Figure 1: First-order Markov dynamics distort real constraints on flow. Although we considered passengers moving between cities in this illustration, we have analysed six diverse systems in detail, ...

High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...

In this paper we show that any separable stochastic process on a compact metric space can be derived from a temporally homogeneous Markov process on the extreme points of a compact convex set of ...

We present a method for finding the age distribution of the absorbing semi-Markov process, age being the total time elapsed since the beginning of the process. Several examples are given. Journal ...

If we can ‘talk’ to AI programs today, it’s in part because of a Russian from the 1800s. Markov’s approach to data in flux changed how we navigate our world. There’s an odd little trick to how AI ...

This paper proposes a hidden state Markov model (HMM) that incorporates workers’ unobserved labor market attachment into the analysis of labor market dynamics. Unlike previous literature, which ...