Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula.
Fikri GokpinarTahir KhaniyevR. T. AliyevPublished in: Commun. Stat. Simul. Comput. (2019)
Keyphrases
- random walk
- series expansion
- mathematical formulas
- logical formulas
- markov chain
- directed graph
- propositional formulas
- transition probabilities
- multi db
- cnf formula
- markov random walk
- transition probability matrix
- graph laplacian
- flow graph
- stationary distribution
- higher order
- spectral methods
- maximum likelihood
- level set
- pairwise