2011-10-17
On the analysis of a new Markov chain which has applications in AI and machine learning
Publication
Publication
Presented at the
2011 Canadian Conference on Electrical and Computer Engineering, CCECE 2011 (May 2011)
In this paper, we consider the analysis of a fascinating Random Walk (RW) that contains interleaving random steps and random jumps. The characterizing aspect of such a chain is that every step is paired with its counterpart random jump. RWs of this sort have applications in testing of entities, where the entity is never allowed to make more than a pre-specified number of consecutive failures. This paper contains the analysis of the chain, some fascinating limiting properties, and some initial simulation results. The reader will find more detailed results in [12].
| Additional Metadata | |
|---|---|
| Keywords | Ergodic Random Processes, Random Processes, Random Walks with Jumps |
| Persistent URL | dx.doi.org/10.1109/CCECE.2011.6030727 |
| Conference | 2011 Canadian Conference on Electrical and Computer Engineering, CCECE 2011 |
| Citation |
Yazidi, A. (Anis), Granmo, O.-C. (Ole-Christoffer), & Oommen, J. (2011). On the analysis of a new Markov chain which has applications in AI and machine learning. In Canadian Conference on Electrical and Computer Engineering (pp. 1553–1558). doi:10.1109/CCECE.2011.6030727
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