Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Hyper Article en Lig...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Hyper Article en Ligne
Conference object . 2012
versions View all 2 versions
addClaim

Stochastic Modeling by Inhomogeneous Continuous Time Markov Chains

Authors: Li, Yan-Fu; Lin, Yan-Hui; Zio, Enrico;

Stochastic Modeling by Inhomogeneous Continuous Time Markov Chains

Abstract

Homogeneous continuous time Markov chain (HCTMC), with the assumption of time-independent constant transition rates, is one of the most frequent applied methods for stochastic modeling. In realistic situations, with varying external factors influencing the transition processes, the transition rates can no longer be considered time-independent. Under these circumstances, the inhomogeneous CTMC (ICTMC) is more suited for modeling the stochastic processes. One drawback of ICTMC is that an analytical solution is difficult, if not impossible, to obtain. Then, one must resort to numerical approaches e.g. Monte Carlo simulation, uniformization, state-space enrichment, and numerical differential equation solvers. This presentation aims at comparing the methods, making reference to a simple but challenging case study.

Country
Italy
Keywords

Runge-Kutta methods, state-space enrichment, state-space enrichment., [INFO.INFO-MO] Computer Science [cs]/Modeling and Simulation, uniformization, Monte Carlo simulation, Inhomogeneous continuous time Markov chain, [SPI.NRJ] Engineering Sciences [physics]/Electric power

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green