowana jest funkcja wypłat towarzysząca tranzycjom. Szczególne podejście do analitycznego rozwiązania problemu związane jest z zależnością wypłaty nie tylko od tranzycji, ale także od czasu. Rozpatrywane w artykule zadanie pojawia się przy projektowaniu interfejsów, protokołów, planowania etapowych przedsięwzięć o charakterze transportowym, produkcyjnym itp.
A homogeneous Markov chain with many absorbing states is considered. A method to obtain an average time to reach a selected absorbing state is presented. The method is based on an extension of the given Markov chain with new states. For the extended Markov chain a reward function associated with transitions is defined. A particular approach to the analytical solution of the problem is based on the dependence of rewards not only on transitions, but also on time. The task considered in this paper emerges during the design of interfaces, protocols, planning of staged transport or production projects etc.

Źródło:

Biuletyn Instytutu Automatyki i Robotyki; 2012, R. 18, nr 33, 33; 3-15
1427-3578

Pojawia się w:

Biuletyn Instytutu Automatyki i Robotyki

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 26.

Tytuł:

Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation
Bayesowska analiza modelu zmienności stochastycznej w optymalizacji portfela

Autorzy:

Pajor, Anna

Powiązania:

https://bibliotekanauki.pl/articles/907594.pdf

Data publikacji:

2005

Wydawca:

Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego

Tematy:

multivariate stochastic volatility model
Bayesian analysis
portfolio allocation
Markov chain Monte Carlo

Opis:

In this paper we present the multivariate stochastic volatility model based on the Cholesky decomposition. This model and the Bayesian approach is used to model bivariate daily financial time series and construct an optimal portfolio. We consider the hypothetical portfolios consisted of two currencies that were most important for the Polish economy: the US dollar and the German mark. In the optimization process we used the predictive distributions of future returns and the predictive covariance matrix obtained from the MSV model.
W artykule przedstawiono model zmienności stochastycznej, oparty na dekompozycji Choleskiego. Następnie model SV oraz podejście Bayesowskie zostało wykorzystane do modelowania zmienności dwuwymiarowych finansowych szeregów czasowych oraz budowy optymalnego portfela walutowego. Rozważono hipotetyczny portfel, w skład którego wchodzą złotówkowe kursy dwóch walut: dolara amerykańskiego i marki niemieckiej. W procesie optymalizacji portfela wykorzystano predyktywny rozkład stóp zwrotu oraz predyktywny rozkład macierzy warunkowych kowariancji, uzyskany w rozważanym modelu MSV za pomocą metod Monte Carlo (MCMC).

Źródło:

Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 192
0208-6018
2353-7663

Pojawia się w:

Acta Universitatis Lodziensis. Folia Oeconomica

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 27.

Tytuł:

Optimization synthesis of technological parameters during manufacturing of the parts

Autorzy:

Kusyi, Yaroslav
Stupnytskyy, Vadym
Onysko, Oleh
Dragašius, Egidijus
Baskutis, Saulius
Chatys, Rafal

Powiązania:

https://bibliotekanauki.pl/articles/2200927.pdf

Data publikacji:

2022

Wydawca:

Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN

Tematy:

reliability engineering
FMEA
FMECA
technological damage
technological graph of reliability
Markov chain

Opis:

Technological ensuring the reliability of machine parts is realized by failing to reach the limited state of the elements of the technological system: machine – clamping device – metal-cutting tool-part. A method of optimization synthesis of parameters of technological processes of manufacturing machine parts has been developed. Testing the developed methodology, it was found that the metal cutting tool is Meanwhile, research has shown that metal cutting machine has the least influence on the formation of detailed quality-adjustable parameters from all the the weakest element of the technological system in terms of reliability and has the greatest impact on the quality of machined parts. elements of the process media "machine – clamping device – cutting tool". Finally, a concrete example is provided to demonstrate the effectiveness of the proposed method. The proposed technique has been successfully tested for the manufacturing process of the reduction-gear housing.

Źródło:

Eksploatacja i Niezawodność; 2022, 24, 4; 655--667
1507-2711

Pojawia się w:

Eksploatacja i Niezawodność

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 28.

Tytuł:

An application of Markov chain analysis to studies on lithofacies sequences in the alluvial fans from the "Bełchatów" lignite deposit (Poland
Zastosowanie analizy łańcuchów Markowa do badań sekwencji litofacji w stożkach napływowych w złożu węgla brunatnego "Bełchatów"

Autorzy:

Mastej, W.

