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 ...
We describe a computational procedure for evaluating the quasi-stationary distributions of a continuous-time Markov chain. Our method, which is an 'iterative version' of Arnoldi's algorithm, is ...
At its core, a Markov chain is a model for predicting the next event in a sequence based only on its state. It possesses ...
In this episode probability mathematics and chess collide. In this episode probability mathematics and chess collide. What is the average number of steps it would take before a randomly moving knight ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback