| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0533829 |
| utime |
20240103224631.7 |
| mtime |
20201102235959.9 |
| title
(primary) (eng) |
A model of random walk with varying transition probabilities |
| specification |
| page_count |
13 s. |
| media_type |
E |
|
| serial |
| ARLID |
cav_un_epca*0533828 |
| title
|
Proceedings of the 6th Stochastic Modeling Techniques and Data Analysis International Conference, SMTDA 2020 |
| page_num |
319-331 |
| publisher |
| place |
Barcelona |
| name |
ISAST: International Society for the Advancement of Science and Technology |
| year |
2020 |
|
| editor |
| name1 |
Skiadas |
| name2 |
Christos H. |
|
|
| keyword |
Bernoulli random walk |
| keyword |
history dependemt transition probabilities |
| keyword |
success punishing/rewarding walk |
| author
(primary) |
| ARLID |
cav_un_auth*0393231 |
| name1 |
Kouřim |
| name2 |
T. |
| country |
CZ |
| share |
50 |
|
| author
|
| ARLID |
cav_un_auth*0101227 |
| 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 |
| share |
50 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA18-02739S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0363963 |
|
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0398459 |
| name |
6th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop |
| dates |
20200602 |
| mrcbC20-s |
20200605 |
| place |
Barcelona |
| country |
ES |
|
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2021 |
| num_of_auth |
2 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0312099 |
| confidential |
S |
| arlyear |
2020 |
| mrcbU14 |
SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
WOS |
| mrcbU63 |
cav_un_epca*0533828 Proceedings of the 6th Stochastic Modeling Techniques and Data Analysis International Conference, SMTDA 2020 319 331 Barcelona ISAST: International Society for the Advancement of Science and Technology 2020 |
| mrcbU67 |
340 Skiadas Christos H. |
|