Markov chains: models, algorithms and applications
hidden Markov modelshigher-order Markov chainsMarkov chains with discrete and continuous timemultivariate Markov chains
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Markov and semi-Markov decision processes (90C40)
The authors outline recent developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informat\-ics, DNA sequences, genetic networks, data mining, and many other practical systems. The book consists of eight chapters. Chapter 1 is a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory is discussed. The chapter contains also the description of hidden Markov chains and the consideration of iterative methods for linear systems. Chapter 2 discusses the applications of continuous time Markov chains to model queueing systems and discrete time Markov chains for computing important characteristics of queueing systems and Internet models. Chapter 3 studies re-manufacturing systems and presents Markovian models for reverse manufacturing applications. In Chapter 4, hidden Markov models are applied to classify customers. Chapter 5 discusses the Markov decision process for customer lifetime values (CLV). CLV is an important concept and quantity in marketing management. Chapter 6 covers higher-order Markov chain models, including some applications as DNA sequences. Multivariate Markov models are discussed in Chapter 7. It presents a class of multivariate Markov chain models with a lower order of model parameters. Chapter 8 studies higher-order hidden Markov models. It proposes a class of higher-order hidden Markov models with an efficient algorithm for solving the model parameters. This book is aimed at students, professionals, practitioners, and researchers in scientific computing and operational research, who are interested in the formulation and computation of queueing and manufacturing systems. It gives a number of useful tools for researchers in real applications first of all.
- A higher-order interactive hidden Markov model and its applications
- Proposing a two-level stochastic model for epileptic seizure genesis
- On the uniqueness of the positive Z-eigenvector for nonnegative tensors
- Markov chains as models in statistical mechanics
- Intra frame compression and video restoration based on conditional Markov processes theory
- A coalgebraic structure on bisexual populations
- Statistical analysis of multivariate discrete-valued time series
- New uniqueness conditions for the stationary probability matrix of transition probability tensors
- Exact and inexact iterative methods for finding the largest eigenpair of a weakly irreducible nonnegative tensor
- Modeling vehicular traffic networks. I.
- Markov frameworks and stock market decision making
- A \(C\)-eigenvalue problem for tensors with applications to higher-order multivariate Markov chains
- On the existence of proper stochastic Markov models for statistical reconstruction and prediction of chaotic time series
- An iterative algorithm based on strong \(\mathcal{H} \)-tensors for identifying positive definiteness of irreducible homogeneous polynomial forms
- Markov chains and rough sets
- Pseudospectra localizations for generalized tensor eigenvalues to seek more positive definite tensors
- Stationary probability vectors of higher-order Markov chains
- A new improved parsimonious multivariate Markov chain model
- Random models. Applications to engineering and the life sciences
- Marginal distributions of genetic coalgebras
- Second order Markov chains with finite vectors known stationary
- Convergence of a second order Markov chain
- A survey on the spectral theory of nonnegative tensors.
- The perturbation bound for the Perron vector of a transition probability tensor.
- Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector.
- Inducing high service capacities in outsourcing \textit{via} penalty and competition
- A framework of applying a hidden Markov chain model in analyzing customers' behaviors
- Markov chains. Models, algorithms and applications
- A Simulation Study on Fuzzy Markov Chains
- scientific article; zbMATH DE number 5541569 (Why is no real title available?)
- Two queues with weighted one-way overflow
- On computation of the steady-state probability distribution of probabilistic Boolean networks with gene perturbation
- An application of Markov chain to the process of modelling
- Understanding Markov Chains
- Switching regression models and causal inference in the presence of discrete latent variables
- On evolution operators of genetic coalgebras
- A multivariate Markov chain stock model
- Stationary probability vectors of higher-order two-dimensional symmetric transition probability tensors
- Construction of probabilistic Boolean networks from a prescribed transition probability matrix: a maximum entropy rate approach.
- Incentive effects of multiple-server queueing networks: the principal-agent perspective
- On construction of sparse probabilistic Boolean networks.
- On generating optimal sparse probabilistic Boolean networks with maximum entropy from a positive stationary distribution.
- A matrix perturbation method for computing the steady-state probability distributions of probabilistic Boolean networks with gene perturbations
- Regular decision processes
- Quick-switch inspection scheme based on the overall process capability index for modern industrial web-based processing environment
- The MFPIO iteration and the FPMPE method for multilinear PageRank computations
- Extrapolation methods for multilinear PageRank
- New iterative schemes for identifying strong \(\mathcal{H}\)-tensors and their applications
- Dual Markov chain and dual number matrices with nonnegative standard parts
- The generalized HSS method for solving singular linear systems
- Estimation and inference in multivariate Markov chains
- A high-order Markov-switching model for risk measurement
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