2 resultados para finite-state metoder
em Université de Montréal, Canada
Resumo:
We propose an alternate parameterization of stationary regular finite-state Markov chains, and a decomposition of the parameter into time reversible and time irreversible parts. We demonstrate some useful properties of the decomposition, and propose an index for a certain type of time irreversibility. Two empirical examples illustrate the use of the proposed parameter, decomposition and index. One involves observed states; the other, latent states.
Resumo:
Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.