Powiązania:

https://bibliotekanauki.pl/articles/191575.pdf

Data publikacji:

2002

Wydawca:

Polskie Towarzystwo Geologiczne

Tematy:

Markov chain analysis
vertical lithofacies succession
Bełchatów lignite deposit
alluvial fans
lacustrine limestones

Opis:

The Markov chain analysis was used to study on lithofacies sequences in alluvial fans enclosed in the main seam of the "Bełchatów" lignite deposit. Quantitative approach supported the qualitative results of sedimentological analysis - the origin of muds, clays and coaly clays as well as the presence of a barrier (peat bog) between the fans and the lake with carbonate deposition. It was found that ephemeral lakes located on the fan surface were favourable sites for development of peat bogs. Similarly, the same lakes evolving into the peat bogs were favourable environments for expansion of sand lobes of the fans. It was discovered that cyclicity in sediment succession was disturbed by erosion. The new model of lacustrine limestone deposition was proposed for the northwestern part of lake which borders the fans from the northwest.

Źródło:

Annales Societatis Geologorum Poloniae; 2002, 72, No 3; 271-282
0208-9068

Pojawia się w:

Annales Societatis Geologorum Poloniae

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 29.

Tytuł:

Bayesian estimation and prediction based on Rayleigh record data with applications

Autorzy:

Awwad, Raed R. Abu
Bdair, Omar M.
Abufoudeh, Ghassan K.

Powiązania:

https://bibliotekanauki.pl/articles/1827533.pdf

Data publikacji:

2021-09-06

Wydawca:

Główny Urząd Statystyczny

Tematy:

Bayesian estimation and prediction
Rayleigh distribution
record values
Markov Chain Monte Carlo samples

Opis:

Based on a record sample from the Rayleigh model, we consider the problem of estimating the scale and location parameters of the model and predicting the future unobserved record data. Maximum likelihood and Bayesian approaches under different loss functions are used to estimate the model's parameters. The Gibbs sampler and Metropolis-Hastings methods are used within the Bayesian procedures to draw the Markov Chain Monte Carlo (MCMC) samples, used in turn to compute the Bayes estimator and the point predictors of the future record data. Monte Carlo simulations are performed to study the behaviour and to compare methods obtained in this way. Two examples of real data have been analyzed to illustrate the procedures developed here.

Źródło:

Statistics in Transition new series; 2021, 22, 3; 59-79
1234-7655

Pojawia się w:

Statistics in Transition new series

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 30.

Tytuł:

Historical and projected land-use / land cover changes of the Welmel River Watershed, Genale Dawa Basin, Ethiopia

Autorzy:

Ayalew, Solomon E.
Nigussie, Tewodros A.

Powiązania:

https://bibliotekanauki.pl/articles/27312636.pdf

Data publikacji:

2023

Wydawca:

Instytut Technologiczno-Przyrodniczy

Tematy:

CA-Markov chain model
change detection
land use/land cover
LULC
Welmel Watershed

Opis:

Human activities on land have grown significantly changing the entire landscape, while most of the changes have occurred in the tropics. The change has become a serious environmental concern at the local, regional and global scales. The intensity, speed, and degree of land use / land cover (LULC) changes are nowadays quicker compared to the past because of the development of society. Moreover, the rapid increase in population resulted in disturbing a large number of landscapes on the Earth. The main objective of this study was to detect historical (1990-2020) and predicted (2020-2050) LULC changes in the Welmel River Watershed, which is located in the Genale-Dawa Basin, South Eastern Ethiopia. The dataset of 1990, 2005, and 2020 was generated from Landsat 5, Landsat 7 and Landsat 8 respectively to determine the historical LULC map. The result of this study revealed that agriculture/ settlement increased by 6.85 km2 ∙y-1, while forestland declined by 9.16 km2 ∙y-1 over the last 31 years between 1990 and 2020. In the coming 31 years (by 2050), if the existing trend of the LULC change continues, agriculture/settlement land is expected to increase from 290.64 km2 in 2020 to 492.51 km 2 in 2050 at the rate of 6.73 km2 ∙y-1, while forestland is expected to shrink from 690.48 km2 in 2020 to 427.01 km2 in 2050 by a rate of 8.78 km2 ∙y-1.

Źródło:

Journal of Water and Land Development; 2023, 58; 89--98
1429-7426
2083-4535

Pojawia się w:

Journal of Water and Land Development

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 31.

Tytuł:

Near poverty – definition, factors, predictions
Sfera blisko ubóstwa – definicja, czynniki, prognozy

Autorzy:

Sączewska-Piotrowska, Anna

Powiązania:

https://bibliotekanauki.pl/articles/424841.pdf

Data publikacji:

2016

Wydawca:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Tematy:

near poverty
poverty transitions
the Markov chain model
Shorrocks' mobility index
logistic regression

Opis:

The aim of the paper was to analyse near poverty in Poland. The first specific aim was to analyse the transitions into and out of near poverty in Poland using the Markov transition matrix. Three poverty states were considered: poverty, near poverty (an income of between 100 and 125 per cent of the poverty threshold is assumed in the paper) and above near poverty. The analysis was conducted for Poland based on the balanced panel from 2009 to 2015, the framework of the “Social Diagnosis” project. The second specific aim was to determine the factors that increase and decrease the odds of being in near poverty using bi-nomial logistic regression.

