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

MaRDI QIDQ2833964zbMATH OpenFDO

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)

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)

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(1)

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

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