arXiv Open Access 2011

Rigorous Computing of Rectangle Scan Probabilities for Markov Increments

Jannis Dimitriadis

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Abstrak

Extending recent work of Corrado, we derive an algorithm that computes rigorous upper and lower bounds for rectangle scan probabilities for Markov increments. We experimentally examine the closeness of the bounds computed by the algorithm and we examine the range of tractable input variables.

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stat.CO

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Jannis Dimitriadis

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APA MLA BibTeX

Dimitriadis, J. (2011). Rigorous Computing of Rectangle Scan Probabilities for Markov Increments. https://arxiv.org/abs/1109.3254

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Informasi Jurnal

Tahun Terbit: 2011
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