Źródło:

Econometrics. Ekonometria. Advances in Applied Data Analytics; 2016, 4 (54); 82-94
1507-3866

Pojawia się w:

Econometrics. Ekonometria. Advances in Applied Data Analytics

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 32.

Tytuł:

Degrading systems availability analysis: analytical semi-Markov approach

Autorzy:

Kumar, Varun
Kumar, Girish
Singh, Rajesh Kumar
Soni, Umang

Powiązania:

https://bibliotekanauki.pl/articles/1841749.pdf

Data publikacji:

2021

Wydawca:

Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN

Tematy:

availability
perfect repair
opportunistic maintenance
embedded Markov chain
EMC
cumulative density function
CDF
semi-Markov process
SMP

Opis:

This paper deals with modeling and analysis of complex mechanical systems that deteriorate with age. As systems age, the questions on their availability and reliability start to surface. The system is believed to suffer from internal stochastic degradation mechanism that is described as a gradual and continuous process of performance deterioration. Therefore, it becomes difficult for maintenance engineer to model such system. Semi-Markov approach is proposed to analyze the degradation of complex mechanical systems. It involves constructing states corresponding to the system functionality status and constructing kernel matrix between the states. The construction of the transition matrix takes the failure rate and repair rate into account. Once the steady-state probability of the embedded Markov chain is computed, one can compute the steady-state solution and finally, the system availability. System models based on perfect repair without opportunistic and with opportunistic maintenance have been developed and the benefits of opportunistic maintenance are quantified in terms of increased system availability. The proposed methodology is demonstrated for a two-stage reciprocating air compressor with intercooler in between, system in series configuration.

Źródło:

Eksploatacja i Niezawodność; 2021, 23, 1; 195-208
1507-2711

Pojawia się w:

Eksploatacja i Niezawodność

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 33.

Tytuł:

Degrading systems availability analysis: analytical semi-Markov approach

Autorzy:

Kumar, Varun
Kumar, Girish
Singh, Rajesh Kumar
Soni, Umang

Powiązania:

https://bibliotekanauki.pl/articles/1841831.pdf

Data publikacji:

2021

Wydawca:

Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN

Tematy:

availability
perfect repair
opportunistic maintenance
Embedded Markov Chain (EMC)
Cumulative Density Function (CDF)
Semi-Markov Process (SMP)

Opis:

This paper deals with modeling and analysis of complex mechanical systems that deteriorate with age. As systems age, the questions on their availability and reliability start to surface. The system is believed to suffer from internal stochastic degradation mechanism that is described as a gradual and continuous process of performance deterioration. Therefore, it becomes difficult for maintenance engineer to model such system. Semi-Markov approach is proposed to analyze the degradation of complex mechanical systems. It involves constructing states corresponding to the system functionality status and constructing kernel matrix between the states. The construction of the transition matrix takes the failure rate and repair rate into account. Once the steady-state probability of the embedded Markov chain is computed, one can compute the steady-state solution and finally, the system availability. System models based on perfect repair without opportunistic and with opportunistic maintenance have been developed and the benefits of opportunistic maintenance are quantified in terms of increased system availability. The proposed methodology is demonstrated for a two-stage reciprocating air compressor with intercooler in between, system in series configuration.

Źródło:

Eksploatacja i Niezawodność; 2021, 23, 1; 195-208
1507-2711

Pojawia się w:

Eksploatacja i Niezawodność

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 34.

Tytuł:

Asymptotic guarantee of success for multi-agent memetic systems

Autorzy:

Byrski, A.
Schaefer, R.
Smołka, M.
Cotta, C.

Powiązania:

https://bibliotekanauki.pl/articles/201942.pdf

Data publikacji:

2013

Wydawca:

Polska Akademia Nauk. Czytelnia Czasopism PAN

Tematy:

computational multi-agent systems
asymptotic analysis
global optimization
parallel evolutionary algorithms
Markov chain modeling

Opis:

The paper introduces a stochastic model for a class of population-based global optimization meta-heuristics, that generalizes existing models in the following ways. First of all, an individual becomes an active software agent characterized by the constant genotype and the meme that may change during the optimization process. Second, the model embraces the asynchronous processing of agent’s actions. Third, we consider a vast variety of possible actions that include the conventional mixing operations (e.g. mutation, cloning, crossover) as well as migrations among demes and local optimization methods. Despite the fact that the model fits many popular algorithms and strategies (e.g. genetic algorithms with tournament selection) it is mainly devoted to study memetic algorithms. The model is composed of two parts: EMAS architecture (data structures and management strategies) allowing to define the space of states and the framework for stochastic agent actions and the stationary Markov chain described in terms of this architecture. The probability transition function has been obtained and the Markov kernels for sample actions have been computed. The obtained theoretical results are helpful for studying metaheuristics conforming to the EMAS architecture. The designed synchronization allows the safe, coarse-grained parallel implementation and its effective, sub-optimal scheduling in a distributed computer environment. The proved strong ergodicity of the finite state Markov chain results in the asymptotic stochastic guarantee of success, which in turn imposes the liveness of a studied metaheuristic. The Markov chain delivers the sampling measure at an arbitrary step of computations, which allows further asymptotic studies, e.g. on various kinds of the stochastic convergence.

