Discrete random processes with memory: Models and applications

Kouřim, Tomáš, and Volf, Petr. "Discrete random processes with memory: Models and applications." Applications of Mathematics 65.3 (2020): 271-286. <http://eudml.org/doc/297099>.

@article{Kouřim2020,
abstract = {The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper 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 path. 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.},
author = {Kouřim, Tomáš, Volf, Petr},
journal = {Applications of Mathematics},
keywords = {random walk; history dependent transition probability; non-Markov process; success punishing walk; success rewarding walk},
language = {eng},
number = {3},
pages = {271-286},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Discrete random processes with memory: Models and applications},
url = {http://eudml.org/doc/297099},
volume = {65},
year = {2020},
}

TY - JOUR
AU - Kouřim, Tomáš
AU - Volf, Petr
TI - Discrete random processes with memory: Models and applications
JO - Applications of Mathematics
PY - 2020
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 65
IS - 3
SP - 271
EP - 286
AB - The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper 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 path. 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.
LA - eng
KW - random walk; history dependent transition probability; non-Markov process; success punishing walk; success rewarding walk
UR - http://eudml.org/doc/297099
ER -