Algorithm of nonparametric estimation of transition probability distribution density for Markov model of university staff dynamics

Abstract

Algorithm of nonparametric estimation of transition probability distribution density for Markov model of university staff dynamics

Zyateva O.A., Pitukhin E.А., Voronov R.V., Shchegoleva L.V.

Incoming article date: 21.06.2023

The paper deals with the construction of an algorithm for nonparametric estimation of the transition probability distribution density for the Markov model of the dynamics of the number of university employees. The problem of reconstruction of transition probability distribution density on a retrospective sample of small volume is solved. The result of the solution is the transition probability matrix, the elements of which are random variables with distribution laws obtained from retrospective data. A distinctive feature of the algorithm is the simultaneous consideration of regional and functional constraints on the values of transition probabilities. The convergence of the algorithm has been experimentally confirmed.

Keywords: probability density, nonparametric estimation, Markov model, simulation modeling, university staff movement, publication activity