Discover how Markov chains predict real systems, from Ulam and von Neumann’s Monte Carlo to PageRank, so you can grasp ...
This paper is concerned with the solution of the optimal stopping problem associated to the value of American options driven by continuous-time Markov chains. The valuefunction of an American option ...
Software engineer Sai Bhargav Yalamanchi notes that mathematical tools helping practitioners interpret uncertainty have ...
The Annals of Statistics, Vol. 39, No. 2 (April 2011), pp. 673-701 (29 pages) The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U (0, 1) random ...
Markov chain models and phase-type distributions have emerged as powerful tools in healthcare analytics, offering a robust framework for understanding and predicting patient trajectories throughout ...
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