Distribution of the Lower Boundary Functional of the Step Process of Semi-Markov Random Walk with Delaying Barrier

2018 ◽  
pp. 491-495
Keyword(s):  
Random Walk ◽  
Laplace Transformation ◽  
Lower Boundary ◽  
Step Process ◽  
Zero Level ◽  
Markov Random ◽  
Markov Random Walk ◽  
Crossing Time ◽  
First Crossing Time

In this paper, a step process of semi-Markovian random walk with delaying barrier on the zero-level is constructed and the Laplace transformation of the distribution of first crossing time of this process into the delaying barrier is obtained. Also, the expectation and standard diversion of a boundary functional of the process are given.

k-NN graph construction based on markov random walk

2015 ◽  
Author(s):  
Jiangzhong Cao ◽  
Bingo Wing-Kuen Ling ◽  
Wai-Lok Woo ◽  
Zhijing Yang
Keyword(s):  
Random Walk ◽  
Markov Random ◽  
Markov Random Walk

Nonlinear renewal theory for lattice markov random walk

1998 ◽  
Vol 17 (3-4) ◽  
pp. 267-277
Author(s):  
Su Yeongtzay ◽  
Wang Chitshung
Keyword(s):  
Random Walk ◽  
Renewal Theory ◽  
Markov Random ◽  
Markov Random Walk ◽  
Nonlinear Renewal Theory

Modelling the Paradox in Stock Markets by Variance Ratio Volatility Estimator that Utilises Extreme Values of Asset Prices

2016 ◽  
Vol 15 (3) ◽  
pp. 333-361 ◽  
Author(s):  
Muneer Shaik ◽  
S. Maheswaran
Keyword(s):  
Random Walk ◽  
Stock Markets ◽  
Asset Prices ◽  
Extreme Values ◽  
Jel Classification ◽  
Stock Index ◽  
Variance Ratio ◽  
Stock Indices ◽  
Markov Random ◽  
Markov Random Walk

We document the presence of the random walk effect in stock indices and, at the same time, find that the constituent stocks of the indices are excessively volatile. This gives rise to a paradox in stock markets between the behaviour of the stock index and its constituent stocks. We address this phenomenon in this article and reconcile the seemingly contradictory inferences by extending the Binomial Markov Random Walk (BMRW) model. JEL Classification: C15, C58, G15

Two-way Markov random walk transductive learning algorithm

2014 ◽  
Vol 21 (3) ◽  
pp. 970-977
Author(s):  
Hong Li ◽  
Xiao-yan Lu ◽  
Wei-wen Liu ◽  
Clement K. Kirui
Keyword(s):  
Random Walk ◽  
Learning Algorithm ◽  
Transductive Learning ◽  
Markov Random ◽  
Markov Random Walk
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