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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2015 Volume 18, Number 2, Pages 191–200 (Mi sjvm576)

This article is cited in 2 papers

Calculation of the number of states in binary Markov stochastic models

L. Ya. Savelievab

a Sobolev Institute Mathematics of SB RAS, 4 Acad. Koptyug pr., Novosibirsk, 630090, Russia
b Novosibirsk State University, 2 Pirogova str., Novosibirsk, 630090, Russia

Abstract: This paper derives exact and approximate formulas for the distribution, average values and variances of the number of units on the segments of binary Markov sequences. Various ways to calculate these formulas are proposed. Estimates of the errors are given. An example of the calculation for a binary Markov model of the precipitation process is presented.

Key words: stochastic model, binary Markov chain, distribution, generating function, mean, variance.

UDC: 519.21+519.61

Received: 26.12.2013
Revised: 28.02.2014

DOI: 10.15372/SJNM20150207


 English version:
Numerical Analysis and Applications, 2015, 8:2, 159–167

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