0525189 20240103224159.620200621235959.9 000544260100005 85087069536 10.21136/AM.2020.0335-19 16 s. P cav_un_epca*02906540862-7940653 (2020)271-286Springer random walk history dependent transition probability success punishing walk cav_un_auth*0393231 50 Kouřim T. CZ cav_un_auth*0101227 50 Volf Petr UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2020/SI/volf-0525189.pdf https://articles.math.cas.cz/10.21136/AM.2020.0335-19 cav_un_auth*0363963 GA18-02739S GA ČR 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. BB 10000 10100 10103 2021 2 RVO:67985556 http://hdl.handle.net/11104/0309416 S 3+4 Article|Proceedings Paper Mathematics Applied C MATHEMATICS.APPLIED 0.815 0.056 11.7 0.00049 0.283 467 33 0.237 21.3 0.7 84 Q4 0.866 54 Q4 3.216 23.2 Q4 Q3 0.43 Q4 23.208 2020 85087069536 SCOPUS PUBMED 000544260100005 WOS cav_un_epca*0290654 Applications of Mathematics 0862-7940 1572-9109 Roč. 65 č. 3 2020 271 286 Springer