Cumulative Bernoulli trials and Krawtchouk processes
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Publication:790539
DOI10.1016/0304-4149(84)90014-0zbMath0534.60060OpenAlexW1990820285WikidataQ128066854 ScholiaQ128066854MaRDI QIDQ790539
Mizan Rahman, Michael R. Hoare
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(84)90014-0
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Special processes (60K99) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Related Items (10)
Markov chains generated by convolutions of orthogonality measures ⋮ Software reliability assessment models based on cumulative Bernoulli trial processes ⋮ Cumulative hypergeometric processes: A statistical role for the \(_ nF_{n-1}\) functions ⋮ Gibbs sampling, exponential families and orthogonal polynomials ⋮ An introduction to multivariate Krawtchouk polynomials and their applications ⋮ Kravchuk orthogonal polynomials ⋮ EXCHANGEABLE PAIRS OF BERNOULLI RANDOM VARIABLES, KRAWTCHOUCK POLYNOMIALS, AND EHRENFEST URNS ⋮ A unified parameter estimation algorithm for discrete software reliability models ⋮ A \(q\)-analogue of the 9-\(j\) symbols and their orthogonality ⋮ Krawtchouk transforms and convolutions
Cites Work
- Stochastic processes and special functions: On the probabilistic origin of some positive kernels associate with classical orthogonal polynomials
- Some Positive Kernels and Bilinear Sums for Hahn Polynomials
- The use of orthogonal polynomials of the positive and negative binomial frequency functions in curve fitting by Aitken's method
- XI.—On Fourfold Sampling with and without Replacement
- Random Walk and the Theory of Brownian Motion
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