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This article is cited in 2 scientific papers (total in 2 papers)
Computation of distributions of statistics by means of Markov chains
A. M. Zubkov, M. V. Filina Steklov Mathematical Institute of Russian Academy of Sciences
Abstract:
An approach to the construction of efficient algorithms for the exact computation of distributions of statistics by means of the Markov chains is described. The Pearson statistic, the number of empty cells for random allocations of particles, and the Kolmogorov – Smirnov statistic are considered as examples. Possibilities of extending the approach are discussed, in particular to the computation of the joint distributions of statistics.
Keywords:
prelimit distributions of statistics, exact computation of distributions, Markov chains, Pearson statistics, number of empty cells, Kolmogorov – Smirnov statistics.
Received: 25.03.2020
Citation:
A. M. Zubkov, M. V. Filina, “Computation of distributions of statistics by means of Markov chains”, Diskr. Mat., 32:4 (2020), 38–51; Discrete Math. Appl., 32:4 (2022), 285–295
Linking options:
https://www.mathnet.ru/eng/dm1622https://doi.org/10.4213/dm1622 https://www.mathnet.ru/eng/dm/v32/i4/p38
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| Abstract page: | 477 | | Full-text PDF : | 267 | | References: | 68 | | First page: | 21 |
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