|
Balance Equation
In probability theory, a balance equation is an equation that describes the probability flux associated with a Markov chain in and out of states or set of states. Global balance The global balance equations (also known as full balance equations) are a set of equations that characterize the equilibrium distribution (or any stationary distribution) of a Markov chain, when such a distribution exists. For a continuous time Markov chain with state space \mathcal, transition rate from state i to j given by q_ and equilibrium distribution given by \pi, the global balance equations are given by ::\pi_i = \sum_ \pi_j q_, or equivalently :: \pi_i \sum_ q_ = \sum_ \pi_j q_. for all i \in S. Here \pi_i q_ represents the probability flux from state i to state j. So the left-hand side represents the total flow from out of state ''i'' into states other than ''i'', while the right-hand side represents the total flow out of all states j \neq i into state i. In general it is computationall ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in prob ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Equation
In mathematics, an equation is a formula that expresses the equality of two expressions, by connecting them with the equals sign . The word ''equation'' and its cognates in other languages may have subtly different meanings; for example, in French an ''équation'' is defined as containing one or more variables, while in English, any well-formed formula consisting of two expressions related with an equals sign is an equation. ''Solving'' an equation containing variables consists of determining which values of the variables make the equality true. The variables for which the equation has to be solved are also called unknowns, and the values of the unknowns that satisfy the equality are called solutions of the equation. There are two kinds of equations: identities and conditional equations. An identity is true for all values of the variables. A conditional equation is only true for particular values of the variables. An equation is written as two expressions, connected by a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Markov Chain
A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs ''now''." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC). It is named after the Russian mathematician Andrey Markov. Markov chains have many applications as statistical models of real-world processes, such as studying cruise control systems in motor vehicles, queues or lines of customers arriving at an airport, currency exchange rates and animal population dynamics. Markov processes are the basis for general stochastic simulation methods known as Markov chain Monte Carlo, which are used for simulating sampling from complex probability distr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Continuous Time Markov Chain
Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous game, a generalization of games used in game theory ** Law of Continuity, a heuristic principle of Gottfried Leibniz * Continuous function, in particular: ** Continuity (topology), a generalization to functions between topological spaces ** Scott continuity, for functions between posets ** Continuity (set theory), for functions between ordinals ** Continuity (category theory), for functors ** Graph continuity, for payoff functions in game theory * Continuity theorem may refer to one of two results: ** Lévy's continuity theorem, on random variables ** Kolmogorov continuity theorem, on stochastic processes * In geometry: ** Parametric continuity, for parametrised curves ** Geometric continuity, a concept primarily applied to the conic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Transition Rate Matrix
Transition or transitional may refer to: Mathematics, science, and technology Biology * Transition (genetics), a point mutation that changes a purine nucleotide to another purine (A ↔ G) or a pyrimidine nucleotide to another pyrimidine (C ↔ T) * Transitional fossil, any fossilized remains of a lifeform that exhibits the characteristics of two distinct taxonomic groups * A phase during childbirth contractions during which the cervix completes its dilation Gender and sex * Gender transitioning, the process of changing one's gender presentation to accord with one's internal sense of one's gender – the idea of what it means to be a man or woman * Sex reassignment therapy, the physical aspect of a gender transition Physics * Phase transition, a transformation of the state of matter; for example, the change between a solid and a liquid, between liquid and gas or between gas and plasma * Quantum phase transition, a phase transformation between different quantum phases * Quantu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Discrete Time Markov Chain
In probability, a discrete-time Markov chain (DTMC) is a sequence of random variables, known as a stochastic process, in which the value of the next variable depends only on the value of the current variable, and not any variables in the past. For instance, a machine may have two states, ''A'' and ''E''. When it is in state ''A'', there is a 40% chance of it moving to state ''E'' and a 60% chance of it remaining in state ''A''. When it is in state ''E'', there is a 70% chance of it moving to ''A'' and a 30% chance of it staying in ''E''. The sequence of states of the machine is a Markov chain. If we denote the chain by X_0, X_1, X_2, ... then X_0 is the state which the machine starts in and X_ is the random variable describing its state after 10 transitions. The process continues forever, indexed by the natural numbers. An example of a stochastic process which is not a Markov chain is the model of a machine which has states ''A'' and ''E'' and moves to ''A'' from either state with ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cambridge University Press
