Projects funded by the NCN
Change of time for Markov processes and its influence on Markov structures
2018/29/N/ST1/01801
Keywords:
Markov process Markov consistency change of time modelling dependence
Descriptors:
- ST1_13: Probability and statistics
Panel:
ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution :
Uniwersytet Warszawski, Wydział Matematyki, Informatyki i Mechaniki
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 15 - announced on 2018-03-15
Amount awarded: 84 300 PLN
Project start date (Y-m-d): 2019-01-31
Project end date (Y-m-d): 2022-01-30
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Equipment purchased [PL]
- komputer przenośny (4 500 PLN)
Information in the final report
- Publication in academic press/journals (1)
- Inhomogeneous time change equations for Markov chains and their applicationsAuthors:Zofia MiśkiewiczAcademic press:Stochastic Analysis and Applications , Wydawca: Taylor and Francis Ltd.Status:Accepted for publicationDOI:10.1080/07362994.2021.1924204 - link to the publication