Źródło:

Bulletin of the Polish Academy of Sciences. Technical Sciences; 2013, 61, 1; 257-278
0239-7528

Pojawia się w:

Bulletin of the Polish Academy of Sciences. Technical Sciences

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 35.

Tytuł:

Intelligent enterprise capital control based on Markov chain

Autorzy:

Andriushchenko, Kateryna
Liezina, Anastasiia
Lavruk, Vitalii
Sliusareva, Liudmyla
Rudevska, Viktoriia

Powiązania:

https://bibliotekanauki.pl/articles/2175198.pdf

Data publikacji:

2022

Wydawca:

Centrum Badań i Innowacji Pro-Akademia

Tematy:

Markov chain
intelligent control
stochastic modeling
investments
łańcuch Markowa
inteligentne sterowanie
modelowanie stochastyczne
inwestycje

Opis:

This scientific work is devoted to the processes of creating technologies, as well as the use of their mathematical representation in the form of models in the context of the formation and development of the intellectual capital of an enterprise. To select a goal, a vision was formed to prove or refute any possibility of using Markov's theory in practice, namely the creation of a stochastic model of the intellectual capital of an enterprise in monetary terms, which manifests itself in investments in intangible assets. As an initial model hypothesis, the statement is accepted that investments in the enterprise's intangible assets are a factor in the transformation of intellectual capital into the company's value. Based on the results of applying the stochastic Markov chain model, the potential profit of the company's intangible assets was estimated, the main elements of which were intellectual capital assets during the study. A matrix of transition probabilities has been formed and modeling of the limiting probabilities of the system states has been implemented. The necessary conditions and boundaries of the scope of the mathematical model are also determined. The mathematical method of modeling the company's intellectual capital proposed in the article allows determining the contribution of each of the structural components to the formation of the value of the enterprises intellectual capital, thereby making it possible to establish a current balance between all its elements, which contributes to a comprehensive study of the company's intellectual assets.

Źródło:

Acta Innovations; 2022, 45; 18--30
2300-5599

Pojawia się w:

Acta Innovations

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 36.

Tytuł:

Model oceny jakości łańcucha dostaw zarządzanego za pomocą łańcuchów markowa k-tego rzędu. Cz. 3
Model of quality assessment of the supply chain managed by branded K-TH chain. Part 3

Autorzy:

Topolska, K.

Powiązania:

https://bibliotekanauki.pl/articles/314906.pdf

Data publikacji:

2017

Wydawca:

Instytut Naukowo-Wydawniczy "SPATIUM"

Tematy:

jakość
łańcuch dostaw
zarządzanie
model łańcuchów Markowa
RFID
quality
supply chain
management
k-row Markov chain model

Opis:

W artykule omówiony został problem oceny jakości łańcucha dostaw. Aby dokonać tejże oceny autor proponuje zastosować system telemantyczny na bieżąco analizujący ruch w łańcuchu dostaw. System taki połączony z czytnikami RFID pozwoli na szybką identyfikację towarów ale i czasów dostaw. Zaprezentowano model systemów jakie są niezbędne przy dokonywaniu oceny łańcuchów dostaw.
The article discusses the issue of quality assessment of the supply chain. To make this assessment, the author proposes to use a telematic system to continuously analyze the movement in the supply chain. Such a system, combined with RFID readers, will allow for quick identification of goods and delivery times. The model of systems that are necessary for evaluating supply chains is presented.

Źródło:

Autobusy : technika, eksploatacja, systemy transportowe; 2017, 18, 6; 1590-1595, CD
1509-5878
2450-7725

Pojawia się w:

Autobusy : technika, eksploatacja, systemy transportowe

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 37.

Tytuł:

On some method for diagnosing convergence in MCMC setups via atoms and renewal sets

Autorzy:

Romaniuk, M.

Powiązania:

https://bibliotekanauki.pl/articles/970928.pdf

Data publikacji:

2007

Wydawca:

Polska Akademia Nauk. Instytut Badań Systemowych PAN

Tematy:

convergence diagnosis
Markov chain Monte Carlo methods
Markov property
atom
renewal set
renewal theory
automated diagnosis of simulations

Opis:

MCMC setups are among the best known methods for conducting computer simulations necessary in statistics, physics, biology, etc. However, to obtain appropriate solutions, additional convergence diagnosis must be applied for trajectory generated by Markov Chain. In the paper we present, the method for dealing with this problem, based on features of so called "secondary" chain (the chain with specially selected state space). The secondary chain is created from the initial chain by picking only some observations connected with atoms or renewal sets. The discussed method has some appealing properties, like high degree of diagnosis automation. Apart from theoretical lemmas, the example of application is also provided.

