統計数学セミナー

過去の記録 ~02/06次回の予定今後の予定 02/07~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2010年04月28日(水)

15:00-16:10   数理科学研究科棟(駒場) 002号室
加藤 昇吾 氏 (統計数理研究所)
A Markov process for circular data (JAPANESE)
[ 講演概要 ]
We propose a discrete-time Markov process which takes values on the unit circle. Some properties of the process, including the limiting behaviour and ergodicity, are investigated. Many computations associated with this process are shown to be greatly simplified if the variables and parameters of the model are represented in terms of complex numbers. The proposed model is compared with an existing Markov process for circular data. A simulation study is made to illustrate the mathematical properties of the model. Statistical inference for the process is briefly considered.
[ 参考URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2010/00.html