以下では、マルコフ過程 (Markov Process) について理論的背景から応用面まで、段階的かつ構造的に深く考察していく。 1. 基本概念と定義 マルコフ過程とは、一連の確率過程のうち「マルコフ性（Markov Property）」と呼ばれる性質を満たすものを指す。マルコフ ...

古本屋でじっくりと制御工学の本を見ていて、遂にこれを見つけた。 それは面白い選択ですね！マルコフ過程を使ったフィードバックの例題が載っている本は、制御工学の理解にとても役立ちます。マルコフ過程は、確率的な状態遷移を扱うので、実際の ...

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, ...

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 ...

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 ...

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 ...