We here give a sketch of a theoretical framework aiming at the statistical description of discrete-time systems whose state space can be partitioned in regions among which the trajectories move in a Markov-like fashion. A constructive method is given to produce an analytical z-domain expression for the joint distribution of the system state at any number observation instants. The availability of such tools should ease the analysis also of complex chaotic-maps with a possibly infinite description and exhibiting highly non-trivial statistical features.
An approach to statistical analysis of coarsely time-Markov systems
MAZZINI, Gianluca;SETTI, Gianluca
2002
Abstract
We here give a sketch of a theoretical framework aiming at the statistical description of discrete-time systems whose state space can be partitioned in regions among which the trajectories move in a Markov-like fashion. A constructive method is given to produce an analytical z-domain expression for the joint distribution of the system state at any number observation instants. The availability of such tools should ease the analysis also of complex chaotic-maps with a possibly infinite description and exhibiting highly non-trivial statistical features.File in questo prodotto:
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