Discover how Markov chains predict real systems, from Ulam and von Neumann’s Monte Carlo to PageRank, so you can grasp ...
Markov chains and queueing theory together provide a robust framework for analysing systems that evolve randomly over time. Markov chains describe stochastic processes where the future state depends ...
Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov ...