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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Vienos Markovo grandinės stacionaraus skirstinio uodegos vertinimas / Estimating the tail of the stationary distribution of one markov chain

Skorniakova, Aušra 04 July 2014 (has links)
Šiame darbe nagrinėta tam tikra asimptotiškai homogeninė Markovo grandinė ir rasta jos stacionaraus skirstinio uodegos asimptotika. Nagrinėta grandinė negali būti ištirta šiuo metu žinomais metodais, todėl darbas turi praktinę reikšmę. Spręstas uždavinys aktualus sunkių uodegų analizėje. / In this work we have investigated some asymptotically homogeneous Markov chain and found asymptotics of the stationary distribution tail. To our best knowledge, considered chain cannot be investigated by means of existing methods, hence obtained results have practical value. Solved problem is relevant in heavy tail analysis.

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