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Journal articles on the topic 'Processus Markovien'

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Published: 4 June 2021

Last updated: 6 February 2022

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1

ROUX, D. "Analyse multi-échelle d'un processus gaussien markovien au voisinage d'une singularité." Annales de l'Institut Henri Poincare (B) Probability and Statistics 33, no. 3 (1997): 295–322. http://dx.doi.org/10.1016/s0246-0203(97)80093-3.

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2

Bibi, Abdelouahab, та Abdelhakim Aknouche. "Stationnarité et β-mélange des processus bilinéaires généraux à changement de régime markovien". Comptes Rendus Mathematique 348, № 3-4 (2010): 185–88. http://dx.doi.org/10.1016/j.crma.2009.12.015.

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3

Cherfaoui, Mouloud, Mohamed Boualem, Djamil Aïssani, and Smail Adjabi. "Choix du paramètre de lissage dans l'estimation à noyau d'une matrice de transition d'un processus semi-markovien." Comptes Rendus Mathematique 353, no. 3 (2015): 273–77. http://dx.doi.org/10.1016/j.crma.2014.09.030.

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4

Krzysztofowicz, Roman. "Markovian Forecast Processes." Journal of the American Statistical Association 82, no. 397 (1987): 31–37. http://dx.doi.org/10.1080/01621459.1987.10478387.

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5

Florens, J. P., M. Mouchart, and J. M. Rolin. "Noncausality and Marginalization of Markov Processes." Econometric Theory 9, no. 2 (1993): 241–62. http://dx.doi.org/10.1017/s0266466600007520.

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In this paper it is shown that a subprocess of a Markov process is markovian if a suitable condition of noncausality is satisfied. Furthermore, a markovian condition is shown to be a natural condition when analyzing the role of the horizon (finite or infinite) in the property of noncausality. We also give further conditions implying that a process is both jointly and marginally markovian only if there is both finite and infinite noncausality and that a process verifies both finite and infinite noncausality only if it is markovian. Counterexamples are also given to illustrate the cases where th

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6

Figueroa-Romero, Pedro, Kavan Modi, and Felix A. Pollock. "Almost Markovian processes from closed dynamics." Quantum 3 (April 30, 2019): 136. http://dx.doi.org/10.22331/q-2019-04-30-136.

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It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should be the norm, the ubiquity of Markovian processes is undeniable. Here, without resorting to the Born-Markov assumption of weak coupling or making any approximations, we formally prove that processes are close to Markovian ones, when the subsystem is sufficiently small compared to the remainder of the composite, with a probability that tends to unity exponentia

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7

Jakubowski, J., and A. Pytel. "The Markov consistency of Archimedean survival processes." Journal of Applied Probability 53, no. 2 (2016): 392–409. http://dx.doi.org/10.1017/jpr.2016.8.

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Abstract In this paper we connect Archimedean survival processes (ASPs) with the theory of Markov copulas. ASPs were introduced by Hoyle and Mengütürk (2013) to model the realized variance of two assets. We present some new properties of ASPs related to their dependency structure. We study weak and strong Markovian consistency properties of ASPs. An ASP is weak Markovian consistent, but generally not strong Markovian consistent. Our results contain necessary and sufficient conditions for an ASP to be strong Markovian consistent. These properties are closely related to the concept of Markov cop

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8

Bertoin, Jean. "Markovian growth-fragmentation processes." Bernoulli 23, no. 2 (2017): 1082–101. http://dx.doi.org/10.3150/15-bej770.

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9

Fazeli, S. M., A. H. Shirazi, and G. R. Jafari. "Probing rough surfaces: Markovian versus non-Markovian processes." New Journal of Physics 10, no. 8 (2008): 083020. http://dx.doi.org/10.1088/1367-2630/10/8/083020.

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10

Asmussen, Søren, and Ger Koole. "Marked point processes as limits of Markovian arrival streams." Journal of Applied Probability 30, no. 2 (1993): 365–72. http://dx.doi.org/10.2307/3214845.

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A Markovian arrival stream is a marked point process generated by the state transitions of a given Markovian environmental process and Poisson arrival rates depending on the environment. It is shown that to a given marked point process there is a sequence of such Markovian arrival streams with the property that as m →∞. Various related corollaries (involving stationarity, convergence of moments and ergodicity) and counterexamples are discussed as well.

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11

Asmussen, Søren, and Ger Koole. "Marked point processes as limits of Markovian arrival streams." Journal of Applied Probability 30, no. 02 (1993): 365–72. http://dx.doi.org/10.1017/s0021900200117371.

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A Markovian arrival stream is a marked point process generated by the state transitions of a given Markovian environmental process and Poisson arrival rates depending on the environment. It is shown that to a given marked point process there is a sequence of such Markovian arrival streams with the property that as m →∞. Various related corollaries (involving stationarity, convergence of moments and ergodicity) and counterexamples are discussed as well.

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12

HU, MINGHUI, and HUIHE SHAO. "STOCHASTIC RESONANCE OF NON-MARKOVIAN RENEWAL PROCESSES." Modern Physics Letters B 22, no. 02 (2008): 147–54. http://dx.doi.org/10.1142/s0217984908014638.

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The work discusses a response to the alternating external field of a stochastic resonance (SR) within the framework of the three-state system non-Markovian renewal processes. In the present paper, we provide an alternative description of the situation within the framework of a generalized master Markovian equation.

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13

Çömez, Doğan. "Differentiation of Multiparameter Superadditive Processes." Canadian Journal of Mathematics 37, no. 3 (1985): 385–404. http://dx.doi.org/10.4153/cjm-1985-023-6.

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In this article our purpose is to prove a differentiation theorem for multiparameter processes which are strongly superadditive with respect to a strongly continuous semigroup of positive L1 contractions (see Section 1 for definitions).Recently, the differentiation theorem for superadditive processes with respect to a one-parameter semigroup of positive L1-contractions has been proved by D. Feyel [9]. Another proof is given by M. A. Akçoğlu [1]. R. Emilion and B. Hachem [7] also proved the same theorem, but with an extra assumption on the process (see also [1]). The proof of this theorem for s

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14

Wang, Zhong-Xiao, Teng Ma, Shu-Hao Wang, Tie-Jun Wang, and Chuan Wang. "Dynamics of coherence under Markovian and non-Markovian environments." Modern Physics Letters B 31, no. 35 (2017): 1750329. http://dx.doi.org/10.1142/s0217984917503298.

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The behavior of quantum coherence is studied under Markovian and non-Markovian dynamics for open quantum systems. For single qubit systems, we show that the coherence depending on the off-diagonal elements of the density matrix is the upper bound of the coherence depending on the relative entropy under both Markovian and non-Markovian processes. For two-qubit systems, in both Markovian and non-Markovian processes, quantum discord and coherence show less sensitivity to the initial state than quantum entanglement. We also find that the quantum discord has similar behaviors with coherence under b

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15

Jose, Robin, Chikashi Arita, and Ludger Santen. "Bidirectional non-Markovian exclusion processes." Journal of Statistical Mechanics: Theory and Experiment 2020, no. 3 (2020): 033207. http://dx.doi.org/10.1088/1742-5468/ab7752.

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16

Arnold, Barry C. "Logistic processes involving markovian minimization." Communications in Statistics - Theory and Methods 22, no. 6 (1993): 1699–707. http://dx.doi.org/10.1080/03610929308831111.

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17

Faigle, Ulrich, and Michel Grabisch. "Values for Markovian coalition processes." Economic Theory 51, no. 3 (2011): 505–38. http://dx.doi.org/10.1007/s00199-011-0617-7.

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18

Kotlyar, V. Yu, and A. N. Nakonechnyi. "Renewal processes with Markovian increments." Cybernetics 25, no. 2 (1989): 250–58. http://dx.doi.org/10.1007/bf01070134.

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19

Mura, I., D. Prandi, C. Priami, and A. Romanel. "Exploiting non-Markovian Bio-Processes." Electronic Notes in Theoretical Computer Science 253, no. 3 (2009): 83–98. http://dx.doi.org/10.1016/j.entcs.2009.10.007.

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20

Giarmatzi, Christina, and Fabio Costa. "Witnessing quantum memory in non-Markovian processes." Quantum 5 (April 26, 2021): 440. http://dx.doi.org/10.22331/q-2021-04-26-440.

