Statistical Stability Analysis of Stationary Markov Models
Journal: SPIIRAS Proceedings
Year: 2019

An approach is proposed to assess the quality of stationary Markov models without absorbing states on the basis of a measure of statistical stability: the description is formulated and its properties are determined. It is shown that the estimates of statistical stability of models were raised by different authors, either as a methodological aspect of the model quality, or within the framework of other model properties. When solving practical problems of simulation, for example, based on Markov m