Journal of Applied Probability, Vol. 38, No. 2 (Jun., 2001), pp. 519-541 (23 pages) We study the convergence of certain matrix sequences that arise in quasi-birth-and-death (QBD) Markov chains and we ...
This is a preview. Log in through your library . Abstract We have two aims in this paper. First, we generalize the well-known theory of matrix-geometric methods of Neuts to more complicated Markov ...
This paper outlines a way to estimate transition matrices for use in credit risk modeling with a decades-old methodology that uses aggregate proportions data. This methodology is ideal for credit-risk ...
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 ...
Markov Models for disease progression are common in medical decision making (see references below). The parameters in a Markov model can be estimated by observing the time it takes patients in any ...
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