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We present a method to detect quantum memory in a non-Markovian process. We call a process Markovian when the environment does not provide a memory that retains correlations across different system-environment interactions. We define two types of non-Markovian processes, depending on the required memory being classical or quantum. We formalise this distinction using the process matrix formalism, through which a process is represented as a multipartite state. Within this formalism, a test for entanglement in a state can be mapped to a test for quantum memory in the corresponding process. This a

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21

Lewis, Peter A. W., and Ed McKenzie. "Minification processes and their transformations." Journal of Applied Probability 28, no. 1 (1991): 45–57. http://dx.doi.org/10.2307/3214739.

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It is shown that the stationary, autoregressive, Markovian minification processes introduced by Tavares and Sim can be extended to give processes with marginal distributions other than the exponential and Weibull distributions. Necessary and sufficient conditions on the hazard rate of the marginal distributions are given for a minification process to exist. Results are given for the derivation of the autocorrelation function; these correct the expression for the Weibull given by Sim. Monotonic transformations of the minification processes are also discussed and generate a whole new class of au

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22

Lewis, Peter A. W., and Ed McKenzie. "Minification processes and their transformations." Journal of Applied Probability 28, no. 01 (1991): 45–57. http://dx.doi.org/10.1017/s0021900200039413.

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It is shown that the stationary, autoregressive, Markovian minification processes introduced by Tavares and Sim can be extended to give processes with marginal distributions other than the exponential and Weibull distributions. Necessary and sufficient conditions on the hazard rate of the marginal distributions are given for a minification process to exist. Results are given for the derivation of the autocorrelation function; these correct the expression for the Weibull given by Sim. Monotonic transformations of the minification processes are also discussed and generate a whole new class of au

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23

Cui, Lirong, Alan Hawkes, and He Yi. "An elementary derivation of moments of Hawkes processes." Advances in Applied Probability 52, no. 1 (2020): 102–37. http://dx.doi.org/10.1017/apr.2019.53.

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AbstractHawkes processes have been widely used in many areas, but their probability properties can be quite difficult. In this paper an elementary approach is presented to obtain moments of Hawkes processes and/or the intensity of a number of marked Hawkes processes, in which the detailed outline is given step by step; it works not only for all Markovian Hawkes processes but also for some non-Markovian Hawkes processes. The approach is simpler and more convenient than usual methods such as the Dynkin formula and martingale methods. The method is applied to one-dimensional Hawkes processes and

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24

ACCARDI, LUIGI, and ANILESH MOHARI. "TIME REFLECTED MARKOV PROCESSES." Infinite Dimensional Analysis, Quantum Probability and Related Topics 02, no. 03 (1999): 397–425. http://dx.doi.org/10.1142/s0219025799000230.

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A classical stochastic process which is Markovian for its past filtration is also Markovian for its future filtration. We show with a counterexample based on quantum liftings of a finite state classical Markov chain that this property cannot hold in the category of expected Markov processes. Using a duality theory for von Neumann algebras with weights, developed by Petz on the basis of previous results by Groh and Kümmerer, we show that a quantum version of this symmetry can be established in the category of weak Markov processes in the sense of Bhat and Parthasarathy. Here time reversal is im

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25

Majeed, Sultan Javed, and Marcus Hutter. "Performance Guarantees for Homomorphisms beyond Markov Decision Processes." Proceedings of the AAAI Conference on Artificial Intelligence 33 (July 17, 2019): 7659–66. http://dx.doi.org/10.1609/aaai.v33i01.33017659.

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Most real-world problems have huge state and/or action spaces. Therefore, a naive application of existing tabular solution methods is not tractable on such problems. Nonetheless, these solution methods are quite useful if an agent has access to a relatively small state-action space homomorphism of the true environment and near-optimal performance is guaranteed by the map. A plethora of research is focused on the case when the homomorphism is a Markovian representation of the underlying process. However, we show that nearoptimal performance is sometimes guaranteed even if the homomorphism is no

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26

Utikal, Klaus J. "Nonparametric inference for Markovian interval processes." Stochastic Processes and their Applications 67, no. 1 (1997): 1–23. http://dx.doi.org/10.1016/s0304-4149(96)00129-9.

