Semi-Markov processes extend traditional Markov models by explicitly accounting for the time spent in each state before transitioning. This added temporal dimension is particularly valuable in credit ...
High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...
The Annals of Statistics, Vol. 4, No. 6 (Nov., 1976), pp. 1219-1235 (17 pages) The paper deals with continuous time Markov decision processes on a fairly general state space. The rewards are ...
Let $X = (X_t, P^x)$ be a right Markov process and let $m$ be an excessive measure for $X$. Associated with the pair $(X, m)$ is a stationary strong Markov process ...
The amino acid sequence of the transmembrane protein and its corresponding positions on the cell membrane are transformed into a hidden Markov process. After evaluating the parameters, the Viterbi ...
This paper proposes a hidden state Markov model (HMM) that incorporates workers’ unobserved labor market attachment into the analysis of labor market dynamics. Unlike previous literature, which ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
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