Mathematical Modeling of Possibility Markov Chains by Possibility Theory

Statistical regression models are input-oriented estimation models that account for observation errors. On the other hand, an output-oriented possibility regression model that accounts for system fluctuations is proposed. Furthermore, the possibility Markov chain is proposed, which has a disidentifiable state (posterior) and a nondiscriminable state (prior). In this paper, we first take up the entity efficiency evaluation problem as a case study of the posterior non-discriminable production possibility region and mention Fuzzy DEA with fuzzy constraints. Next, the case study of the ex-ante non-discriminable event setting is discussed. Finally, we introduce the measure of the fuzzy number and the equality relation and attempt to model the possibility Markov chain mathematically. Furthermore, we show that under ergodic conditions, the direct sum state can be decomposed and reintegrated using fuzzy OR logic. We had already constructed the Possibility Markov process based on the indifferent state of this world. In this paper, we try to extend it to the indifferent event in another world. It should be noted that we can obtain the possibility transfer matrix by full use of possibility theory.

The Relations Among Various Markov Chains

Some basic equations and the relations among various Markov chains are established. These works are the bases in the investigation of the theory of Markov chain in random environment.

Weighted Markov chains for forecasting and analysis in Incidence of infectious diseases in jiangsu Province,China

This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence course.Then the paper presents a weighted Markov chain,a method which is used to predict the future incidence state.This method assumes the standardized self-coefficients as weights based on the special characteristics of infectious disease incidence being a dependent stochastic variable.It also analyzes the characteristics of infectious diseases incidence via the Markov chain Monte Carlo method to make the long-term benefit of decision optimal.Our method is successfully validated using existing incidents data of infectious diseases in Jiangsu Province.In summation,this paper proposes ways to improve the accuracy of the weighted Markov chain,specifically in the field of infection epidemiology.

Intrusion detection based on system calls and homogeneous Markov chains

A novel method for detecting anomalous program behavior is presented, which is applicable to hostbased intrusion detection systems that monitor system call activities. The method constructs a homogeneous Markov chain model to characterize the normal behavior of a privileged program, and associates the states of the Markov chain with the unique system calls in the training data. At the detection stage, the probabilities that the Markov chain model supports the system call sequences generated by the program are computed. A low probability indicates an anomalous sequence that may result from intrusive activities. Then a decision rule based on the number of anomalous sequences in a locality frame is adopted to classify the program＇s behavior. The method gives attention to both computational efficiency and detection accuracy, and is especially suitable for on-line detection. It has been applied to practical host-based intrusion detection systems.

ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS

In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors es-tablish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov br...

THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS

The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment （CMBCRE） and multitype Markov branching chain in random environment （MBCRE） and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties.

STRONG LAW OF LARGE NUMBERS AND SHANNON-MCMILLAN THEOREM FOR MARKOV CHAINS FIELD ON CAYLEY TREE

This paper studies the strong law of large numbers and the Shannom-McMillan theorem for Markov chains field on Cayley tree. The authors first prove the strong law of large number on the frequencies of states and orderd couples of states for Markov chains field on Cayley tree. Then they prove the Shannon-McMillan theorem with a.e. convergence for Markov chains field on Cayley tree. In the proof, a new technique in the study the strong limit theorem in probability theory is applied.

Model of Markov Chains in Space-Time Random Environments

A general framework of stochastic model for a Markov chain in a space-time random environment is introduced, here the environment ξ^＊：={ξ1,x∈N,x∈ X}is a random field. We study the dependence relations between the environment and the original chain, especially the ＂feedback＂. Some equivalence theorems and law of large numbers are obtained.

