搜索结果: 1-14 共查到“数学 Markovian”相关记录14条 . 查询时间(0.046 秒)
NON-PERTURBATIVE APPROACH TO RANDOM WALK IN MARKOVIAN ENVIRONMENT
Random Walk Random environment CLT Gibbs
2015/9/29
The study of random walk in random evolving environment has attracted much attention lately.
The basic idea is that, due to the time mixing properties of the environment, the CLT should hold
in any ...
讨论了一类带有分数布朗运动和Markovian调制的随机种群系统最优逼近控制问题，给出了模型的伴随方程、哈密顿函数，应用Ekeland变分原理、Ito公式及一些不等式给出了随机种群系统最优逼近控制存在的必要条件.
Equilibrium balking strategies in the single server Markovian queue with catastrophes
Queueing, Catastrophes Balking Nash equilibrium strategies Social optimization
2011/9/2
Abstract: We consider a Markovian queue subject to Poisson generated catastrophes. Whenever a catastrophe occurs, all customers are forced to abandon the system, the server is rendered inoperative and...
Stability of Impulsive Stochastic Partial Delay Differential Equations with Markovian Jumps
impulse mild solution asymptotical stability Markovian jumps
2012/9/26
Based on the fixed point theory, the asymp totical stability of mild solution to impulsive stochastic partial differential equations with infinite delays and Markovian jumps is studied. In addition, s...
On the Combinatorial Multi-Armed Bandit Problem with Markovian Rewards
Combinatorial Multi-Armed Bandit Problem Markovian Rewards
2011/1/21
We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows.There is a given bipartite graph of M users and N M resources.
Delayed feedback causes non-Markovian behavior of neuronal firing statistics
Delayed feedback non-Markovian behavior neuronal firing statistics
2011/3/4
The instantaneous state of a neural network consists of both the degree of excitation of each neuron, the network is composed of, and positions of impulses in communication lines between neurons.
On the solution of a quadratic vector equation arising in Markovian Binary Trees
quadratic vector equation arising Markovian Binary Trees
2010/11/11
We present some advances, both from a theoretical and from a computational point of view, on a quadratic vector equation (QVE) arising in Markovian Binary Trees. Concerning the theoretical advances, ...
Shortest path network interdiction is a combinatorial optimization problem on an activity network arising in a number of important security-related applications.
Exit times in non-Markovian drifting continuous-time random walk processes
continuous-time random walks non-Markovian processes exit times
2010/4/27
By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it d...
Towards an Lp potential theory for sub-Markovian semigroups: kernels and capacities
nonlinear potential theory $(r,p)$-capacity Bessel potential space gamma-transform sub-Markovian semigroup
2007/12/12
We study in fairly general measure spaces $(X,\mu)$ the (non-linear) potential theory of $L^p$ sub-Markovian semigroups which are given by kernels having a density with respect to the underlying measu...
Ruin Probabilities under a Markovian Risk Model
risk processes ruin probabilities markov chains
2007/12/10
In this paper, a Markovian risk model is developed, in which the occurrence of the claims is described by a point process {N(t)}_(t≥0) with N(t) being the number of jumps of a Markov chain during the ...
Some Asymptotic Results for the Semi-Markovian Random Walk with a Special Barrier
Semi-Markovian random walk ergodicity of process asymptotic behaviour weakly convergence
2010/3/1
In this study, the semi-Markovian random walk with a special barrier (X(t)) is considered and under some weak assumptions the ergodicity of this process is discussed. Moreover, the characteristic func...
On the Semi-Markovian Random Walk Process with Reflecting and Delaying Barrriers
Semi-Markovian random walk reflecting barrier delaying barrier expected value
2010/3/1
In this paper, a semi-Markovian random walk process X(t) with reflecting barrier on the zero-level and delaying barrier on the b(b>0 )-level and the first falling moment of the process into the delayi...
The Study of the Level Zero Crossing Time of a Semi-Markovian Random Walk With Delaying Screen
Semi-Markovian random walk reflecting and delaying screens
2010/3/5
In this study, a semi-Markovian random walk with delaying screen at (b > O and the first crossing time ('g1) of the zero level of this process are constructed. Furthermore, the distribution function w...