نتایج جستجو برای: moment equations

تعداد نتایج: 295805  

2006
Tom Verhoeff

We consider the variance of the reward until absorption in a Markov chain. This variance is usually calculated from the second moment (expectation of the square). We present a direct system of equations for the variance, involving the first moment (expectation) but not the second moment. This method is numerically superior to the calculation from the second moment.

Journal: :Proceedings of the Royal Society of Edinburgh: Section A Mathematics 2018

Journal: :Journal of Cosmology and Astroparticle Physics 2011

Journal: :Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 2015

Journal: :Zeitschrift für angewandte Mathematik und Physik 2010

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