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27

Dan, Liu, and NEUTS Marcel F. "Counter-examples involving markovian arrival processes." Communications in Statistics. Stochastic Models 7, no. 3 (1991): 499–509. http://dx.doi.org/10.1080/15326349108807202.

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28

Khoromskaia, Diana, Rosemary J. Harris, and Stefan Grosskinsky. "Dynamics of non-Markovian exclusion processes." Journal of Statistical Mechanics: Theory and Experiment 2014, no. 12 (2014): P12013. http://dx.doi.org/10.1088/1742-5468/2014/12/p12013.

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29

Munakata, T. "Activation Rates for Non-Markovian Processes." Progress of Theoretical Physics 73, no. 3 (1985): 826–29. http://dx.doi.org/10.1143/ptp.73.826.

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30

Munakata, T., and T. Kawakatsu. "Resonance in Non-Markovian Activation Processes." Progress of Theoretical Physics 74, no. 2 (1985): 262–71. http://dx.doi.org/10.1143/ptp.74.262.

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31

Łuczka, J. "Non-Markovian stochastic processes: Colored noise." Chaos: An Interdisciplinary Journal of Nonlinear Science 15, no. 2 (2005): 026107. http://dx.doi.org/10.1063/1.1860471.

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32

Higginson, James K., and James H. Bookbinder. "Markovian Decision Processes in Shipment Consolidation." Transportation Science 29, no. 3 (1995): 242–55. http://dx.doi.org/10.1287/trsc.29.3.242.

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33

Gomes, C. F. A., C. J. Brainerd, K. Nakamura, and V. F. Reyna. "Markovian interpretations of dual retrieval processes." Journal of Mathematical Psychology 59 (April 2014): 50–64. http://dx.doi.org/10.1016/j.jmp.2013.07.003.

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34

Garbaczewski, Piotr, Grzegorz Kondrat, and Robert Olkiewicz. "Burgers' flows as Markovian diffusion processes." Physical Review E 55, no. 2 (1997): 1401–12. http://dx.doi.org/10.1103/physreve.55.1401.

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35

Casademunt, J., R. Mannella, P. V. E. McClintock, F. E. Moss, and J. M. Sancho. "Relaxation times of non-Markovian processes." Physical Review A 35, no. 12 (1987): 5183–90. http://dx.doi.org/10.1103/physreva.35.5183.

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36

Kim, Ji-Hyun, and Sangyoub Lee. "Theory of Non-Markovian Rate Processes†." Journal of Physical Chemistry B 112, no. 2 (2008): 577–84. http://dx.doi.org/10.1021/jp075099b.

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37

HUNTER, JEFFREY J. "MARKOVIAN QUEUES WITH CORRELATED ARRIVAL PROCESSES." Asia-Pacific Journal of Operational Research 24, no. 04 (2007): 593–611. http://dx.doi.org/10.1142/s021759590700136x.

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In an attempt to examine the effect of dependencies in the arrival process on the steady state queue length process in single server queueing models with exponential service time distribution, four different models for the arrival process, each with marginally distributed exponential inter-arrivals to the queueing system, are considered. Two of these models are based upon the upper and lower bounding joint distribution functions given by the Fréchet bounds for bivariate distributions with specified marginals, the third is based on Downton's bivariate exponential distribution and fourthly the u

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38

Sarkisov, Yu S., L. B. Naumova, N. P. Gorlenko, and N. N. Debelova. "Non-Markovian processes in cement systems." IOP Conference Series: Materials Science and Engineering 918 (October 7, 2020): 012106. http://dx.doi.org/10.1088/1757-899x/918/1/012106.

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39

Podtsykin, N. S. "Optimization in periodic Markovian decision processes." Cybernetics 27, no. 2 (1991): 277–83. http://dx.doi.org/10.1007/bf01068380.

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40

Basharin, Gely, Valeriy Naumov, and Konstantin Samouylov. "On Markovian modelling of arrival processes." Statistical Papers 59, no. 4 (2018): 1533–40. http://dx.doi.org/10.1007/s00362-018-1042-9.

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41

Adke, S. R., and N. Balakrishna. "Markovian chi-square and gamma processes." Statistics & Probability Letters 15, no. 5 (1992): 349–56. http://dx.doi.org/10.1016/0167-7152(92)90152-u.

