A versatile infinite-state Markov reward model to study bottlenecks in 2-hop ad hoc networks

In a 2-hop IEEE 801.11-based wireless LAN, the distributed coordination function (DCF) tends to equally share the available capacity among the contending stations. Recently alternative capacity sharing strategies have been made possible. We propose a versatile infinite-state Markov reward model to study the bottleneck node in a 2-hop IEEE 801.11-based ad hoc network for different adaptive capacity sharing strategies. We use infinite-state stochastic Petri nets (iSPNs) to specify our model, from which the underlying QBD-type Markov-reward models are automatically derived. The impact of the different capacity sharing strategies is analyzed by CSRL model checking of the underlying infinite-state QBD, for which we provide new techniques. Our modeling approach helps in deciding under which circumstances which adaptive capacity sharing strategy is most appropriate

Many Roads to Synchrony: Natural Time Scales and Their Algorithms

We consider two important time scales---the Markov and cryptic orders---that monitor how an observer synchronizes to a finitary stochastic process. We show how to compute these orders exactly and that they are most efficiently calculated from the epsilon-machine, a process's minimal unifilar model. Surprisingly, though the Markov order is a basic concept from stochastic process theory, it is not a probabilistic property of a process. Rather, it is a topological property and, moreover, it is not computable from any finite-state model other than the epsilon-machine. Via an exhaustive survey, we close by demonstrating that infinite Markov and infinite cryptic orders are a dominant feature in the space of finite-memory processes. We draw out the roles played in statistical mechanical spin systems by these two complementary length scales.Comment: 17 pages, 16 figures: http://cse.ucdavis.edu/~cmg/compmech/pubs/kro.htm. Santa Fe Institute Working Paper 10-11-02

Non-parametric Bayesian modeling of complex networks

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to non-parametric Bayesian modeling of complex networks: Using an infinite mixture model as running example we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model's fit and predictive performance. We explain how advanced non-parametric models for complex networks can be derived and point out relevant literature

A Markov chain model for predicting Major League Baseball

In this report, we present a Markov chain model for predicting the scores and the winning team of Major League Baseball (MLB) games. We discuss how a baseball game can be viewed as an infinite horizon discrete-time Markov chain with finite state space. We demonstrate how standard Markov chain theory can be used to obtain analytical solutions for the expected runs and win probability in a given MLB matchup. We improve upon previous models by incorporating pitching and more complex baserunning, and then demonstrate the effect of these changes by comparing our model to historical data. We also discuss computational methods for solving the model. Finally, we test our model on games from the 2015 MLB season.Operations Research and Industrial Engineerin

Laguerre and Meixner orthogonal bases in the algebra of symmetric functions

Analogs of Laguerre and Meixner orthogonal polynomials in the algebra of symmetric functions are studied. This is a detailed exposition of part of the results announced in arXiv:1009.2037. The work is motivated by a connection with a model of infinite-dimensional Markov dynamics.Comment: Latex, 52p

Learning Tree Distributions by Hidden Markov Models

Hidden tree Markov models allow learning distributions for tree structured data while being interpretable as nondeterministic automata. We provide a concise summary of the main approaches in literature, focusing in particular on the causality assumptions introduced by the choice of a specific tree visit direction. We will then sketch a novel non-parametric generalization of the bottom-up hidden tree Markov model with its interpretation as a nondeterministic tree automaton with infinite states.Comment: Accepted in LearnAut2018 worksho

The sojourn time distribution in an infinite server resequencing queue with dependent interarrival and service times

We consider an infinite server resequencing queue, where arrivals are generated by jumps of a semi-Markov process and service times depend on the jumps of this process. The stationary distribution of the sojourn time, conditioned on the state of the semi-Markov process, is obtained both for the case of hyperexponential service times and for the case of a Markovian arrival process. For the general model, an accurate approximation is derived based on a discretisation of interarrival and service times