Adventures in Stochastic Processes

By Joanne Wendelberger. 1993

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Citations in the corpus

Stochastic Primal-Dual Q-Learning (2018, neutral): “…the MDP is ergodic under β , i.e., there exists a stationary distribution v ∞ ∈ ∆ |S| such that lim k →∞ v k = lim k →∞ ( P Tβ ) k v 0 = v ∞ and each element of the stationary distribution vector v ∞ is positive (e.g., the Markov chain is irreducible and aperiodic (Resnick, 2013, Theorem 2.13.2.)).”
Mean shift testing in correlated data (2011, background): “103) in Shumway and Stoffer (2006) for p 1⁄4 1 and Chapter 3 therein for generalities.”
ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (2009, background): “For Markov chains with finite state space the usual construction (given, e.g., in Resnick, 1992, Sect.”
Is network traffic approximated by stable Levy motion or fractional Brownian motion (2002, background): “3 in Chapter I of [16] or [39], page 47, we obtain”
Stability and delay of finite-user slotted ALOHA with multipacket reception (2005, background): “It can be shown that for , the notions of stability and substability are equivalent and stability is equivalent to the existence of a unique stationary distribution (see [16]).”
Efficient probabilistic forecasts for counts (2011, methodology): “This interpretation allows the m-step-ahead prediction distributions to be defined recursively (see, for example, Resnick (1992), section 2.3, and Bu and McCabe (2008), in addition to the computational details that are provided in the following section), i.e. f .m/ i0|i1,:::,ip.θ/= ∞∑ u=0 f .m−1/…”
A pedestrian's view on interacting particle systems, KPZ universality and random matrices (2008, background): “to that of its image under time-reversal [106, 65].”
Availability in Globally Distributed Storage Systems (2010, methodology): “With the Markov chain thus completely speciﬁed, computing the MTTF of a stripe, as the mean time to reach the ‘unavailable state’ r − 1 starting from state s , follows by standard methods [27].”