0561677 20240402213510.120220929235959.9 85119323031 000719289400001 10.1080/03610926.2021.2004425 14 s. P cav_un_epca*02525200361-09265215 (2023)5173-5186Taylor & Francis Bernoulli random walk transition probabilities logistic model cav_un_auth*0101227 Volf Petr UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI Department of Stochastic Informatics 50 Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0393231 Kouřim T. CZ 50 http://library.utia.cas.cz/separaty/2022/SI/volf-0561677.pdf https://www.tandfonline.com/doi/full/10.1080/03610926.2021.2004425 GA18-02739S GA ČR cav_un_auth*0363963 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. WOS BB 10000 10100 10103 2024 2 RVO:67985556 https://hdl.handle.net/11104/0343817 S Article Statistics Probability A STATISTICS&PROBABILITY 0.8 0.2 9.4 0.00588 0.261 6550 76 0.446 25.85 1.02 1360 Q3 0.600 278 Q4 18.8 Q4 Q3 0.34 Q4 18.8 2023 85119323031 SCOPUS PUBMED 000719289400001 WOS cav_un_epca*0252520 Communications in Statistics - Theory and Methods 0361-0926 1532-415X Roč. 52 č. 15 2023 5173 5186 Taylor & Francis