Timeline for Markov Chain Patterns
Current License: CC BY-SA 2.5
3 events
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Jul 25, 2010 at 14:03 | comment | added | Steve Huntsman | You might also consider the autocorrelation, see e.g. books.google.com/books?id=cB-ZZX2HcWQC&pg=PA31 | |
Jul 25, 2010 at 13:24 | comment | added | Steve Huntsman | This sounds like it might be hard in general. I think you want to express your transition matrix as a weighted sum of permutation matrices with a minimal number of weights providing good approximations. But given this, the coefficients of the permutation matrices would seem to provide a rough measure along these lines. | |
Jul 25, 2010 at 11:08 | history | asked | David | CC BY-SA 2.5 |