Stability of transition densities of SDEs and Markov chains with respect to perturbations of coefficients
We consider the problem of stability of transition densities of SDEs and Markov chains with respect to perturbations of coefficients.
Proceedings of 13th International Conference on Computer Data Analysis and Modeling: Stochastic and Data Science (Minsk, September 6-10,2022)
Minsk : [б.и.], 2022
This collection of papers includes proceedings of the Thirteenth International Conference "Computer Data Analysis and Modeling: Stochastics and Data Science" organized by the Belarusian State University and held in September 2022 in Minsk. Papers are reviewed by qualied researchers from Belarus and Russia. ...
Added: October 27, 2022
, , Обозрение прикладной и промышленной математики 2011 Т. 18 № 4 С. 622-623
Рассматривается стационарная марковская цепь с конечным алфавитом и неприводимой переходной матрицей. Скрытая марковская цепь возникает из марковской цепи при передаче через канал. Получена формула для энтропии скрытой марковской цепи. Эффективность формулы продемонстрирована на конкретных примерах. ...
Added: March 22, 2013
, , Risk Analysis: An International Journal 2013 Vol. 33 No. 12 P. 2142-2153
We propose a new modeling approach for inspection data that provides a more useful interpretation of the patterns of detections of invasive pests, using cargo inspection as a motivating example. Methods that are currently in use generally classify shipments according to their likelihood of carrying biosecurity risk material, given available historical and contextual data. Ideally, ...
Added: September 29, 2014
, , et al., / arXiv.org. Series arXiv:2107.12322 "Computer Science > Machine Learning". 2021.
In this paper we explore the challenges of automating experiments in data science. We propose an extensible experiment model as a foundation for integration of different open source tools for running research experiments. We implement our approach in a prototype open source MLDev software package and evaluate it in a series of experiments yielding promising ...
Added: October 6, 2021
, , in : IX Moscow International Conference on Operations Research (ORM2018) Moscow, October 22–27, 2018. : [б.и.], 2018. P. 269-272.
The celebrated Nagel–Schreckenberg model allows to study a reasonably large class of one-dimensional traffic flow models with parallel updates. Unfortunately further generalizations of this construction turn out to be not especially fruitful. Namely, numerical simulations of such generalizations did not demonstrate stable behavior qualitatively different from the original model, and more to the point their mathematical treatment is still not available ...
Added: February 8, 2019
P. : IEEE, 2015
Following the great success of DSAA’2014 in Shanghai, the 2015 IEEE International Conference on Data Science and Advanced Analytics (IEEE DSAA’2015), to be held on 19-21 October 2015 in Paris, has seen the significant growth of the number of submissions, participates, sponsors and key stakeholders. Without any doubt, DSAA has been recognized to be the ...
Added: January 14, 2016
, , Надежность 2012 No. 1 (40) P. 68-83
The present paper analyses characteristics of an input flow controlled by Marcov chain. At the base of construction of the given flow rests the model of semi-Markov process. The paper has stated and proved the teorem about stationarity of an input flow controlled by Markov chain. In addition to that the theorem proved that in ...
Added: April 8, 2013
NY : ACM, 2021
The annual ACM SIGMOD/PODS Conference is a leading international forum for database researchers, practitioners, developers, and users to explore cutting-edge ideas and results, and to exchange techniques, tools, and experiences. The conference includes a fascinating technical program with research and industrial talks, tutorials, demos, and focused workshops. It also hosts a poster session to learn about innovative ...
Added: April 28, 2021
, , , Ship Technology Research 2020 Vol. 67 No. 2 P. 101-108
Accurate determination of longitudinal stability characteristics of wing-in-ground (WIG) effect vehicles is an essential step in their design. In order to estimate WIG vehicle’s stability, one needs to determine aerodynamic derivatives, including unsteady ones. The latter are very hard to obtain via wind tunnel tests, so traditionally they are expressed via steady derivatives. The method ...
Added: September 4, 2022
Optimization and Its Applications in Control and Data Sciences: In Honor of Boris T. Polyak’s 80th Birthday (Springer Optimization and Its Applications)
, Springer, 2016
This book focuses on recent research in modern optimization and its implications in control and data analysis. This book is a collection of papers from the conference “Optimization and Its Applications in Control and Data Science” dedicated to Professor Boris T. Polyak, which was held in Moscow, Russia on May 13-15, 2015. This book reflects developments ...
Added: October 10, 2016
, В кн. : Большие Данные в национальной экономике. : М. : ЗАО "Открытые системы", 2013. С. 48-51.
Harvard Business Review в 2012 году назвал Data Scientist “the Sexiest Job of the 21st Century”. Такие эпитеты привычны скорее для фотомоделей и киноактеров, чем для ученых и инженеров. В своем докладе я расскажу о том, чем в действительности занимаются Data Scientists, что сделало их профессию такой популярной и почему ее называют профессией будущего. Будут ...
