Institute of Information Theory and Automation

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Bibliography

Journal Article

Discrete random processes with memory: Models and applications

Kouřim T., Volf Petr

: Applications of Mathematics vol.65, 3 (2020), p. 271-286

: GA18-02739S, GA ČR

: random walk, history dependent transition probability, success punishing walk

: 10.21136/AM.2020.0335-19

: http://library.utia.cas.cz/separaty/2020/SI/volf-0525189.pdf

: https://articles.math.cas.cz/10.21136/AM.2020.0335-19

(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.

: BB

: 10103

2019-01-07 08:39