Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...

This is a preview. Log in through your library . Abstract This paper describes and compares several methods for computing stationary probability distributions of Markov chains. The main linear algebra ...

Let W(π) be either the number of descents or inversions of a permutation $\pi \in S_{n}$. Stein's method is applied to show that W satisfies a central limit theorem ...

Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...

I study the speed with which finite Markov chains approach their stationary distribution. Recent work has focused on the analysis of two early birthday attacks on problems related to cryptography: ...

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...

Mathematics often seems like an abstract concept, but its applications can have profound impacts on the world around us. From predicting the next word in a sentence to understanding how Google’s ...