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   Articles with "general markov" as a keyword



Dimensional Reduction for the General Markov Model on Phylogenetic Trees

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recommendations! Published in 2017 at "Bulletin of Mathematical Biology"

DOI: 10.1007/s11538-017-0249-6

Abstract: We present a method of dimensional reduction for the general Markov model of sequence evolution on a phylogenetic tree. We show that taking certain linear combinations of the associated random variables (site pattern counts) reduces… read more here.

Keywords: markov model; phylogenetic trees; dimensional reduction; model ... See more keywords

Speed and duration of drawdown under general Markov models

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recommendations! Published in 2024 at "Quantitative Finance"

DOI: 10.1080/14697688.2024.2336154

Abstract: We propose an efficient computational method based on continuous-time Markov chain (CTMC) approximation to compute the distributions of the speed and duration of drawdown for general one-dimensional (1D) time-homogeneous Markov processes. We derive linear systems… read more here.

Keywords: duration drawdown; general markov; drawdown general; markov ... See more keywords

Jarzyski’s Equality and Crooks’ Fluctuation Theorem for General Markov Chains with Application to Decision-Making Systems

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recommendations! Published in 2022 at "Entropy"

DOI: 10.3390/e24121731

Abstract: We define common thermodynamic concepts purely within the framework of general Markov chains and derive Jarzynski’s equality and Crooks’ fluctuation theorem in this setup. In particular, we regard the discrete-time case, which leads to an… read more here.

Keywords: equality crooks; general markov; crooks fluctuation; fluctuation theorem ... See more keywords

General Markov Chains: Dimension of the Space of Invariant Finitely Additive Measures and Their Ergodicity—Problematic Examples

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recommendations! Published in 2025 at "Mathematics"

DOI: 10.3390/math13223690

Abstract: This study considers general Markov chains (MCs) with discrete time in an arbitrary phase space. The transition function of the MC generates two operators: T, which acts on the space of measurable functions, and A,… read more here.

Keywords: general markov; space; additive measures; finitely additive ... See more keywords