Oil-gas reservoir lithofacies stochastic modeling based on one- to three-dimensional Markov chains

Stochastic modeling techniques have been widely applied to oil-gas reservoir lithofacies. Markov chain simulation~ however~ is still under development~ mainly because of the difficulties in reasonably defining conditional probabilities for multi-dimensional Markov chains and determining transition probabilities for horizontal strike and dip directions. The aim of this work is to solve these problems. Firstly~ the calculation formulae of conditional probabilities for multi-dimensional Markov chain models are proposed under the full independence and conditional independence assumptions. It is noted that multi-dimensional Markov models based on the conditional independence assumption are reasonable because these models avoid the small-class underestimation problem. Then~ the methods for determining transition probabilities are given. The vertical transition probabilities are obtained by computing the transition frequencies from drilling data~ while the horizontal transition probabilities are estimated by using well data and the elongation ratios according to Walther＇s law. Finally~ these models are used to simulate the reservoir lithofacies distribution of Tahe oilfield in China. The results show that the conditional independence method performs better than the full independence counterpart in maintaining the true percentage composition and reproducing lithofacies spatial features.

The Laplace Functional and Moments for Markov Branching Chains in Random Environments

The concepts of random Markov matrix, Markov branching chain in randomenvironment (MBCRE) and Laplace functional of Markov branching chain in random environment (LFMBCRE)are introduced. The properties of LFMBCRE and the explicit formulas of momentsof MBCRE are given.

THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD

We investigate the convergence of nonhomogeneous Markov chains in general state space by using the f norm and the coupling method,and thus,a sufficient condition for the convergence of nonhomogeneous Markov chains in general state space is obtained.

Fully Polarimetric Land Cover Classification Based on Markov Chains

A novel land cover classification procedure is presented utilizing the information content of fully polarimetric SAR images. The Cameron coherent target decomposition (CTD) is employed to characterize land cover pixel by pixel. Cameron’s CTD is employed since it provides a complete set of elementary scattering mechanisms to describe the physical properties of the scatterer. The novelty of the proposed land classification approach lies on the fact that the features used for classification are not the types of the elementary scatterers themselves, but the way these types of scatterers alternate from pixel to pixel on the SAR image. Thus, transition matrices that represent local Markov models are used as classification features for land cover classification. The classification rule employs only the most important transitions for decision making. The Frobenius inner product is employed as similarity measure. Ten different types of land cover are used for testing the proposed method. In this aspect, the classification performance is significantly high.

Forecast future disasters using hydro-meteorological datasets in the Yamuna river basin,Western Himalaya:Using Markov Chain and LSTM approaches

This research aim to evaluate hydro-meteorological data from the Yamuna River Basin,Uttarakhand,India,utilizing Extreme Value Distribution of Frequency Analysis and the Markov Chain Approach.This method assesses persistence and allows for combinatorial probability estimations such as initial and transitional probabilities.The hydrologic data was generated(in-situ)and received from Uttarakhand Jal Vidut Nigam Limited(UJVNL),and meteorological data was acquired from NASA’s archives MERRA-2 product.A total of sixteen years(2005-2020)of data was used to foresee daily Precipitation from 2020 to 2022.MERRA-2 products are utilized as observed and forecast values for daily Precipitation throughout the monsoon season,which runs from July to September.Markov Chain and Long Short-Term Memory(LSTM)findings for 2020,2021,and 2022 were observed,and anticipated values for daily rainfall during the monsoon season between July and September.According to test findings,the artificial intelligence technique cannot anticipate future regional meteorological formations;the correlation coefficient R^(2) is around 0.12.According to the randomly verified precipitation data findings,the Markov Chain model has a success rate of 79.17 percent.The results suggest that extended return periods should be a warning sign for drought and flood risk in the Himalayan region.This study gives a better knowledge of the water budget,climate change variability,and impact of global warming,ultimately leading to improved water resource management and better emergency planning to the establishment of the Early Warning System(EWS)for extreme occurrences such as cloudbursts,flash floods,landslides hazards in the complex Himalayan region.

Stationary Probability Vectors of the Second Order Markov Chains

The stationary probability vectors of a second order Markov chain on the(n-1)-dimensional standard simplex are considered.In 2015,Li and Zhang gave a characterization of the second order Markov chain such that every vector in the simplex is a stationary vector.A modification of the characterization is presented in the paper.Some sufficient conditions are derived for any facet of the simplex such that every vector of the facet is a stationary vector.

