Embedded polynomial plans of random walks and their applications

DOI10.1007/S10958-005-0170-7MaRDI QIDQ997728zbMATH OpenOpenAlexFDO

Authors Ya. P. Lumel'skii, Paul D. Feigin

Publication date 7 August 2007

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-005-0170-7

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Review text

Continuing the earlier work of the authors the paper studies embedded plans of random walks applied in statistical control of quality and reliability, statistical continuous control and description of regulation of chess matches. The embedded polynomial plan includes two polynomial plans, observations are consequently conducted by the first plan, the stop of observations by the embedded plan happens upon achievement of the boundary of the second one. Compound probability characteristics of the embedded polynomial plan are found.

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Cites work

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Cited in

(5)

• Scheme of random walks and sequential estimation of the results of control
• Trigonometric polynomials and multidimensional random walks: Application to the ergodic theory
• Plans of multidimensional random walks allowing factorization of the transition probabilities
• Nonparametric tests and nested sequential sampling plans for change-point detection
• scientific article; zbMATH DE number 3960837 (Why is no real title available?)

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