Research ArticleOpen accessAll words, across the recordComputational Discrete Time Markov Chain with Correlated Transition ProbabilitiesPeerayuth CharnsethikulThis study presents a computational procedure for analyzing statistics of steady state probabilities in a discrete time Markov chain with correlations among their transition probabilities. The proposed model simply uses the first order Taylor’s series expansion and statistical expected value properties to obtain the resulting linear matrix equations system. Computationally, the bottleneck is O(n4) but can be improved by distributed … …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2007 · 6,648 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordParsimonious Var Models For Air Pollution Dynamic AnalysisFontanella lara, Granturco mariagraziaWe discuss a framework to obtain temporal predictions for an evolving spatial field regularly sampled in time at arbitrary spatial locations. Difficulties caused by large data sets and the modelling of complicated spatio-temporal interactions limit the effectiveness of traditional space-time statistical models. In this study, we propose the use of a flexible approach to deal with large and small time-scale … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,181 accessesView PDFCite