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Temporal Analysis of Hidden and Standard Markov Processes with Final Sequences of States
Authors: Lazari Alexandru
Keywords: Markov Process, Hidden Markov Model, Final Sequence of States, Evolution Time, Total Alert Time, Homogeneous Linear Recurrence
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Keywords: Markov Process, Hidden Markov Model, Final Sequence of States, Evolution Time, Total Alert Time, Homogeneous Linear Recurrence
Abstract
This research is focused on temporal analysis of hidden and standard Markov processes with final sequences of states and the related games. Initially, the stochastic systems with final sequences of states are considered and enhanced me\-thods for determining the distributions of the evolution time and the game duration are proposed. These approaches are extended later for the hidden Markov models with final sequences of observable states. Additionally, the definition of the total alert time is generalized for the hidden and standard Markov processes and the developed numerical algorithms for the evolution time are adapted to cover also the computation of distribution of the total alert time. For both, hidden and standard Markov processes, and for the associated games, it is shown that the evolution time, the total alert time and the game duration have homogeneous linear recurrent distributions, which allows us to easily evaluate their main probabilistic characteristics, using the previously developed polynomial algorithms.Institute of Mathematics and Computer Science,
Moldova State University,
5 Academiei str., Chisinau, MD-2028, Moldova.
E-mail:
Moldova State University,
5 Academiei str., Chisinau, MD-2028, Moldova.
E-mail:
DOI
https://doi.org/10.56415/basm.y2025.i2-3.p74Fulltext
– 0.32 Mb
Contents
- Dissipative Dirac Operator on Time Scales
- On the Asymptotic Behavior of Solutions of the Cauchy Problem for a Hyperbolic Equation with Periodic Coefficients
- Global Attractors of Non-autonomous Lattice Dynamical Systems
- The relationships between common multiples of matrices over commutative Bézout domain of stable range 1.5
- Temporal Analysis of Hidden and Standard Markov Processes with Final Sequences of States
- Continuous Gromov--Hausdorff distance
- Polynomial algorithm for the disjoint bilinear programming problem with an acute-angled polytope for a disjoint subset
- Solution of a renewal equation in population biology and epidemiology