Added: May 12, 2014
Analytical Characterization of the Blockage Process in 3GPP New Radio Systems with Trilateral Mobility and Multi-Connectivity
, , , Computer Communications 2019 No. 146 P. 110-120
One of the recent major steps towards 5G cellular systems is standardization of 5G New Radio (NR) operatingin the millimeter wave (mmWave) frequency band. This radio access technology (RAT) will potentially provideextraordinary rates at the access interface enabling the set of new bandwidth-greedy applications. However,the blockage of the line-of-sight (LoS) path between 3GPP NR access ...
Added: October 31, 2019
, , , Celestial Mechanics and Dynamical Astronomy 2018 Vol. 130 No. 9(58) P. 1-17
The existence, stability and bifurcation analysis is performed for equilibria of a material point in the gravitational field of three homogeneous penetrable balls fixed in absolute frame. The radii of the balls are assumed finite. In the case when the mass distribution admits a symmetry axis, analytic expressions are written out, allowing one to investigate ...
Added: October 1, 2018
, , Надежность 2012 № 1 (40) С. 52-68
The present paper analyses characteristics of an input flow controlled by Markov chain. At the base of construction of the given flow rests the model of semi-Markov process. The paper has stated and proved the theorem about stationarity of an input flow controlled by Markov chain. In addition to that the theorem proved that in ...
Added: February 25, 2013
, , , , in : NordiCHI '16: Proceedings of the 9th Nordic Conference on Human-Computer Interaction. : ACM, 2016. P. 119:1-119:6.
In this paper, we present our current research regarding information interaction strategies of students of minor specialization in Data Science. We employed an online platform, consisted of a third-party and our software, to provide students with means of learning and analyse their learning activity. We developed several indicators to estimate their activity: coding activity, friends ...
Added: November 28, 2016
, , et al., , in : 2021 International Conference Engineering and Telecommunication (En&T). : IEEE, 2022. P. 1-6.
Style transfer is an important and a rapidly developing of Natural Language Processing. This days more and more methods and models are proposed which allow us to generate text in predefined style. In this paper we propose a framework for style transfer of “Friends” TV series. The trained models are able to mimic one of ...
Added: May 21, 2022
, , , Automation and Remote Control 2022 Vol. 83 No. 6 P. 960-978
In this paper, stochastic parameters are introduced into the network games model with production and externalities of knowledge. This model was formulated by V. Matveenko and A. Korolev and generalized the two-period Romer model. The agents’ productivities have deterministic and Wiener components. We consider the dynamics that occur when two complete networks are combined. Explicit ...
Added: July 6, 2022
Nonlinear Trend Exclusion Procedure for Models defined by Stochastic Differential and Difference Equations
, , Automation and Remote Control 2017 Vol. 78 No. 8 P. 1438-1448
We consider the diffusion process and its approximation by Markov chain with nonlinear unbounded trends. The usual parametrix method is not applicable because these models have unbounded trends. We describe a procedure that allows to exclude nonlinear unbounded trend and move to stochastic differential equation with bounded drift and diffusion coefficients. A similar procedure is ...
Added: August 28, 2017
, , in : IX Moscow International Conference on Operations Research (ORM2018) Moscow, October 22–27, 2018. : [б.и.], 2018. P. 325-328.
The aim of this work is to analyze a circle of questions related to the notion of recurrence in general general Markov chains. Being well known in two very different subfields of random systems: lattice random walks and ergodic theory of continuous selfmaps, the recurrence property is next to being neglected in general theory of Markov chains (perhaps except ...
Added: February 8, 2019
, , Solar Physics 2021 Vol. 296 Article 106
We study kink oscillations of a straight magnetic tube in the presence of siphon flows. The tube consists of a core and a transitional or boundary layer. The flow velocity is parallel to the tube axis, has constant magnitude, and confined in the tube core. The plasma density is constant in the tube core and it monotonically decreases ...
Added: July 1, 2021
, Moscow Mathematical Journal 2019 Vol. 19 No. 1 P. 37-50
Using ideas borrowed from topological dynamics and ergodic theory we introduce topological and metric versions of the recurrence property for general Markov chains. The main question of interest here is how large is the set of recurrent points. We show that under some mild technical assumptions the set of non-recurrent points is of zero reference measure. Necessary and ...
Added: October 8, 2019
, , / Cornell University. Series math "arxiv.org". 2014. No. 1412.1607v1.
We consider a sequence of Markov chains weakly convergent to a diffusion. We suppose that a drift term contains a linearly increasing component. The usual parametrix method fails because of this unbounded drift term. We show how to modify the parametrix method to obtain local theorems for this case. ...
Added: January 21, 2015
, , in : Modern problems of stochastic analysis and statistics - Selected contributions in honor of Valentin Konakov. : Heidelberg : Springer, 2017. P. 457-511.
Ergodic properties of Markov chains are studied, with the emphasis to convergence rate bounds and to applications to Poisson equations ...
Added: October 18, 2017
Аналитическая модель протокола множественного доступа с прослушиванием канала для приложений индустриального интернета вещей
, , et al., Системы и средства информатики 2021 Т. 31 № 2 С. 16-25
Industrial Internet of Things (IIoT) is one of the key features of Industry 4.0 that stands for a new approach to design industrial processes using the latest technological advances. However, before implementing new processes, it is necessary to understand the characteristics and limitations that arise due to technical complexity of the system. To solve this ...
Added: December 12, 2022