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This article is cited in 2 scientific papers (total in 2 papers)
Calculation of the number of states in binary Markov stochastic models
L. Ya. Savelievab a Sobolev Institute Mathematics of SB RAS, 4 Acad. Koptyug pr., Novosibirsk, 630090, Russia
b Novosibirsk State University, 2 Pirogova str., Novosibirsk, 630090, Russia
Abstract:
This paper derives exact and approximate formulas for the distribution, average values and variances of the number of units on the segments of binary Markov sequences. Various ways to calculate these formulas are proposed. Estimates of the errors are given. An example of the calculation for a binary Markov model of the precipitation process is presented.
Key words:
stochastic model, binary Markov chain, distribution, generating function, mean, variance.
Received: 26.12.2013 Revised: 28.02.2014
Citation:
L. Ya. Saveliev, “Calculation of the number of states in binary Markov stochastic models”, Sib. Zh. Vychisl. Mat., 18:2 (2015), 191–200; Num. Anal. Appl., 8:2 (2015), 159–167
Linking options:
https://www.mathnet.ru/eng/sjvm576 https://www.mathnet.ru/eng/sjvm/v18/i2/p191
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Abstract page: | 303 | Full-text PDF : | 73 | References: | 57 | First page: | 10 |
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