We obtain a closed form expression for the joint probability mass function of the occupation times for a Three-State Markov chain. Our representation extends the long-standing result for a Two-State ...
1 Department of Endocrinology, Beijing Tongren Hospital, Capital Medical University, Beijing, China 2 Beijing Tongren Hospital, Capital Medical University, Beijing, China Background: Previous findings ...
Imagine a scenario where a team of doctors faces a perplexing medical puzzle. A patient shows a range of symptoms, each pointing to multiple possible diseases. How can they navigate this diagnostic ...
Abstract: Probability mass function (PMF) estimation using a low-rank model for the PMF tensor has gained increased popularity in recent years. However, its performance evaluation relied mostly on ...
The COS method was introduced in Fang & Oosterlee (2008) and then was applied to pricing a variety of stock options for continuous random variables. This paper adapts the Fourier-cosine series (COS) ...
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