A model of random walk with varying transition probabilities

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F20%3A00533829" target="_blank" >RIV/67985556:_____/20:00533829 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
A model of random walk with varying transition probabilities
Original language description
This paper considers a model of one-dimensional discrete time random walk with varying transition probabilities. These probabilities depend explicitly on the previous move of the walker and implicitly on the entire walk history, making the walk a non-Markovian stochastic process. Two basic versions of the model are introduced, some of their properties are recalled and new theoretical results derived. Then, more complex variants of models are presented. Development of walks themselves as well as the properties of connected sequences of transition probabilities are illustrated also with the aid of simulations. Applications of the model in real life situations are discussed.
Czech name
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Czech description
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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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