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Asymptotic and explicit formulae for a non-markovian model with linear transition rule |
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| Authors: | M. E. H. Ismail R. Theodorescu |
| Abstract: | Asymptotic and explicit formulae are obtained for the n-step stochastic kernel of a special class of non-MARKOVIAN models with linear transition rule which occur in learning theory, adaption theory, control theory, and biological research. |
| Keywords: | Discrete parameter stochastic processes random systems with complete connections OM-chains stochastic models for learning subject-controlled events |