Discrete random processes with memory: models and applications.

DOI10.21136/AM.2020.0335-19MaRDI QIDQ778557zbMATH OpenFDO

Authors Tomáš Kouřim, Petr Volf

Publication date 2 July 2020

Published in Applications of Mathematics (Search for Journal in Brave)

zbMATH Keywords

random walknon-Markov processhistory dependent transition probabilitysuccess punishing walksuccess rewarding walk

Mathematics Subject Classification ID

Point estimation (62F10) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• Mathematical statistics. An introduction to likelihood based inference
• On a random walk with memory and its relation with Markovian processes
• Spectra of some self-exciting and mutually exciting point processes
• Theory and inference for a class of nonlinear models with application to time series of counts

Cited in

(2)

• A model and application of binary random sequence with probabilities depending on history.
• A model of discrete random walk with history-dependent transition probabilities

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