A model of random walk with varying transition probabilities
Identifikátory výsledku
Kód výsledku v 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>
Výsledek na webu
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DOI - Digital Object Identifier
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Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
A model of random walk with varying transition probabilities
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
A model of random walk with varying transition probabilities
Popis výsledku anglicky
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.
Klasifikace
Druh
O - Ostatní výsledky
CEP obor
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OECD FORD obor
10103 - Statistics and probability
Návaznosti výsledku
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
Ostatní
Rok uplatnění
2020
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů