Sampling reconstruction of Markov processes with a finite number of states

DOI10.1134/S106423071001003XMaRDI QIDQ2391769zbMATH OpenOpenAlexFDO

Authors Yu. A. Goritskii, Vladimir A. Kazakov

Publication date 5 August 2013

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s106423071001003x

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Markov processes (60J99)

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Cites work

• scientific article; zbMATH DE number 686773 (Why is no real title available?)
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• Optimal state filtering of controllable systems with random structure
• Periodic bi-sampling of stationary processes.
• Preliminary distribution analysis for the states of special control systems with random structure
• Sampling reconstruction of Markov processes with a finite number of states
• Stationary clock changes on stationary processes
• Statistical analysis of linear dynamic systems driven by the binary Markovian noise on the basis of the kinetic equations for non-Markovian stochastic processes

Cited in

(11)

• Exact Sampling from a Continuous State Space
• Sampling-reconstruction procedure with jitter of Markov continuous processes formed by stochastic differential equations of the first order
• Reconstruction of Markov Random Fields from Samples: Some Observations and Algorithms
• Reconstructing Markov processes from independent and anonymous experiments
• Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference
• Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states
• Fingerprinting and reconstruction of functionals of discrete time Markov chains
• Sampling of realizations of the random field formed by the sum of Markov binary processes
• Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states
• Sampling reconstruction of Markov processes with a finite number of states
• Sampling and reconstruction of a checkerboard-type random field

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