Cambridge University Press is the university press of the University of Cambridge. Granted letters patent by King Henry VIII in 1534, it is the oldest university press in the world. It is also the King's Printer. Cambridge University Press is a department of the University of Cambridge and is both an academic and educational publisher. It became part of Cambridge University Press & Assessment, following a merger with Cambridge Assessment in 2021. With a global sales presence, publishing hubs, and offices in more than 40 countries, it publishes over 50,000 titles by authors from over 100 countries. Its publishing includes more than 380 academic journals, monographs, reference works, school and university textbooks, and English language teaching and learning publications. It also publishes Bibles, runs a bookshop in Cambridge, sells through Amazon, and has a conference venues business in Cambridge at the Pitt Building and the Sir Geoffrey Cass Sports and Social Centre. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Peter Whittle (mathematician)
Peter Whittle (27 February 1927 – 10 August 2021) was a mathematician and statistician from New Zealand, working in the fields of stochastic nets, optimal control, time series analysis, stochastic optimisation and stochastic dynamics. From 1967 to 1994, he was the Churchill Professor of Mathematics for Operational Research at the University of Cambridge. Career Whittle was born in Wellington. He graduated from the University of New Zealand in 1947 with a BSc in mathematics and physics and in 1948 with an MSc in mathematics. He then moved to Uppsala, Sweden in 1950 to study for his PhD with Herman Wold (at Uppsala University). His thesis, ''Hypothesis Testing in Time Series'', generalised Wold's autoregressive representation theorem for univariate stationary processes to multivariate processes. Whittle's thesis was published in 1951. A synopsis of Whittle's thesis also appeared as an appendix to the second edition of Wold's book on time-series analysis. Whittle ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Product-form Solution
In probability theory, a product-form solution is a particularly efficient form of solution for determining some metric of a system with distinct sub-components, where the metric for the collection of components can be written as a product of the metric across the different components. Using capital Pi notation a product-form solution has algebraic form :\text(x_1,x_2,x_3,\ldots,x_n) = B \prod_^n \text(x_i) where ''B'' is some constant. Solutions of this form are of interest as they are computationally inexpensive to evaluate for large values of ''n''. Such solutions in queueing networks are important for finding performance metrics in models of multiprogrammed and time-shared computer systems. Equilibrium distributions The first product-form solutions were found for equilibrium distributions of Markov chains. Trivially, models composed of two or more independent sub-components exhibit a product-form solution by the definition of independence. Initially the term was used in qu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Erol Gelenbe
Sami Erol Gelenbe (born 22 August 1945, in Istanbul, Turkey) is a Turkish and French computer scientist, electronic engineer and applied mathematician who pioneered the field of Computer System and Network Performance in Europe, and is active in many research projects of the European Union. He is Professor in the Institute of Theoretical and Applied Informatics of the Polish Academy of Sciences (2017-), Associate Researcher in the I3S Laboratory (CNRS, University of Côte d'Azur, Nice) and Abraham de Moivre Laboratory (CNRS, Imperial College). He has held Chaired professorships at University of Liège (1974-1979), University Paris-Saclay (1979-1986), University Paris Descartes (1986-2005), Nello L. Teer Professor and ECE Chair at Duke University (1993-1998), University Chair Professor and Director of the School of EECS, University of Central Florida (1998-2003), and Dennis Gabor Professor and Head of Intelligent Systems and Network, Imperial College (2003-2019). He invented the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
G-network
In queueing theory, a discipline within the mathematical theory of probability, a G-network (generalized queueing network, often called a Gelenbe network) is an open network of G-queues first introduced by Erol Gelenbe as a model for queueing systems with specific control functions, such as traffic re-routing or traffic destruction, as well as a model for neural networks. A G-queue is a network of queues with several types of novel and useful customers: *''positive'' customers, which arrive from other queues or arrive externally as Poisson arrivals, and obey standard service and routing disciplines as in conventional network models, *''negative'' customers, which arrive from another queue, or which arrive externally as Poisson arrivals, and remove (or 'kill') customers in a non-empty queue, representing the need to remove traffic when the network is congested, including the removal of "batches" of customers *"triggers", which arrive from other queues or from outside the network, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
.svg "Click for more on -> Probability Theory")
