Markovian dependence

См. также в других словарях:

• Markovian dependence — The condition where observations in a time series are dependent on previous observations in the near term. Markovian dependence dies quickly, while long memory effects like Hurst dependence, decay over very long time periods. Bloomberg Financial… …   Financial and business terms

• Markov process — In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time varying random phenomenon for which a specific property (the Markov property) holds. In a common description, a stochastic… …   Wikipedia

• 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

• Sodium channel — Sodium channels are integral membrane proteins that form ion channels, conducting sodium ions (Na+) through a cell s plasma membrane.[1][2] They are classified according to the trigger that opens the channel for such ions, i.e. either a voltage… …   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

• Markov strategy — In game theory, a Markov strategy is one that does not depend at all on state variables that are functions of the history of the game, except those that affect payoffs. In other words: a player playing a Markovian strategy, conditions his action… …   Wikipedia

• Hurst exponent — In fractal geometry, the generalized Hurst exponent, named H in honor of both Harold Edwin Hurst (1880 1978) and Ludwig Otto Hölder (1859 1937) by Benoît Mandelbrot, is referred to as the index of dependence, and is the relative tendency of a… …   Wikipedia