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https://elib.bsu.by/handle/123456789/9146| Title: | Spectral Analysis of Markov Chains |
| Authors: | Orlova, E. N. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2007 |
| Publisher: | Minsk: Publ. Center BSU |
| Citation: | Dynovskay E.S., Orlova E.N. Spectral Analysis of Markov Chains. //Computer Data Analysis and Modeling: Complex Stochastic Data and Systems: Proc. of the Eighth Int. Conf. Vol. 1. - Minsk: Publ. Center BSU, 2007. |
| Abstract: | The paper deals with the problem of a statistical analysis of Markov chains connected with the spectral density. We present the expressions for the function of spectral density. These expressions may be used to estimate the parameter of the Markov chain. |
| URI: | http://elib.bsu.by/handle/123456789/9146 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Spectral Analysis of Markov Chains.pdf | 123,69 kB | Adobe PDF | View/Open |
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