Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 23 for “"Continuous-time Markov chain"”.
-
Communication Priorities and Stochastic Measures for Web Services Modeling
… of the behaviour of a SCOWS model as a Continuous Time Markov Chain. In order to validate the approach, a number of case studies are modelled in SCOWS considering both the SOA and the concurrency literature. Using PRISM as model checker, the results of the simulation phase are analysed …
-
Approximation and System Identification Techniques for Stochastic Biomolecular Systems
… models of chemical reaction networks, given by continuous time Markov chains with countably infinite state spaces, creates computational and analytical difficulties when performing analysis or system identification. Therefore, approximate models that exploit timescale separation between …
-
Asymptotic Analysis of Some Stochastic Models from Population Dynamics and Population Genetics
… an alternative framework that merges Moran’s continuous time Markov chain model of allele frequencies in haploid populations of fixed size with the density dependent models of ecological competition of Lotka, Volterra, Gause, and Kolmogorov. This allows for haploid populations of …
-
Stochastic and deterministic multipatch epidemic models
… multi-type branching process. We formulate a continuous time Markov Chain that corresponds to each deterministic system studied. The main idea will be to study the spectral radius of the next generation matrix with regards to crossing of a critical threshold (corresponding to stability) with …
-
Valuation and Risk Measurement of Guaranteed Annuity Options under Stochastic Environment
… of interest and mortality rates governed by a continuous-time Markov chain. The corresponding endowment-risk-adjusted measures are constructed and employed to obtain more efficient GAO pricing formulae. An extension of the previous modelling set-up is further developed by integrating the affine …
-
Vision-Enhanced Communications: On the Benefits of NLOS/LOS Knowledge in Wireless Systems
… sensor-aided receiver operating in a binary continuous-time Markov chain (CTMC) channel environment wherein the NLOS/LOS state toggles intermittently. Several cases are explored wherein varying degrees of NLOS/LOS knowledge are available at the receiver with an emphasis on labeled vs …
-
Lines of descent in population genetics models with mutation and frequency-dependent selection
… of a population, both backwards and forwards in time. The aim of this thesis is to capitalize on these ideas further in order to tackle the case of mutation and frequency–dependent selection, which we represent as an analytic function of the current type–frequency. This endeavor proves …
-
Two-Time-Scale Systems In Continuous Time With Regime Switching And Their Applications
… The random switching is presented by a continuous-time Markov chain. We use the idea of relaxed control and mean of martingale formulation to show a weak convergence result. </p> <p>The first chapter is devoted to the study of stochastic Li´enard equations with random switching. The …
-
Mitigating and exploiting stochasticity in the immune system
… detection is based on samples from a large, continuous-time Markov chain whose rate constants follow their own stochastic process. We seek to understand how this behavior limits the information that a network can transmit, and how these limitations can be mitigated based on the specific …
-
Characterization and cooperative dynamics of kinesin motor proteins in intracellular transport
… but proved fragile for ATP, whereas a microstate continuous-time Markov chain model with a global attachment scale regularized this instability and supported an ensemble-rescue interpretation. Finally, introducing antagonistic kinesin-14 reduced kinesin-1-driven transport and produced tunable …
-
Consensus-type stochastic approximation algorithms
… process is modeled as a discrete-time Markov chain with a nite state space. The consensus control is achieved by designing stochastic approximation algorithms. In the setup, the regime-switching process (the Markov chain) contains a rate parameter</p> <p>"Ε> 0 in the transition …
-
Joint Models for Longitudinal Analysis and Competing Risks in Survival Analysis
… ordinal disease(s) outcome across multiple time points, ignoring the correlations between the development and transition of the disease status and any informative potential censoring event(s) may lead to bias in the estimation of covariate effects. To address the problems created by these …
-
Reciprocal classes of continuous time Markov Chains
In this thesis we study reciprocal classes of Markov chains. Given a continuous time Markov chain on a countable state space, acting as reference dynamics, the associated reciprocal class is the set of all probability measures on path space that can be written as a mixture of its bridges. These …
-
Stochastic Approximation Algorithms With Applications To Particle Swarm Optimization, Adaptive Optimization, And Consensus
… regime switching that is modulated by a discrete Markov chain having countable state spaces and two-time-scale structures. In the algorithm, the increments of a sequence of occupation measures are updated using constant step size. It is demonstrated that least squares estimations from the tracking …
-
Credit risk modelling in Markovian HJM term structure class of models with stochastic volatility
… of this thesis is to model credit risk within a Markovian Heath, Jarrow, and Morton [1992] (hereafter HJM) term structure model with stochastic volatility by extending the defaultable framework developed in Schonbucher [1998]. Adapting the HJM framework to including default risk in a generalised …
-
An Analytics Approach To Reducing Hospital Readmission
… around selecting an appropriate readmission time interval by proposing a generic Continuous Time Markov Chain (CTMC) approach conceptualizing the movements of patients after discharge. We found that cutoff point defining readmission time interval must not depend on the instantaneous risk of …
-
Stochastic Dynamics of Cascading Failures in Electric-Cyber Infrastructures
… with lack of effective, corrective actions in a timely manner can trigger a sequence of dependent component failures, called cascading failures. The main thrust of this dissertation is to build a probabilistic framework for modeling cascading failures in power grids while capturing their …
-
Complex Urban Road Networks: Static Structures and Dynamic Processes
… modeling framework for the SIR model based on continuous-time Markov chain analysis. In our evaluation, we used two real-world traffic datasets collected in California and Los Angeles. We compare our results against both classical and average-degree- based SIR models. Our results show better …
-
Feedback particle filter and its applications
… with the nonlinear filtering problem in the continuous-time continuous-valued state-space setting (diffusion). In this setting, the nonlinear filter is described by the Kushner-Stratonovich (K-S) stochastic partial differential equation (SPDE). For the general nonlinear non-Gaussian problem, …
-
Energy-Efficient and Timely Event Reporting Using Wireless Sensor Networks
… to determine the distribution of the response time in this model. The model evaluation is mainly carried out using Markovian analysis and the method of phases. The obtained quantitative results show that XLMMP is a feasible basis to design scalable wireless sensor networks that (1) may comprise …
Page 1 of 2