Źródło:

Control and Cybernetics; 2007, 36, 4; 985-1008
0324-8569

Pojawia się w:

Control and Cybernetics

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 38.

Tytuł:

Convergence diagnosis to stationary distribution in MCMC methods via atoms and renewal sets

Autorzy:

Romaniuk, M.

Powiązania:

https://bibliotekanauki.pl/articles/971005.pdf

Data publikacji:

2008

Wydawca:

Polska Akademia Nauk. Instytut Badań Systemowych PAN

Tematy:

convergence diagnosis
Markov chain Monte Carlo methods
Markov property
atom
renewal set
renewal theory
automated diagnosis of simulations

Opis:

MCMC setups are one of the best known methods for conducting computer simulations useful in such areas as statistics, physics, biology, etc. However, to obtain appropriate solutions, the additional convergence diagnosis must be applied for Markov Chain trajectory generated by the algorithm. We present the method for dealing with this problem based on features of so called "secondary" chain (the chain with specially selected state space). The secondary chain is created from the initial chain by picking only some observations connected with atoms or renewal sets. In this paper we focus on finding the moment when the simulated chain is close enough to the stationary distribution of the Markov chain. The discussed method has some appealing properties, like high degree of diagnosis automation. Apart from theoretical lemmas and a more heuristic approach, the examples of application are also provided.

Źródło:

Control and Cybernetics; 2008, 37, 1; 205-229
0324-8569

Pojawia się w:

Control and Cybernetics

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 39.

Tytuł:

Directed forests with application to algorithms related to Markov chains

Autorzy:

Pokarowski, Piotr

Powiązania:

https://bibliotekanauki.pl/articles/1338687.pdf

Data publikacji:

1999

Wydawca:

Polska Akademia Nauk. Instytut Matematyczny PAN

Tematy:

entrywise relative error
directed forest
Matrix Tree Theorem
directed graph
Simulated Annealing
Markov chains
Metropolis algorithm
direct methods for linear systems
nearly completely decomposable Markov chains
aggregation algorithms
nonhomogeneous Markov chains
Markov Chain Tree Theorem
Markov chain Monte Carlo algorithms
Gibbs sampler

Opis:

This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.

Źródło:

Applicationes Mathematicae; 1999, 26, 4; 395-414
1233-7234

Pojawia się w:

Applicationes Mathematicae

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 40.

Tytuł:

Using discrete Markov chains in prediction of health economics behaviour

Autorzy:

Bauer, W.
Wieczór, A.

Powiązania:

https://bibliotekanauki.pl/articles/94921.pdf

Data publikacji:

2017

Wydawca:

Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie

Tematy:

economic behavior
Primary Health Care
stochastic process modeling
Markov chain
Monte Carlo method
MCMC
PHC

Opis:

The aim of this article is show the concept of using of the Discrete Markov Chains to predict economic phenomena. This subject is important for two reasons. The first of them are models based on Markov chains use the statistical informations obtained during the investigation processes. Another important reason is the fact that this way of modeling is highly flexible and can be used to simulation of economic phenomenas. In this paper authors describe the idea of modeling and present the example of simply model of patient population of primary health care and show preliminary simulation results.

Źródło:

Information Systems in Management; 2017, 6, 4; 259-269
2084-5537
2544-1728

Pojawia się w:

Information Systems in Management

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 41.

Tytuł:

Analysis of lithofacies cyclicity in the Miocene Coal Complex of the Bełchatów lignite deposit, south-central Poland

Autorzy:

Mastej, W.
Bartuś, T.
Rydlewski, J.

Powiązania:

https://bibliotekanauki.pl/articles/94646.pdf

Data publikacji:

2015

Wydawca:

Uniwersytet im. Adama Mickiewicza w Poznaniu

Tematy:

Markov chain
method
cyclic sedimentation
vertical succession of lithofacies
łańcuchy Markowa
metoda
cykliczna sedymentacja
litofacja

Opis:

