| bibtype |
J -
Journal Article
|
| ARLID |
0561677 |
| utime |
20240402213510.1 |
| mtime |
20220929235959.9 |
| SCOPUS |
85119323031 |
| WOS |
000719289400001 |
| DOI |
10.1080/03610926.2021.2004425 |
| title
(primary) (eng) |
A model of discrete random walk with history-dependent transition probabilities |
| specification |
| page_count |
14 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0252520 |
| ISSN |
0361-0926 |
| title
|
Communications in Statistics - Theory and Methods |
| volume_id |
52 |
| volume |
15 (2023) |
| page_num |
5173-5186 |
| publisher |
|
|
| keyword |
Bernoulli random walk |
| keyword |
transition probabilities |
| keyword |
logistic model |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| full_dept |
Department of Stochastic Informatics |
| share |
50 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0393231 |
| name1 |
Kouřim |
| name2 |
T. |
| country |
CZ |
| share |
50 |
|
| source |
|
| source |
|
| cas_special |
| project |
| project_id |
GA18-02739S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0363963 |
|
| abstract
(eng) |
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. |
| result_subspec |
WOS |
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2024 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0343817 |
| confidential |
S |
| mrcbC91 |
A |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-j |
0.261 |
| mrcbT16-s |
0.446 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q3 |
| arlyear |
2023 |
| mrcbU14 |
85119323031 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000719289400001 WOS |
| mrcbU63 |
cav_un_epca*0252520 Communications in Statistics - Theory and Methods 0361-0926 1532-415X Roč. 52 č. 15 2023 5173 5186 Taylor & Francis |
|