A model of discrete random walk with history-dependent transition probabilities

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F23%3A00561677" target="_blank" >RIV/67985556:_____/23:00561677 - isvavai.cz</a>
Alternative codes found
RIV/68407700:21340/23:00374140
Result on the web
<a href="https://www.tandfonline.com/doi/full/10.1080/03610926.2021.2004425" target="_blank" >https://www.tandfonline.com/doi/full/10.1080/03610926.2021.2004425</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03610926.2021.2004425" target="_blank" >10.1080/03610926.2021.2004425</a>

Result language
angličtina
Original language name
A model of discrete random walk with history-dependent transition probabilities
Original language description
This contribution deals with a model of one-dimensional Bernoulli like random walk with the position of the walker controlled by varying transition probabilities. These probabilities depend explicitly on the previous move of the walker and, therefore, implicitly on the entire walk history. Hence, the walk is not Markov. The article follows on the recent work of the authors, the models presented here describe how the logits of transition probabilities are changing in dependence on the last walk step. In the basic model this development is controlled by parameters. In the more general setting these parameters are allowed to be time-dependent.
Czech name
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Czech description
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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
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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