scholarly journals Markov chains with heavy-tailed increments and asymptotically zero drift

2019 ◽  
Vol 24 (0) ◽  
Author(s):  
Nicholas Georgiou ◽  
Mikhail V. Menshikov ◽  
Dimitri Petritis ◽  
Andrew R. Wade
Keyword(s):  
Markov Chains ◽  
Zero Drift ◽  
Heavy Tailed

Asymptotic and monotonicity properties of some repairable systems

1998 ◽  
Vol 30 (4) ◽  
pp. 1089-1110 ◽  
Author(s):  
Günter Last ◽  
Ryszard Szekli
Keyword(s):  
Markov Chains ◽  
Total Variation ◽  
Repairable Systems ◽  
Lifetime Distributions ◽  
Failure Times ◽  
Imperfect Repair ◽  
Coupling Methods ◽  
Monotonicity Properties ◽  
Heavy Tailed

The paper studies a model of repairable systems which is flexible enough to incorporate the standard imperfect repair and many other models from the literature. Palm stationarity of virtual ages, inter-failure times and degrees of repair is studied. A Loynes-type scheme and Harris recurrent Markov chains combined with coupling methods are used. Results on the weak total variation and moment convergences are obtained and illustrated by examples with IFR, DFR, heavy-tailed and light-tailed lifetime distributions. Some convergences obtained are monotone and/or at a geometric rate.

scholarly journals Renewal theory for transient Markov chains with asymptotically zero drift

2020 ◽  
Vol 373 (10) ◽  
pp. 7253-7286
Author(s):  
Denis Denisov ◽  
Dmitry Korshunov ◽  
Vitali Wachtel
Keyword(s):  
Markov Chains ◽  
Renewal Theory ◽  
Zero Drift

scholarly journals Spectrum of large random reversible Markov chains: Heavy-tailed weights on the complete graph

2011 ◽  
Vol 39 (4) ◽  
pp. 1544-1590 ◽  
Author(s):  
Charles Bordenave ◽  
Pietro Caputo ◽  
Djalil Chafaï
Keyword(s):  
Markov Chains ◽  
Complete Graph ◽  
Reversible Markov Chains ◽  
Heavy Tailed

Asymptotic and monotonicity properties of some repairable systems

1998 ◽  
Vol 30 (04) ◽  
pp. 1089-1110 ◽  
Author(s):  
Günter Last ◽  
Ryszard Szekli
Keyword(s):  
Markov Chains ◽  
Total Variation ◽  
Repairable Systems ◽  
Lifetime Distributions ◽  
Failure Times ◽  
Imperfect Repair ◽  
Coupling Methods ◽  
Monotonicity Properties ◽  
Heavy Tailed

The paper studies a model of repairable systems which is flexible enough to incorporate the standard imperfect repair and many other models from the literature. Palm stationarity of virtual ages, inter-failure times and degrees of repair is studied. A Loynes-type scheme and Harris recurrent Markov chains combined with coupling methods are used. Results on the weak total variation and moment convergences are obtained and illustrated by examples with IFR, DFR, heavy-tailed and light-tailed lifetime distributions. Some convergences obtained are monotone and/or at a geometric rate.

An Alternative to Cohen's κ

2006 ◽  
Vol 11 (1) ◽  
pp. 12-24 ◽  
Author(s):  
Alexander von Eye
Keyword(s):  
Simulation Study ◽  
Null Hypothesis ◽  
Categorical Variables ◽  
Alternative Measure ◽  
Rater Agreement ◽  
Verbal Processing ◽  
Heavy Tailed ◽  
Applicant Selection

At the level of manifest categorical variables, a large number of coefficients and models for the examination of rater agreement has been proposed and used. The most popular of these is Cohen's κ. In this article, a new coefficient, κ s , is proposed as an alternative measure of rater agreement. Both κ and κ s allow researchers to determine whether agreement in groups of two or more raters is significantly beyond chance. Stouffer's z is used to test the null hypothesis that κ s = 0. The coefficient κ s allows one, in addition to evaluating rater agreement in a fashion parallel to κ, to (1) examine subsets of cells in agreement tables, (2) examine cells that indicate disagreement, (3) consider alternative chance models, (4) take covariates into account, and (5) compare independent samples. Results from a simulation study are reported, which suggest that (a) the four measures of rater agreement, Cohen's κ, Brennan and Prediger's κ n , raw agreement, and κ s are sensitive to the same data characteristics when evaluating rater agreement and (b) both the z-statistic for Cohen's κ and Stouffer's z for κ s are unimodally and symmetrically distributed, but slightly heavy-tailed. Examples use data from verbal processing and applicant selection.

Markov models—Markov chains

2019 ◽  
Vol 16 (8) ◽  
pp. 663-664 ◽  
Author(s):  
Jasleen K. Grewal ◽  
Martin Krzywinski ◽  
Naomi Altman
Keyword(s):  
Markov Chains ◽  
Markov Models
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