| bibtype |
J -
Journal Article
|
| ARLID |
0525189 |
| utime |
20240103224159.6 |
| mtime |
20200621235959.9 |
| WOS |
000544260100005 |
| SCOPUS |
85087069536 |
| DOI |
10.21136/AM.2020.0335-19 |
| title
(primary) (eng) |
Discrete random processes with memory: Models and applications |
| specification |
| page_count |
16 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0290654 |
| ISSN |
0862-7940 |
| title
|
Applications of Mathematics |
| volume_id |
65 |
| volume |
3 (2020) |
| page_num |
271-286 |
| publisher |
|
|
| keyword |
random walk |
| keyword |
history dependent transition probability |
| keyword |
success punishing walk |
| author
(primary) |
| ARLID |
cav_un_auth*0393231 |
| share |
50 |
| name1 |
Kouřim |
| name2 |
T. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0101227 |
| share |
50 |
| name1 |
Volf |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0363963 |
| project_id |
GA18-02739S |
| agency |
GA ČR |
|
| abstract
(eng) |
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. |
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2021 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0309416 |
| confidential |
S |
| mrcbC86 |
3+4 Article|Proceedings Paper Mathematics Applied |
| mrcbC91 |
C |
| mrcbT16-e |
MATHEMATICSAPPLIED |
| mrcbT16-i |
0.00049 |
| mrcbT16-j |
0.283 |
| mrcbT16-s |
0.237 |
| mrcbT16-B |
3.216 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q4 |
| arlyear |
2020 |
| mrcbU14 |
85087069536 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000544260100005 WOS |
| mrcbU63 |
cav_un_epca*0290654 Applications of Mathematics 0862-7940 1572-9109 Roč. 65 č. 3 2020 271 286 Springer |
|