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Some results about randomized binary Markov chains: Theory, computing and applications

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Some results about randomized binary Markov chains: Theory, computing and applications

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Cortés, J.; Navarro-Quiles, A.; Romero, J.; Roselló, M. (2020). Some results about randomized binary Markov chains: Theory, computing and applications. International Journal of Computer Mathematics. 97(1-2):141-156. https://doi.org/10.1080/00207160.2018.1440290

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Título: Some results about randomized binary Markov chains: Theory, computing and applications
Autor: Cortés, J.-C. Navarro-Quiles, A. Romero, José-Vicente Roselló, María-Dolores
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
[EN] This paper is addressed to give a generalization of the classical Markov methodology allowing the treatment of the entries of the transition matrix and initial condition as random variables instead of deterministic ...[+]
Palabras clave: Randomized binary Markov chain , Random variable transformation technique , First probability density function , Statistical moments , Mathematical modelling
Derechos de uso: Reserva de todos los derechos
Fuente:
International Journal of Computer Mathematics. (issn: 0020-7160 )
DOI: 10.1080/00207160.2018.1440290
Editorial:
Taylor & Francis
Versión del editor: https://doi.org/10.1080/00207160.2018.1440290
Código del Proyecto:
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2017-89664-P/ES/PROBLEMAS DINAMICOS CON INCERTIDUMBRE SIMULABLE: MODELIZACION MATEMATICA, ANALISIS, COMPUTACION Y APLICACIONES/
Agradecimientos:
This work has been partially supported by the Ministerio de Economía y Competitividad [grant MTM2017-89664-P]. Ana Navarro Quiles acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigación y ...[+]
Tipo: Artículo

References

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Behrends, E. (2000). Introduction to Markov Chains. Advanced Lectures in Mathematics. doi:10.1007/978-3-322-90157-6

Casabán, M.-C., Cortés, J.-C., Romero, J.-V., & Roselló, M.-D. (2014). Determining the First Probability Density Function of Linear Random Initial Value Problems by the Random Variable Transformation (RVT) Technique: A Comprehensive Study. Abstract and Applied Analysis, 2014, 1-25. doi:10.1155/2014/248512

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