Calculation of the number of states in binary Markov stochastic models
Lev Yakovlevich Saveliev1,2
1Novosibirsk State University, Pirogova 2, Novosibirsk, Russia, 630090
2Sobolev Institute of Mathematics of the Siberian Branch, 4 Acad. Koptyug avenue, Novosibirsk, Russia, 630090
Keywords: stochastic model, binary Markov chain, distribution, generating function, mean, variance
Abstract
This paper derives exact and approximate formulas for the distribution, average values and variances of the number of units on the segments of binary Markov sequences. Various ways to calculate these formulas are proposed. Estimates of the errors are given. An example of the calculation for a binary Markov model of the precipitation process is presented.
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