The time-dependent expected reward and deviation matrix of a finite QBD process
Related publications (53)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
We present novel Markov-type and Nikolskii-type inequalities for multivariate polynomials associated with arbitrary downward closed multi-index sets in any dimension. Moreover, we show how the constant of these inequalities changes, when the polynomial is ...
The traditional synthesis question given a specification asks for the automatic construction of a system that satisfies the specification, whereas often there exists a preference order among the different systems that satisfy the given specification. Under ...
Stochastic models for interacting processes feature a dimensionality that grows exponentially with the number of processes. This state space explosion severely impairs the use of standard methods for the numerical analysis of such Markov chains. In this wo ...
This work is concerned with the numerical solution of large-scale linear matrix equations A1XB1T++AKXBKT=C. The most straightforward approach computes XRmxn from the solution of an mn x mn linear system, typically limiting the feasible values of m,n to a f ...
In this paper, we extend the generalized approximate message passing (G-AMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case, which enables its applica ...
Institute of Electrical and Electronics Engineers2014
To improve visual tracking, a large number of papers study more powerful features, or better cue fusion mechanisms, such as adaptation or contextual models. A complementary approach consists of improving the track management, that is, deciding when to add ...
Stochastic models that describe interacting processes, such as stochastic automata networks, feature a dimensionality that grows exponentially with the number of processes. This state space explosion severely impairs the use of standard methods for the num ...
Compression wood conifer tracheids show different swelling and stiffness properties than those of usual normal wood, which has a practical function in the living plant: when a conifer shoot is moved from its vertical position, compression wood is formed in ...
To quantify the randomness of Markov trajectories with fixed initial and final states, Ekroot and Cover proposed a closed-form expression for the entropy of trajectories of an irreducible finite state Markov chain. Numerous applications, including the stud ...
We consider the numerical approximation of the stochastic Darcy problem with log-normal permeability field and propose a novel Multi Level Monte Carlo approach with a control variate variance reduction technique on each level. We model the log-permeability ...