Markov chain analysis was applied to studies of cyclic sedimentation in the Coal Complex of the Bełchatów mining field (part of the Bełchatów lignite deposit). The majority of ambiguous results of statistical testing that were caused by weak, statistically undetectable advantage of either cyclicity over environmental barriers or vice versa, could be explained if only the above-mentioned advantages appeared in the neighbourhood. Therefore, in order to enhance the credibility of statistical tests, a new approach is proposed here in that matrices of observed transition numbers from different boreholes should be added to increase statistical reliability if they originated in a homogeneous area. A second new approach, which consists of revealing statistically undetectable cyclicity of lithofacies alternations, is proposed as well. All data were derived from the mining data base in which differentiation between lithology and sedimentary environments was rather weak. For this reason, the methodological proposals are much more important than details of the sedimentation model in the present paper. Nevertheless, they did reveal some interesting phenomena which may prove important in the reconstruction of peat/lignite environmental conditions. First of all, the presence of cyclicity in the sedimentation model, i.e., cyclic alternation of channel and overbank deposits, represents a fluvial environment. It was also confirmed that the lacustrine subenvironment was cut off from a supply of clastic material by various types of mire barriers. Additionally, our analysis revealed new facts: (i) these barriers also existed between lakes in which either carbonate or clay sedimentation predominated; (ii) there was no barrier between rivers and lakes in which clay sedimentation predominated; (iii) barriers were less efficient in alluvial fan areas but were perfectly tight in regions of phytogenic or carbonate sedimentation; (iv) groundwater, rather than surface flow, was the main source of CaCO3 in lakes in which carbonate sedimentation predominated; (v) a lack of cyclic alternation between abandoned channels and pools with clayey sedimentation; (vi) strong evidence for autocyclic alternation of phytogenic subenvironments and lakes in which carbonate sedimentation predominated was found in almost all areas studied.

Źródło:

Geologos; 2015, 21, 4; 285-302
1426-8981
2080-6574

Pojawia się w:

Geologos

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 42.

Tytuł:

Primenenie verojatnostnogo analiza dlja ocenki riska travmirovanija mekhanizatorov agropromyshlennosti
Application for evaluation probabilistic analysis of risk of injury to machine operators agro-industrial complex

Autorzy:

Gnatjuk, O.
Pokuktnyjj, A.
Bil'ko, T.

Powiązania:

https://bibliotekanauki.pl/articles/77197.pdf

Data publikacji:

2014

Wydawca:

Komisja Motoryzacji i Energetyki Rolnictwa

Tematy:

machine operator
agro-industrial complex
dangerous situation
collision
combustion engine
continuous Markov chain
risk assessment

Źródło:

Motrol. Motoryzacja i Energetyka Rolnictwa; 2014, 16, 3
1730-8658

Pojawia się w:

Motrol. Motoryzacja i Energetyka Rolnictwa

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 43.

Tytuł:

Triple-goal Estimation of Unemployment Rates for U.S. States Using the U.S. Current Population Survey Data

Autorzy:

Bonnéry, Daniel
Cheng, Yang
Ha, Neung Soo
Lahiri, Partha

Powiązania:

https://bibliotekanauki.pl/articles/465991.pdf

Data publikacji:

2015

Wydawca:

Główny Urząd Statystyczny

Tematy:

complex survey data
empirical distribution function
Monte Carlo Markov Chain
rank
risk
small area estimation

Opis:

In this paper, we first develop a triple-goal small area estimation methodology for simultaneous estimation of unemployment rates for U.S. states using the Current Population Survey (CPS) data and a two-level random sampling variance normal model. The main goal of this paper is to illustrate the utility of the triple-goal methodology in generating a single series of unemployment rate estimates for three separate purposes: developing estimates for individual small area means, producing empirical distribution function (EDF) of true small area means, and the ranking of the small areas by true small area means. We achieve our goal using a Monte Carlo simulation experiment and a real data analysis.

Źródło:

Statistics in Transition new series; 2015, 16, 4; 511-522
1234-7655

Pojawia się w:

Statistics in Transition new series

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 44.

Tytuł:

Multiparameter approximation model of temperature conditions of marine diiesel generator sets, based on Markov chain Monte Carlo

Autorzy:

Myrhorod, V.
Hvozdeva, I.
Budashko, V.

Powiązania:

https://bibliotekanauki.pl/articles/24201416.pdf

Data publikacji:

2022

Wydawca:

Uniwersytet Morski w Gdyni. Wydział Nawigacyjny

Tematy:

marine diesel engine
Markov chain Monte Carlo
temperature condition
multi-parameter approximation model
marine diesel generator
markov model
diagnostics
technical diagnostics

Opis:

In the article we propose a multi-parameter approximation model, based on Markov chain Monte Carlo, which describes the relationship between the temperature regime, operating conditions and electromechanical parameters of marine diesel generator sets. The approximation model is constructed on the basis of the analysis of experimental data of the exhaust gases temperature of marine diesel generator sets in their long-term operation. As a statistical model of random processes of temperature deviations from the approximation model, a Markov process model is proposed that takes into account the possible correlation of the initial data. Since the measuring channels of modern diagnostic systems are digital, due to discretization in time and level, the studied processes form a Markov chain, which makes it possible to establish the important features of such processes. The use of approximation models ensures the stationarity conditions and the correctness of the proposed Markov model in the conditions of multi-mode operation of marine diesel generator sets. The proposed multi-parameter approximation model, based on Markov chain Monte Carlo, allows you to take into account random perturbations that lead to a random change in the output coordinates of the diagnostic object. The proposed improvement of the model makes it possible to ensure its adequacy to real processes of changing the parameters of the temperature regimes of marine diesel generator sets. The proposed multi-parameter approximation model, based on Markov chain Monte Carlo, can be used in the systems of technical diagnostics of marine diesel generator sets in order to increase the reliability of diagnostic conclusions.

