A decoupling principle for Markov-modulated chains
Tài liệu tham khảo
Andronov, 2011, Markov-modulated birth-death processes, Autom. Control Comput. Sci., 45, 123, 10.3103/S0146411611030035
Baele, 2020, Markov-modulated continuous-time Markov chains to identify site- and branch-specific evolutionary variation in BEAST, Syst. Biol., 70, 181, 10.1093/sysbio/syaa037
Cai, 2019, A unified framework for regime-switching models, SSRN
Cui, 2019, Continuous-time Markov chain and regime switching approximations with applications to options pricing, 115
Ezhov, 1969, Markov processes with homogeneous second component, II, Theory Probab. Appl., 14, 652, 10.1137/1114081
Fischer, 1993, The Markov-modulated Poisson process (MMPP) cookbook, Perform. Eval., 18, 149, 10.1016/0166-5316(93)90035-S
Guindon, 2004, Modeling the site-specific variation of selection patterns along lineages, Proc. Natl. Acad. Sci., 101, 12957, 10.1073/pnas.0402177101
Jackson, 2011, Multi-state models for panel data: The msm package for R, J. Stat. Softw. Articles, 38, 1
Neuts, 1971, A queue subject to extraneous phase changes, Adv. Appl. Probab., 3, 78, 10.2307/1426330
Olivier, 1994, On the existence of finite-dimensional filters for Markov-modulated traffic, J. Appl. Probab., 31, 515, 10.2307/3215042
Pacheco, 2008
Prabhu, 1989, Markov-modulated queueing systems, Queueing Syst., 5, 215, 10.1007/BF01149193
Spiridovska, 2020, Markov-modulated processes, their applications and big data cases: State of the art, 100
Wei, 2002, Continuous-time hidden Markov models for network performance evaluation, Perform. Eval., 49, 129, 10.1016/S0166-5316(02)00122-0
Yechiali, 1971, Queuing problems with heterogeneous arrivals and service, Oper. Res., 19, 722, 10.1287/opre.19.3.722