Modified Markov Chain Research Articles

Markov Process for Simulating Daily Point Rainfall

A modified Markov Chain model is used to generate synthetic traces of daily rainfall amounts at a point. Mixed discrete-continuous distributions are used to model the state transition probabilities. The use of the modified model affords a considerable reduction in historical data requirements for parameter estimation. A two-parameter gamma distribution was used in the model with data from seven weather stations in Kentucky and provided a good representation of the daily point rainfall process.

Frequency of Passages Through a Designated Sequence or Network of States of a Markov Chain

Previous article Next article Frequency of Passages Through a Designated Sequence or Network of States of a Markov ChainMikiso MizukiMikiso Mizukihttps://doi.org/10.1137/0120032PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Patrick Billingsley, Statistical methods in Markov chains, Ann. Math. Statist., 32 (1961), 12–40 MR0123420 0104.12802 CrossrefGoogle Scholar[2] William Feller, Fluctuation theory of recurrent events, Trans. Amer. Math. Soc., 67 (1949), 98–119 MR0032114 0039.13301 CrossrefISIGoogle Scholar[3] Leo A. Goodman, The analysis of persistence in a chain of multiple events, Biometrika, 51 (1964), 405–411 MR0175233 0132.38502 CrossrefISIGoogle Scholar[4] John G. Kemeny and , J. Laurie Snell, Finite Markov chains, The University Series in Undergraduate Mathematics, D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto-London-New York, 1960viii+210 MR0115196 0089.13704 Google Scholar[5] A. M. Mood, The distribution theory of runs, Ann. Math. Statistics, 11 (1940), 367–392 MR0003493 0024.05301 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 20, Issue 2| 1971SIAM Journal on Applied Mathematics History Submitted:17 February 1970Published online:12 July 2006 InformationCopyright © 1971 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0120032Article page range:pp. 288-297ISSN (print):0036-1399ISSN (online):1095-712XPublisher:Society for Industrial and Applied Mathematics