Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...

This is a preview. Log in through your library . Abstract This paper presents a partitioning algorithm for recursively computing the steady state probabilities for a finite, irreducible Markov chain ...

ABSTRACT: We obtain a closed form expression for the joint probability mass function of the occupation times for a Three-State Markov chain. Our representation extends the long-standing result for a ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper outlines a way to estimate transition matrices for use in credit risk modeling with a decades-old methodology ...

[Attoparsec] has been building intriguing musical projects on his YouTube channel for a while and his latest is no exception. Dubbed simply as “Node Module”, it is a rack-mounted hardware-based Markov ...