Statistical properties of height and provisions of absolute maximum Markov processes Bachelier type

zbMATH Open1352.62132MaRDI QIDQ2833964FDOQ2833964

Authors: A. P. Trifonov, Y. E. Korchagin, M. B. Bespalova 

Publication date: 25 November 2016

Published in: Vestnik Voronezhskogo Gosudarstvennogo Universiteta. Seriya Fizika, Matematika (Search for Journal in Brave)

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zbMATH Keywords

Fokker-Planck-Kolmogorov equationprobability density distributionelevationposition of the absolute maximum

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential statistical analysis (62L10)

Cited In (1)

• A Markov process associated with plot-size distribution in Czech Land Registry and its number-theoretic properties

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