Źródło:

TransNav : International Journal on Marine Navigation and Safety of Sea Transportation; 2022, 16, 4; 779--784
2083-6473
2083-6481

Pojawia się w:

TransNav : International Journal on Marine Navigation and Safety of Sea Transportation

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 45.

Tytuł:

On the central limit theorem for some birth and death processes

Autorzy:

Chojecki, Tymoteusz

Powiązania:

https://bibliotekanauki.pl/articles/747125.pdf

Data publikacji:

2011

Wydawca:

Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej

Tematy:

Central limit theorem
Markov chain
Lamperti’s problem
birth and death processes
Kipnis-Varadhan theory
spectral gap

Opis:

Suppose that \(\{Xn: n \geq 0\}\) is a stationary Markov chain and \(V\) is a certain function on a phase space of the chain, called an observable. We say that the observable satisfies the central limit theorem (CLT) if \(Y_n :=N^{-1/2}\sum_{n=0}^N V (X_n)\) converge in law to a normal random variable, as \(N \to+\infty\). For a stationary Markov chain with the \(L^2\) spectral gap the theorem holds for all \(V\) such that \(V (X_0)\) is centered and square integrable, see Gordin [7]. The purpose of this article is to characterize a family of observables \(V\) for which the CLT holds for a class of birth and death chains whose dynamics has no spectral gap, so that Gordin’s result cannot be used and the result follows from an application of Kipnis-Varadhan theory.

Źródło:

Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica; 2011, 65, 1
0365-1029
2083-7402

Pojawia się w:

Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 46.

Tytuł:

Discrete-time Markovian jump linear systems

Autorzy:

Szajowski, K.
Koning, W.

Powiązania:

https://bibliotekanauki.pl/articles/205971.pdf

Data publikacji:

1998

Wydawca:

Polska Akademia Nauk. Instytut Badań Systemowych PAN

Tematy:

proces Markowa
sterowanie optymalne
układ optymalny liniowy
delayed observation
detectability
jump linear systems
Markov chain
optimal control
stabilizability

Opis:

The paper considers a problem of optimal control of a linear system with the parameters dependent on the states of a Markov chain. The cost criterion is quadratic in the controls and states of the system. The criterion parameters also depend on the states of the Markov chain. Two models of observation of the Markov chain are adopted - delay for one step and no delay. It is shown that under appopriate mean square detectability and stabilizability conditions the infinite horizon optimal control problem for the general case of Markovian jump linear quadratic systems has a unigue mean square stabilizing solution. Necessary and sufficient conditions are given to determine if a system is mean square stabilizable.

Źródło:

Control and Cybernetics; 1998, 27, 1; 63-80
0324-8569

Pojawia się w:

Control and Cybernetics

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 47.

Tytuł:

Biased versus unbiased randomness in homo-polymers and copolymers of amino acids in the prebiotic world

Autorzy:

Mosqueira, Fernando
Negron, Alicia
Ramos, Sergio
Polanco, Carlos

Powiązania:

https://bibliotekanauki.pl/articles/1039646.pdf

Data publikacji:

2012

Wydawca:

Polskie Towarzystwo Biochemiczne

Tematy:

polarity of amino acids
homo-peptides
prebiotic co-polypeptides
lysine
Markov chain
prebiotic homo polymerization of amino acids

Opis:

The polymerization of amino acids under anhydrous prebiotic conditions was first studied several decades ago. Here we use a stochastic model stressing the relevant role of the polarity of amino acids in the formation of oligopeptides in a prebiotic milieu. Our goal is to outline the predominance of co-polypeptides over homo-polypeptides, resulting not only from the randomness, but also from polarity properties of amino acids. Our results conclude that there was a higher probability of the formation of co-polypeptides than of homo-polymers. Besides, we may hypothesize that the former would have a more ample spectrum of possible chemical functions than homo-polypeptides.

Źródło:

Acta Biochimica Polonica; 2012, 59, 4; 543-547
0001-527X

Pojawia się w:

Acta Biochimica Polonica

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 48.

