Title Vienos Markovo grandinės stacionaraus skirstinio uodegos vertinimas /
Translation of Title Estimating the tail of the stationary distribution of one markov chain.
Authors Skorniakova, Aušra
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Pages 15
Abstract [eng] In this work we have investigated some asymptotically homogeneous Markov chain and found asymptotics of the stationary distribution tail. To our best knowledge, considered chain cannot be investigated by means of existing methods, hence obtained results have practical value. Solved problem is relevant in heavy tail analysis.
Type Master thesis
Language Lithuanian
Publication date 2014