Related papers: Are Markov Models Effective for Storage Reliabilit…

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

To determine the effect of nonradiative excitation energy transfer on the fluorescence of a rigid multicomponent solution, a new analytical method was developed by treating this transfer as a time-resolved Markov chain (TRMC). In the TRMC…

Cold data storage systems are used to allow long term digital preservation for institutions' archives. The common functionality among cold and warm/hot data storage is that the data is stored on some physical medium for read-back at a later…

Predictive Maintenance (PdM) can only be implemented when the online knowledge of system condition is available, and this has become available with deployment of on-equipment sensors. To date, most studies on predicting the remaining useful…

Much digital instrumentation and control systems embedded in the critical medical healthcare equipment aerospace devices and nuclear industry have obvious consequence of different failure modes. These failures can affect the behavior of the…

Rough volatility models have recently been empirically shown to provide a good fit to historical volatility time series and implied volatility smiles of SPX options. They are continuous-time stochastic volatility models, whose volatility…

We consider the problem of assigning tasks efficiently to a set of workers that can exhaust themselves as a result of processing tasks. If a worker is exhausted, it will take a longer time to recover. To model efficiency of workers with…

Inference for continuous-time Markov chains (CTMCs) becomes challenging when the process is only observed at discrete time points. The exact likelihood is intractable, and existing methods often struggle even in medium-dimensional…

Verifying quantum systems has attracted a lot of interests in the last decades. In this paper, we initialised the model checking of quantum continuous-time Markov chain (QCTMC). As a real-time system, we specify the temporal properties on…

Archiving and systematic backup of large digital data generates a quick demand for multi-peta byte scale storage systems. As drive capacities continue to grow beyond the few terabytes range to address the demands of today's cloud, the…

This paper delves into a comprehensive analysis of fault-tolerant memory systems, focusing on recovery techniques modeled using Markov chains to address transient errors. The study revolves around the application of scrubbing methods in…

Markov population models (MPMs) are a widely used modelling formalism in the area of computational biology and related areas. The semantics of a MPM is an infinite-state continuous-time Markov chain. In this paper, we use the established…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Considering the potential of thermostatically controlled loads (TCLs) to provide flexibility in demand response or load control, a semi-Markov model (SMM) for the ON/OFF controlled TCL is developed in this paper. This model makes full use…

Discrete diffusion models based on continuous-time Markov chains (CTMCs) have shown strong performance on language and discrete data generation, yet existing approaches typically parameterize the reverse rate matrix monolithically --…

Electricity users are the major players of the electric systems, and electricity consumption is growing at an extraordinary rate. The research on electricity consumption behaviors is becoming increasingly important to design and deployment…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…

Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC…

This paper develops a comprehensive Markov-based framework for modelling reservoir behaviour and assessing key performance measures such as reliability and resilience. We first formulate a stochastic model for a finite-capacity dam,…