Waiting times and stopping probabilities for patterns in Markov chains

Suppose that C is a finite collection of patterns. Observe a Markov chain until one of the patterns in C occurs as a run. This time is denoted by τ. In this paper, we aim to give an easy way to calculate the mean waiting time E(τ) and the stopping probabilities P(τ = τA)with A ∈ C, where τA is the waiting time until the pattern A appears as a run.

POISSON LIMIT THEOREM FOR COUNTABLE MARKOV CHAINS IN MARKOVIAN ENVIRONMENTS

A countable Markov chain in a Markovian environment is considered.A Poisson limit theorem for the chain recurring to small cylindrical sets is mainly achieved.In order to prove this theorem,the entropy function h is introduced and the Shannon-McMillan-Breiman theorem for the Markov chain in a Markovian environment is shown. It's well-known that a Markov process in a Markovian environment is generally not a standard Markov chain,so an example of Poisson approximation for a process which is not a Markov process is given.On the other hand,when the environmental process degenerates to a constant sequence,a Poisson limit theorem for countable Markov chains,which is the generalization of Pitskel's result for finite Markov chains is obtained.

A Note on Markov Chains in Stationary Random Environments

We consider Markov chains in stationary random environments. The conservative set C of the corresponding skew Markov chain of this process can be thought of as a recurrent set of a standard Markov chain. In some simpler cases, we give some sufficient conditions under which the conservative set C can be decomposed into at most countable minimal closed sets.

Using Markov chains to predict the natural progression of diabetic retinopathy

AIM: To study the natural progression of diabetic retinopathy in patients with type 2 diabetes.METHODS: This was an observational study of 153 cases with type 2 diabetes from 2010 to 2013. The state of patient was noted at end of each year and transition matrices were developed to model movement between years. Patients who progressed to severe non-proliferative diabetic retinopathy(NPDR) were treated.Markov Chains and Chi-square test were used for statistical analysis.RESULTS: We modelled the transition of 153 patients from NPDR to blindness on an annual basis. At the end of year 3, we compared results from the Markov model versus actual data. The results from Chi-square test confirmed that there was statistically no significant difference(P =0.70) which provided assurance that the model was robust to estimate mean sojourn times. The key finding was that a patient entering the system in mild NPDR state is expected to stay in that state for 5y followed by 1.07 y in moderate NPDR, be in the severe NPDR state for 1.33 y before moving into PDR for roughly8 y. It is therefore expected that such a patient entering the model in a state of mild NPDR will enter blindness after 15.29 y.CONCLUSION: Patients stay for long time periods in mild NPDR before transitioning into moderate NPDR.However, they move rapidly from moderate NPDR to proliferative diabetic retinopathy(PDR) and stay in that state for long periods before transitioning into blindness.

The Stationary Distributions of a Class of Markov Chains

The objective of this paper is to find the stationary distribution of a certain class of Markov chains arising in a biological population involved in a specific type of evolutionary conflict, known as Parker’s model. In a population of such players, the result of repeated, infrequent, attempted invasions using strategies from{0,1,2,…,m-1}, is a Markov chain. The stationary distributions of this class of chains, for m ε {3,4,…,∞} are derived in terms of previously known integer sequences. The asymptotic distribution (for m →∞) is derived.

Probabilistic Model of Cumulative Damage in Pipelines Using Markov Chains

This paper presents a probabilistic model of cumulative damage based on Markov chains theory to model propagation of internal corrosion depth localized in a hydrocarbons transport pipeline. The damage accumulation mechanism is unit jump type, depending on the state. It uses a shock model based on Bernoulli trials and probabilities to remain in the same state or the next one. Data are adjusted to Lognormal distribution and proven with a Kolmogórov-Smirnov test. The vector obtained from multiplying the initial state vector with the transition matrix was developed and the system of equations to find each transition probability with a single inspection report was solved. In order to calculate propagation of internal corrosion after inspection, an exponential equation was proposed and a parameter was adjusted to the data. Time to expected failure was obtained by adding the time expected in each damage state. Each time step was adjusted to real time.