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Higher-order statistics-based estimation of moments of first passage time for Markov chains in its reverse problem

ICSP '98. 1998 Fourth International Conference on Signal Processing (Cat. No.98TH8344), 2002
This paper presents a statistical approach for estimating the moments by using higher-order cumulants when the additive noise is Gaussian colored noise. It is shown that the kth-order moments of the noise samples are only related to the variance of the noise and that the estimators have the properties of unbiasedness and congruence.
null Shi Yu, null Zhang Xianda
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Contributions to the Stieltjes moment problem and to the intertwining of Markov semigroups

2019
Each chapter of this thesis is represented as a metaphorical meeting between mathematicians and their ideas: Stieltjes meet Gauss; Berg meet Urbanik; Dynkin meet Jacobi; Dynkin meet Villani. In the "Stieltjes meet Gauss'' part we provide some new criteria for the determinacy problem of the Stieltjes moment problem, starting with a Tauberian type ...
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Min-problem for Markov moments and the speed of response

Siberian Mathematical Journal, 1991
V. I. Korobov, G. M. Sklyar
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Markov Moment Problems on Special Closed Subsets of Rn

Symmetry, 2023
Cristian Octav Olteanu
exaly

Moments of the dividend payments and related problems in a Markov-modulated risk model, Shaunming Li and Yi Lu, April 2007

2010
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The Čebyšev-Markov problem with moments in a parallelepiped

1977
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Second moment constraints and the control problem of Markov jump linear systems

Numerical Linear Algebra With Applications, 2013
A N Vargas
exaly

On the Linear Quadratic Problem for Systems With Time-Reversed Markov Jump Parameters and the Duality With Filtering of Markov Jump Linear Systems

IEEE Transactions on Automatic Control, 2018
Eduardo Fontoura Costa, Daniel A Gutierrez-Pachas +1 more
exaly