Digitization—reconstruction of binary Markovian process

V. A. Kazakov; Yu. A. Goritskiy

doi:10.3103/S0735272706110021

Authors

V. A. Kazakov National Polytechnic Institute, Mexico
Yu. A. Goritskiy Moscow Power Engineering Institute, Russian Federation

DOI:

https://doi.org/10.3103/S0735272706110021

Abstract

The statistical description of digitization-reconstruction procedure of binary Markovian process by a conditional mean rule is performed. It is analytically shown, conditional distribution of the jump moment between two various samples represents the truncated exponential distribution which in specific case degenerates in uniform. Expressions for a conditional mean-value (as estimations for the jump moment) and for a conditional dispersion (as errors of this estimation) are produced. Statistical modelling results matching with theoretical relations are discussed.

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