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Martingale generating functions for Markov chains

Author
WILLIAMS, E. J1 ; WATSON, R. K1
[1] Department of Mathematics and Statistics, Applied Statistics, University of Melbourne, Parkville, Vic. 3010, Australia
Source

Journal of statistical planning and inference. 2002, Vol 103, Num 1-2, pp 39-49, 11 p ; ref : 11 ref

CODEN
JSPIDN
ISSN
0378-3758
Scientific domain
Control theory, operational research; Computer science; Mathematics
Publisher
Elsevier Science, Amsterdam / Elsevier Science, Lausanne / Elsevier Science, New York,NY
Publication country
Netherlands
Document type
Article
Language
English
Keyword (fr)
Chaîne Markov Dépendance du temps Epidémie Fonction génératrice Martingale Modèle Markov Modèle Méthode espace état Probabilité transition Processus Markov Processus stochastique Temps attente Temps discret Théorie conflit Modèle conflit Modèle épidemie
Keyword (en)
Markov chain Time dependence Epidemic Generating function Martingale Markov model Models State space method Transition probability Markov process Stochastic process Waiting time Discrete time Conflict theory Confilct model Epidemic model
Keyword (es)
Cadena Markov Dependencia del tiempo Epidemia Función generatriz Martingale Modelo Markov Modelo Método espacio estado Probabilidad transición Proceso Markov Proceso estocástico Tiempo espera Tiempo discreto Teoría conflicto
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
13596025

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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