ON EXPECTED VALUES OF MARKOV STATISTICS - Collections

＜journal article＞
ON EXPECTED VALUES OF MARKOV STATISTICS

Creator	Author PID K000680 Creator Name Iwamoto, Seiichi 岩本, 誠一 Affiliation Affiliation Name Department of Economic Engineering, Faculty of Economics, Kyushu University 九州大学経済学部経済工学科
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1998-03
Source Title	Bulletin of informatics and cybernetics
Vol	30
Issue	1
First Page	1
Last Page	24
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/13466
Related DOI	Bulletin of informatics and cybernetics \|\| 30(1) \|\| p1-24
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 30(1) \|\| p1-24
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 30(1) \|\| p1-24
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	In this paper we give both forward and backward iterative algorithms for computing expected value of some associative statistics associated with a stationary Markov chain on finite state space. Both a...lgorithms are based upon an invariant imbedding technique in dynamic programming.show more

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