(homogeneous Markov process)

См. также в других словарях:

• Markov chain — A simple two state Markov chain. A Markov chain, named for Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized …   Wikipedia

• Markov additive process — In applied probability, a Markov additive process (MAP) {(X(t),J(t)) : t ≥ 0} is a bivariate Markov process whose transition probability measure is translation invariant in the additive component X(t). That is to say, the… …   Wikipedia

• Poisson process — A Poisson process, named after the French mathematician Siméon Denis Poisson (1781 ndash; 1840), is the stochastic process in which events occur continuously and independently of one another (the word event used here is not an instance of the… …   Wikipedia

• Stationary process — In the mathematical sciences, a stationary process (or strict(ly) stationary process or strong(ly) stationary process) is a stochastic process whose joint probability distribution does not change when shifted in time or space. Consequently,… …   Wikipedia

• Birth-death process — The birth death process is a special case of Continuous time Markov process where the states represent the current size of a population and where the transitions are limited to births and deaths. Birth death processes have many application in… …   Wikipedia

• Markovian arrival processes — In queueing theory, Markovian arrival processes are used to model the arrival of customers to a queue. Some of the most common include the Poisson process, Markov arrival process and the batch Markov arrival process. Contents 1 Background 2… …   Wikipedia

• probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …   Universalium

• List of stochastic processes topics — In the mathematics of probability, a stochastic process can be thought of as a random function. In practical applications, the domain over which the function is defined is a time interval ( time series ) or a region of space ( random field… …   Wikipedia

• Detailed balance — The principle of detailed balance is formulated for kinetic systems which are decomposed into elementary processes (collisions, or steps, or elementary reactions): At equilibrium, each elementary process should be equilibrated by its reverse… …   Wikipedia

• Itō diffusion — In mathematics mdash; specifically, in stochastic analysis mdash; an Itō diffusion is a solution to a specific type of stochastic differential equation. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.OverviewA (time… …   Wikipedia

• Phase-type distribution — Probability distribution name =Phase type type =density pdf cdf parameters =S,; m imes m subgenerator matrixoldsymbol{alpha}, probability row vector support =x in [0; infty)! pdf =oldsymbol{alpha}e^{xS}oldsymbol{S}^{0} See article for details… …   Wikipedia