Discrete random processes with memory: Models and applications

Kód výsledku v 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>
Nalezeny alternativní kódy
RIV/68407700:21340/20:00374147
Výsledek na webu
<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>

Jazyk výsledku
angličtina
Název v původním jazyce
Discrete random processes with memory: Models and applications
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
Discrete random processes with memory: Models and applications
Popis výsledku anglicky
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.

Projekt
<a href="/cs/project/GA18-02739S" target="_blank" >GA18-02739S: Stochastická optimalizace v ekonomických procesech</a><br>
Návaznosti
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění
2020
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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