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Cybernetics And Systems Analysis
International Theoretical Science Journal
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UDC 519.23
Ya.I. Yeleyko1, O.A. Yarova2


1 Ivan Franko National University of Lviv, Lviv, Ukraine

yikts@yahoo.com

2 Ivan Franko National University of Lviv, Lviv, Ukraine

oksana.yarova@lnu.edu.ua, oksanayarova93@gmail.com

MIXTURE OF DISTRIBUTIONS BASED ON THE MARKOV CHAIN

Abstract. A Markov chain under the influence of environmental data is considered. A mixture of distributions is found on the basis of Kolmogorov’s criterion. Empirical distribution functions are constructed for samples of normal distributions, the ergodic distribution of the Markov chain is found, and the mixture of distributions is determined.

Keywords: Markov chain, matrix of transition probabilities, Kolmogorov criterion, normal distribution, mixture of distributions.


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REFERENCES

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