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1 винеровский случайный процесс
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Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… … Wikipedia
Wiener–Khinchin theorem — The Wiener–Khinchin theorem (also known as the Wiener–Khintchine theorem and sometimes as the Wiener–Khinchin–Einstein theorem or the Khinchin–Kolmogorov theorem) states that the power spectral density of a wide sense stationary random process is … Wikipedia
Random dynamical system — In mathematics, a random dynamical system is a measure theoretic formulation of a dynamical system with an element of randomness , such as the dynamics of solutions to a stochastic differential equation. It consists of a base flow, the noise ,… … Wikipedia
Random walk — A random walk, sometimes denoted RW, is a mathematical formalization of a trajectory that consists of taking successive random steps. The results of random walk analysis have been applied to computer science, physics, ecology, economics and a… … Wikipedia
Wiener sausage — For the food sometimes called a Wiener (sausage), see hot dog or Vienna sausage. In the mathematical field of probability, the Wiener sausage is a neighborhood of the trace of a Brownian motion up to a time t , given by taking all points within a … Wikipedia
Wiener filter — In signal processing, the Wiener filter is a filter proposed by Norbert Wiener during the 1940s and published in 1949.ref|Wiener1949 Its purpose is to reduce the amount of noise present in a signal by comparison with an estimation of the desired… … Wikipedia
Norbert Wiener — Born November 26, 1894(1894 11 26) Columbia, Missouri, U.S … Wikipedia
Stochastic process — A stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system) in probability theory. Instead of dealing with only one possible reality of how the process might evolve under time (as is… … 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
Ornstein–Uhlenbeck process — Not to be confused with Ornstein–Uhlenbeck operator. In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive… … Wikipedia
Lévy process — In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is any continuous time stochastic process that starts at 0, admits càdlàg modification and has stationary independent increments this phrase will be explained… … Wikipedia