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42

Olla, Stefano. "Large deviations for almost markovian processes." Probability Theory and Related Fields 76, no. 3 (1987): 395–409. http://dx.doi.org/10.1007/bf01297493.

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43

Sancho, N. G. F. "Routing problems and Markovian decision processes." Journal of Mathematical Analysis and Applications 105, no. 1 (1985): 76–83. http://dx.doi.org/10.1016/0022-247x(85)90097-6.

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44

Amosov, G. G. "On Markovian cocycle perturbations in classical and quantum probability." International Journal of Mathematics and Mathematical Sciences 2003, no. 54 (2003): 3443–67. http://dx.doi.org/10.1155/s0161171203211200.

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We introduce Markovian cocycle perturbations of the groups of transformations associated with classical and quantum stochastic processes with stationary increments, which are characterized by a localization of the perturbation to the algebra of events of the past. The Markovian cocycle perturbations of the Kolmogorov flows associated with the classical and quantum noises result in the perturbed group of transformations which can be decomposed into the sum of two parts. One part in the decomposition is associated with a deterministic stochastic process lying in the past of the initial process,

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45

Ledoux, James, and Gerardo Rubino. "Simple formulae for counting processes in reliability models." Advances in Applied Probability 29, no. 04 (1997): 1018–38. http://dx.doi.org/10.1017/s000186780004800x.

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Dependability evaluation is a basic component in the assessment of the quality of repairable systems. We develop a model taking simultaneously into account the occurrence of failures and repairs, together with the observation of user-defined success events. The model is built from a Markovian description of the behavior of the system. We obtain the distribution function of the joint number of observed failures and of delivered services on a fixed mission period of the system. In particular, the marginal distribution of the number of failures can be directly related to the distribution of the M

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46

Ledoux, James, and Gerardo Rubino. "Simple formulae for counting processes in reliability models." Advances in Applied Probability 29, no. 4 (1997): 1018–38. http://dx.doi.org/10.2307/1427852.

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Dependability evaluation is a basic component in the assessment of the quality of repairable systems. We develop a model taking simultaneously into account the occurrence of failures and repairs, together with the observation of user-defined success events. The model is built from a Markovian description of the behavior of the system. We obtain the distribution function of the joint number of observed failures and of delivered services on a fixed mission period of the system. In particular, the marginal distribution of the number of failures can be directly related to the distribution of the M

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47

Johnson, Mary A., Danielle Liu, and Surya Narayana. "Burstiness descriptors for markov renewal processes and markovian arrival processes." Communications in Statistics. Stochastic Models 13, no. 3 (1997): 619–46. http://dx.doi.org/10.1080/15326349708807442.

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48

Hou, Zhenting, Hailing Dong, and Peng Shi. "Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching." ANZIAM Journal 49, no. 2 (2007): 231–41. http://dx.doi.org/10.1017/s1446181100012803.

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abstractIn this paper, finite phase semi-Markov processes are introduced. By introducing variables and a simple transformation, every finite phase semi-Markov process can be transformed to a finite Markov chain which is called its associated Markov chain. A consequence of this is that every phase semi-Markovian switching system may be equivalently expressed as its associated Markovian switching system. Existing results for Markovian switching systems may then be applied to analyze phase semi-Markovian switching systems. In the following, we obtain asymptotic stability for the distribution of n

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49

Weng, Paul. "Processus de décision markoviens et préférences non classiques." Revue d'intelligence artificielle 20, no. 2-3 (2006): 411–32. http://dx.doi.org/10.3166/ria.20.411-432.

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50

Kovačević, Slaviša. "Understanding the democracy of Božidar S. Marković." Zbornik radova Pravnog fakulteta, Novi Sad 54, no. 2 (2020): 679–92. http://dx.doi.org/10.5937/zrpfns54-28302.

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Overcoming the obvious democracy crisis is possible to be done by taking an insight into our democratic thought. This paper reminds, directs, actualises, values and reminds scientifically-democratic thought of Bozidar S. Markovic, in a real context of strenuous processes of intoducing and consolidating democracy in Serbia. Understanding democracy of Bozidar S. Markovic is a theoretical framework which satisfies criteria of scientific generalisation, for it includes characteristic and essential landmarks of democracy and criteria of methodological contextuality for different and specific experi

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