Background Reading
References by Topic
Topic |
References |
| DTMCs |
BGdMT (1989) Section 2.1.2.1 |
| CTMCs | BGdMT (1989) Section 2.1.2.2 Stew (1994) Section 1.4 |
| GSPNS and CTMCs | BGdMT (1989) Section 2.2.3 MBCDF Ch. 5, 6 |
| Proxels | Horton02 LfS Publications |
| HMM | Rabiner Sections I-II Fink Ch. 5 |
| HnMM | WISLMH06, IWH06, KH09, KBH10, BKSH10 Krull Ch. 6´, Buchholz |
| Current research Topics | LfS Publications |
| Applications | Tan, MZ Chapter 4 |
| Phases | Neuts, BHST, Krull Ch. 3 IH05a |
| Proxels and Phases | ILMH05, IH05b Krull Ch. 4 |
| MCDM | CDHea08, CHKRG09 |
Books
- BGdMT: Bolch, Greiner, de Meer, Trivedi: Queueing Networks and Markov Chains
- Buchholz: Robert Buchholz: Conversive Hidden non-Markovian Models pdf
- Fink: Gernot A. Fink: Markov Models for Pattern Recognition : From Theory to Applications
- Krull: Claudia Krull: Discrete-Time Markov Chains: Advanced Applications in Simulation Dissertation
- LM: Sanja Lazarova-Molnar: The Proxel-Based Method: Formalisation, Analysis and Applications, Dissertation pdf
- MBCDF: Ajmone Marsan, Balbo, Conte, Donatelli, Francheschinis: Modelling with Generalized Stochastic Petri Nets (bookshelf G29-214)
- MZ: I. L. MacDonald, W. Zucchini, Hidden Markov and other models for discrete-valued time series
- Neuts: M. F. Neuts: Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach
- Stew: W. Stewart: Introduction to the Numerical Solution of Markov Chains
- Tan: Tan Wai-Yuan, Stochastic Models with Applications to Genetics, Cancers, AIDS and other Biomedical Systems
Most of the books are also in our book case in G29-214, please contact us if you are not able to obtain a copy otherwise. All of them you can find in the university library.
Papers
- BHST: Bobbio, Horváth, Scarpa, Telek: Acyclic Discrete Phase-type Distributions: Properties and a Parameter estimation Algorithm (and others of the same authors)
- BKSH10: Buchholz, Krull, Strigl, Horton: Using Hidden non-Markovian Models to Reconstruct System Behaviour in Partially-Observable Systems
- CHKRG09: René Chelvier, Graham Horton, Claudia Krull, Benjamin Rauch-Gebbensleben: DECISION MAKING WITH A RANDOM WALK IN A DISCRETE TIME MARKOV CHAIN
- CDHea08: René Chelvier, Kristina Dammasch, Graham Horton, Stefan Werner Knoll, Claudia Krull, Benjamin Rauch-Gebbensleben: A Markov Model for Multi-Criteria Multi-Person Decision Making
- Horton02: Graham Horton: A NEW PARADIGM FOR THE NUMERICAL SIMULATION OF STOCHASTIC PETRI NETS WITH GENERAL FIRING TIMES
- IH05a: Claudia Isensee, Graham Horton: Approximation of Discrete Phase-Type Distributions
- IH05b: Claudia Isensee, Graham Horton: Fast Simulation Without Randomness: A Simulation Tool Combining Proxels & Discrete Phases
- ILMH05: Claudia Isensee, Sanja Lazarova-Molnar, Graham Horton: COMBINING PROXELS AND DISCRETE PHASES
- IWH06: Claudia Isensee, Fabian Wickborn, Graham Horton: TRAINING HIDDEN NON-MARKOV MODELS
- KBH10: Claudia Krull, Robert Buchholz, Graham Horton: MATCHING HIDDEN NON-MARKOVIAN MODELS: DIAGNOSING ILLNESSES BASED ON RECORDED SYMPTOMS
- KH09: Claudia Krull, Graham Horton: HIDDEN NON-MARKOV MODELS: FORMALIZATION AND SOLUTION APPROACHES
- Rabiner: Lawrence R. Rabiner: A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition
- WISLMH06: Fabian Wickborn, Claudia Isensee, Thomas Simon, Sanja Lazarova-Molnar, Graham Horton: A New Approach for Computing Conditional Probabilities of General Stochastic Processes
Link to other publications of the Research group for Simulation (LfS).