Abstract
Statistical procedure for sampling-reconstruction of Markov processes with a finite number of states is developed. Special features of the sampling-reconstruction procedures for such processes compared to continuous processes are discussed. The problem of determining the sampling interval is formulated and solved under the following two constraints: on the variance of the jump moment estimate and on the probability of missing a transition. An example illustrates the application of the described methodology.
| Original language | English |
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| Pages (from-to) | 16-21 |
| Number of pages | 6 |
| Journal | Journal of Computer and Systems Sciences International |
| Volume | 49 |
| Issue number | 1 |
| DOIs | |
| State | Published - Feb 2010 |