Discrete random processes with memory: Models and applications

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F20%3A00525189" target="_blank" >RIV/67985556:_____/20:00525189 - isvavai.cz</a>
Alternative codes found
RIV/68407700:21340/20:00374147
Result on the web
<a href="https://articles.math.cas.cz/10.21136/AM.2020.0335-19" target="_blank" >https://articles.math.cas.cz/10.21136/AM.2020.0335-19</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21136/AM.2020.0335-19" target="_blank" >10.21136/AM.2020.0335-19</a>

Result language
angličtina
Original language name
Discrete random processes with memory: Models and applications
Original language description
The contribution focuses on Bernoulli-like random walks, where the past events affect the walk future development. The main concern is therefore the formulation of models describing the dependence of transition probabilities on the process history. Such an impact can be incorporated explicitly and transition probabilities modulated using a few parameters reflecting the current state of the walk as well as the information about the past. The behavior of proposed random walks, as well as the task of their parameter estimation, are studied both theoretically and with the aid of simulations.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA18-02739S" target="_blank" >GA18-02739S: Stochastic Optimization in Economic Processes</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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