Sampling reconstruction of Markov processes with a finite number of states

DOI10.1134/S106423071001003XzbMATH Open1269.62071OpenAlexW1972281336MaRDI QIDQ2391769FDOQ2391769

Vladimir A. Kazakov, Yu. A. Goritskii

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)

Cites Work

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• Periodic bi-sampling of stationary processes.
• Sampling reconstruction of Markov processes with a finite number of states
• Optimal state filtering of controllable systems with random structure
• Stationary clock changes on stationary processes
• Preliminary distribution analysis for the states of special control systems with random structure
• Statistical analysis of linear dynamic systems driven by the binary Markovian noise on the basis of the kinetic equations for non-Markovian stochastic processes
• Models and methods for study of amplitude pulse modulation systems with random correlated intervals of discretization
• One-dimensional kinetic equations for non-Markovian processes and statistical analysis problems of systems driven by the asymmetrical binary Markovian process

Cited In (8)

• Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference
• 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 and reconstruction of a checkerboard-type random field
• Sampling reconstruction of Markov processes with a finite number of states
• Exact Sampling from a Continuous State Space
• Reconstruction of Markov Random Fields from Samples: Some Observations and Algorithms
• Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states

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