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ABSTRACT

Sampling-reconstruction procedure of discrete Markov processes with continuous time

Yu.A. Goritskiy1, V.A. Kazakov2

Moscow Power Engineering Institute, Moscow, Russia
National Polytechnic Institute of Mexico, Mexico

The International Conference on Computational & Experimental Engineering and Sciences 2010, 14(2), 63-64. https://doi.org/10.3970/icces.2010.014.063

Abstract

At the first time the statistical description of the Sampling-Reconstruction Procedure (SRP) of Discrete Markov Processes (Markov chains) with continuous time and with an arbitrary number of states is given. The mathematical models of Markov chains with continuous time are intensively used in the description of some real stochastic processes with jumps (in control systems and radio engineering), for instance, impulse noise [1, 2]. This is the reason that it is necessary to know: how to sample, how to reconstruct and how to calculate the reconstruction errors of such processes. (Jumps can be occurred in continuous time moments.) So, the usual method of the SRP investigation of continuous stochastic processes (i.e. the method of the conditional mathematical expectation rule) can not be applied directly.

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APA Style
Goritskiy, Y., Kazakov, V. (2010). Sampling-reconstruction procedure of discrete markov processes with continuous time. The International Conference on Computational & Experimental Engineering and Sciences, 14(2), 63-64. https://doi.org/10.3970/icces.2010.014.063
Vancouver Style
Goritskiy Y, Kazakov V. Sampling-reconstruction procedure of discrete markov processes with continuous time. Int Conf Comput Exp Eng Sciences . 2010;14(2):63-64 https://doi.org/10.3970/icces.2010.014.063
IEEE Style
Y. Goritskiy and V. Kazakov, “Sampling-reconstruction procedure of discrete Markov processes with continuous time,” Int. Conf. Comput. Exp. Eng. Sciences , vol. 14, no. 2, pp. 63-64, 2010. https://doi.org/10.3970/icces.2010.014.063



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