Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/52024
Title: | Markov properties of gaps between local maxima in a sequence of independent random variables |
Authors: | Khil, Elena V. |
Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
Issue Date: | 2013 |
Publisher: | Minsk : Publ. center of BSU |
Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 2. — Minsk, 2013. - P. 13-16 |
Abstract: | Distributions of gaps between consecutive local maxima in sequences of in- dependent identically distributed random variables are studied. It is shown that the sequence of these gaps is a hidden Markov chain. Explicit formulas for the joint distributions of consecutive gaps are obtained. |
URI: | http://elib.bsu.by/handle/123456789/52024 |
Appears in Collections: | 2013. Computer Data Analysis and Modeling. Vol 2 Vol. 2 |
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