TY  - EJOU
AU  - Goritskiy, Yu.A.  
AU  - Kazakov, V.A.  

TI  - Sampling-reconstruction procedure of discrete Markov processes with continuous time
T2  - The International Conference on Computational \& Experimental Engineering and Sciences

PY  - 2010
VL  - 14
IS  - 2
SN  - 1933-2815

AB  - 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.
KW  - 

DO  - 10.3970/icces.2010.014.063