Variance and Covariance of Several Simultaneous Outputs of a Markov Chain
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial characterization of Markov sources which satisfy this condition is giv...
שמור ב:
| מחבר ראשי: | |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
Discrete Mathematics & Theoretical Computer Science
2016-06-01
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| סדרה: | Discrete Mathematics & Theoretical Computer Science |
| נושאים: | |
| גישה מקוונת: | https://dmtcs.episciences.org/1341/pdf |
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