Recursive estimation of a discrete-time Markov chain
نویسندگان
چکیده
منابع مشابه
Discrete Time Markov Chain (DTMC)
A. A stochastic process is a collection of random variables {X t , t ∈ T }. B. A sample path or realization of a stochastic process is the collection of values assumed by the random variables in one realization of the random process, e.g. C. The state space is the collection of all possible values the random variables can take on, i.e. it is the sample space of the random variables. For example...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 1993
ISSN: 0895-7177
DOI: 10.1016/0895-7177(93)90145-o