Browsing by Keywords "Markov chain"
Now showing items 113 of 13

Analysis of large Markov chains using stochastic automata networks
(Bilkent University, 200107)This work contributes to the existing research in the area of analysis of finite Markov chains (MCs) modeled as stochastic automata networks (SANs). First, this thesis extends the near complete decomposability concept of ... 
Automatic detection of compound structures by joint selection of region groups from a hierarchical segmentation
(Institute of Electrical and Electronics Engineers, 2016)A challenging problem in remote sensing image analysis is the detection of heterogeneous compound structures such as different types of residential, industrial, and agricultural areas that are composed of spatial arrangements ... 
Conditions for uniqueness of limit Gibbs states
(Bilkent University, 1998)In this work we studied the problem of phase transitions in onedirnensional models with unique ground state. A model ha\dng two spins, one ground state and exhibiting phase transition is constructed. 
Decompositional analysis of Kronecker structured Markov chains
(Kent State University, 2008)This contribution proposes a decompositional iterative method with low memory requirements for the steadystate analysis ofKronecker structured Markov chains. The Markovian system is formed by a composition of subsystems ... 
Economic design of EWMA control charts based on loss function
(Elsevier, 2009)For monitoring the stability of a process, various control charts based on exponentially weighted moving average (EWMA) statistics have been proposed in the literature. We study the economic design of EWMAbased mean and ... 
Nonstationary Markov chains
(Bilkent University, 1996)In thi.s work, we studierl the Ergodicilv of NonStationary .Markov chains. We gave several e.xainples with different cases. We proved that given a sec[uence of Markov chains such that the limit of this secuence is an ... 
On compact solution vectors in Kroneckerbased Markovian analysis
(Elsevier, 2017)State based analysis of stochastic models for performance and dependability often requires the computation of the stationary distribution of a multidimensional continuoustime Markov chain (CTMC). The infinitesimal generator ... 
On the numerical analysis of infinite multidimensional Markov chains
(Bilkent University, 201708)A system with multiple interacting subsystems that exhibits the Markov property can be represented as a multidimensional Markov chain (MC). Usually the reachable state space of this MC is a proper subset of its product ... 
On the numerical solution of Kroneckerbased infinite leveldependent QBD processes
(2013)Infinite leveldependent quasibirthanddeath (LDQBD) processes can be used to model Markovian systems with countably infinite multidimensional state spaces. Recently it has been shown that sums of Kronecker products can ... 
On vectorkronecker product multiplication with rectangular factors
(Society for Industrial and Applied Mathematics, 2015)The infinitesimal generator matrix underlying a multidimensional Markov chain can be represented compactly by using sums of Kronecker products of small rectangular matrices. For such compact representations, analysis methods ... 
Oscillation properties of expected stopping times and stopping probabilities for patterns consisting of consecutive states in Markov chains
(Rocky Mountain Mathematics Consortium, 2020)We investigate a Markov chain with a state space 1,2,…,r1,2,…,r stopping at appearance of patterns consisting of two consecutive states. It is observed that the expected stopping times of the chain have surprising oscillating ... 
Phase transition in one dimensional model with unique ground state
(Elsevier BV * NorthHolland, 1996)A one  dimensional model having a unique ground state and admitting a phase transition is constructed. 
Steadystate analysis of a multiclass MAP/PH/c queue with acyclic PH retrials
(Applied Probability Trust, 2016)A multiclass cserver retrial queueing system in which customers arrive according to a classdependent Markovian arrival process (MAP) is considered. Service and retrial times follow classdependent phasetype (PH) ...