Tytuł:

The Markov Process as a Model of Migration Based on the Example of the Movement of Banknotes
Proces Markowa jako model migracji na przykładzie przemieszczania się banknotów

Autorzy:

Manikowski, Arkadiusz

Powiązania:

https://bibliotekanauki.pl/articles/20874814.pdf

Data publikacji:

2021-12-21

Wydawca:

Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania

Tematy:

migration of people
migration of banknotes
Markov chain
gravity model
migracja ludności
migracja banknotów
łańcuch Markowa
model grawitacyjny

Opis:

This paper presents a way of using the Markov chain model for the analysis of migration based on the example of banknote migration between regions in Poland. We have presented the application of the methodology for estimating one-step transition probabilities for the Markov chain based on macro-data gathered during the project conducted in the National Bank of Poland (NBP) in the period of December 2015–2018. We have shown the usefulness of state-aggregated Markov chain not only as a model of banknote migration but as migration in general. The banknotes are considered here as goods, so their migration is strictly related to, inter alia, the movement of people (commuting to work, business trips, etc.).Thus, the gravity-like properties of cash migration pointed to the gravity model as one of the most pervasive empirical models in regional science. Transition probability of the Markov chain expressing the attractive force between regions allows for estimating the gravity model for the identification of relevant reasons of note and, consequently, people migration.
W artykule przedstawiono sposób wykorzystania łańcucha Markowa do analizy migracji na przykładzie przemieszcza się banknotów między regionami w Polsce. Przedstawiono zastosowanie metodyki szacowania prawdopodobieństw przejścia dla łańcucha Markowa na podstawie makrodanych zebranych w ramach projektu realizowanego w NBP w okresie od grudnia 2015 do końca 2018 roku. Wykazano przydatność zagregowanego w stanach łańcucha Markowa nie tylko jako modelu migracji banknotów, lecz także jako modelu migracji w ogóle. Banknoty traktowane są tu jako towary, więc ich migracja jest ściśle związana m.in. z przemieszczaniem się ludzi (dojazdy do pracy, podróże służbowe itp.). Tak więc tzw. grawitacyjne właściwości migracji gotówki wskazały na model grawitacyjny Reilly’ego jako jeden z najbardziej rozpowszechnionych modeli empirycznych stosowanych w analizach regionalnych. Prawdopodobieństwa przejść łańcucha Markowa wyrażających siłę przyciągania między regionami pozwoliło na oszacowanie modelu grawitacyjnego w celu zidentyfikowania istotnych przyczyn migracji banknotów jak i ludności.

Źródło:

Studia i Materiały; 2021, 2(35); 76-92
1733-9758

Pojawia się w:

Studia i Materiały

Dostawca treści:

Biblioteka Nauki

/5

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Skocz do pozycji: 49.

Tytuł:

Dynamic system with random structure for modeling security and risk management in cyberspace

Autorzy:

Dzhalladova, Irada
Ruzickova, Miroslava

Powiązania:

https://bibliotekanauki.pl/articles/952816.pdf

Data publikacji:

2019

Wydawca:

Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH

Tematy:

semi-Markov chain
random transformation of solutions the Lyapunov function
instability
systems of difference equations
jumps of solutions
cybersecurity

Opis:

We deal with the investigation of L2-stability of the trivial solution to the system of difference equations with coefficients depending on a semi-Markov chain. In our considerations, random transformations of solutions are assumed. Necessary and sufficient conditions for L2-stability of the trivial solution to such systems are obtained. A method is proposed for constructing Lyapunov functions and the conditions for its existence are justified. The dynamic system and methods discussed in the paper are very well suited for use as models for protecting information in cyberspace.

Źródło:

Opuscula Mathematica; 2019, 39, 1; 23-37
1232-9274
2300-6919

Pojawia się w:

Opuscula Mathematica

Dostawca treści:

Biblioteka Nauki

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Skocz do pozycji: 50.

Tytuł:

Average convergence rate of the first return time

Autorzy:

Choe, Geon
Kim, Dong

Powiązania:

https://bibliotekanauki.pl/articles/965737.pdf

Data publikacji:

2000

Wydawca:

Polska Akademia Nauk. Instytut Matematyczny PAN

Tematy:

entropy
the first return time
period of an irreducible matrix
Wyner-Ziv-Ornstein-Weiss theorem
data compression
Markov chain

Opis:

The convergence rate of the expectation of the logarithm of the first return time $R_{n}$, after being properly normalized, is investigated for ergodic Markov chains. I. Kontoyiannis showed that for any β > 0 we have $log[R_{n}(x)P_{n}(x)] =o(n^{β})$ a.s. for aperiodic cases and A. J. Wyner proved that for any ε >0 we have $-(1 + ε)log n ≤ log[R_{n}(x)P_{n}(x)] ≤ loglog n$ eventually, a.s., where $P_{n}(x)$ is the probability of the initial n-block in x. In this paper we prove that $ E[log R_{(L,S)} - (L-1)h]$ converges to a constant depending only on the process where $R_{(L,S)}$ is the modified first return time with block length L and gap size S. In the last section a formula is proposed for measuring entropy sharply; it may detect periodicity of the process.

Źródło:

Colloquium Mathematicum; 2000, 84/85, 1; 159-171
0010-1354

Pojawia się w:

Colloquium Mathematicum

Dostawca treści:

Biblioteka Nauki

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