scholarly journals RobustL2−L∞filtering for a class of dynamical systems with nonhomogeneous Markov jump process

2013 ◽  
Vol 46 (4) ◽  
pp. 599-608 ◽  
Author(s):  
Yanyan Yin ◽  
Peng Shi ◽  
Fei Liu ◽  
Kok Lay Teo
Keyword(s):  
Dynamical Systems ◽  
Jump Process ◽  
Markov Jump ◽  
Markov Jump Process

Deterministic limit of the stochastic model of chemical reactions with diffusion

1980 ◽  
Vol 12 (02) ◽  
pp. 367-379 ◽  
Author(s):  
L. Arnold ◽  
M. Theodosopulu
Keyword(s):  
Diffusion Equation ◽  
Stochastic Model ◽  
Chemical Reactions ◽  
Reaction Diffusion ◽  
Jump Process ◽  
Reaction Diffusion Equation ◽  
Markov Jump ◽  
Markov Jump Process ◽  
Deterministic Limit

Conditions are given for which the Markov jump process describing the stochastic model of chemical reactions with diffusion converges to the solution of the corresponding deterministic reaction–diffusion equation.

Characterization of the Output Rate Process for a Markovian Storage Model

1998 ◽  
Vol 35 (1) ◽  
pp. 184-199 ◽  
Author(s):  
Samuli Aalto
Keyword(s):  
Fluid Model ◽  
Jump Process ◽  
Rate Process ◽  
Output Rate ◽  
Markov Jump ◽  
Storage Model ◽  
Markov Jump Process ◽  
Queueing Process ◽  
Level Process

We consider storage models where the input rate and the demand are modulated by a Markov jump process. One particular example from teletraffic theory is a fluid model of a multiplexer loaded by exponential on-off sources. Although the storage level process has been widely studied, little attention has been paid to the output rate process. We will show that, under certain assumptions, there exists another Markov jump process that modulates the output rate. The modulating process is explicitly constructed. It turns out to be a modification of a GI/G/1 queueing process

scholarly journals A Markov jump process modelling animal group size statistics

2020 ◽  
Vol 18 (1) ◽  
pp. 55-89
Author(s):  
Pierre Degond ◽  
Maximilian Engel ◽  
Jian-Guo Liu ◽  
Robert L. Pego
Keyword(s):  
Group Size ◽  
Jump Process ◽  
Process Modelling ◽  
Markov Jump ◽  
Animal Group ◽  
Markov Jump Process

Deterministic limit of the stochastic model of chemical reactions with diffusion

1980 ◽  
Vol 12 (2) ◽  
pp. 367-379 ◽  
Author(s):  
L. Arnold ◽  
M. Theodosopulu
Keyword(s):  
Diffusion Equation ◽  
Stochastic Model ◽  
Chemical Reactions ◽  
Reaction Diffusion ◽  
Jump Process ◽  
Reaction Diffusion Equation ◽  
Markov Jump ◽  
Markov Jump Process ◽  
Deterministic Limit

Conditions are given for which the Markov jump process describing the stochastic model of chemical reactions with diffusion converges to the solution of the corresponding deterministic reaction–diffusion equation.

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