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  5. Recurrent estimation of transfer matrix of aggregated markov chain

Recurrent estimation of transfer matrix of aggregated markov chain

M.L. Lyubchyk, M.D. Mahfouz
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The method of Markov chain transfer matrix regularized estimation is considered taking into account stochastic constrains.
Keywords: aggregated Markov chains, transitional matrix, regularized Langrangian, recurrent algorithms, penalty functions