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ergodic Markov chain

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 decision process — Markov decision processes (MDPs), named after Andrey Markov, provide a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker. MDPs are useful for… …   Wikipedia

  • Ergodic (adjective) — In mathematics and physics, the adjective ergodic is used to imply that a system satisfies the ergodic hypothesis of thermodynamics or that it is a system studied in ergodic theory. Formal definitionLet (X, Sigma, mu) be a probability space, and… …   Wikipedia

  • Markov switching multifractal — In financial econometrics, the Markov switching multifractal (MSM) is a model of asset returns that incorporates stochastic volatility components of heterogeneous durations.[1][2] MSM captures the outliers, log memory like volatility persistence… …   Wikipedia

  • Continuous-time Markov process — In probability theory, a continuous time Markov process is a stochastic process { X(t) : t ≥ 0 } that satisfies the Markov property and takes values from a set called the state space; it is the continuous time version of a Markov chain. The… …   Wikipedia

  • эргодическая марковская цепь — Последовательность дискретных значений параметра, в которой каждое последующее с определенной степенью вероятности зависит от предшествующих, однако все элементы в любой момент времени обладают одними и теми же статистическими свойствами. [Л.М.… …   Справочник технического переводчика

  • Ergodicity — For other uses, see Ergodic (disambiguation). In mathematics, the term ergodic is used to describe a dynamical system which, broadly speaking, has the same behavior averaged over time as averaged over space. In physics the term is used to imply… …   Wikipedia

  • Subshift of finite type — In mathematics, subshifts of finite type are used to model dynamical systems, and in particular are the objects of study in symbolic dynamics and ergodic theory. They also describe the set of all possible sequences executed by a finite state… …   Wikipedia

  • Conductance (graph) — For other uses, see Conductance. In graph theory the conductance of a graph G=(V,E) measures how well knit the graph is: it controls how fast a random walk on G converges to a uniform distribution. The conductance of a graph is often called the… …   Wikipedia

  • Conductance (probability) — For an ergodic reversible Markov chain with an underlying graph G , the conductance is a way to measure how hard it is to leave a small set of nodes. Formally, the conductance of a graph is defined as the minimum over all sets S of the capacity… …   Wikipedia

  • List of mathematics articles (M) — NOTOC M M estimator M group M matrix M separation M set M. C. Escher s legacy M. Riesz extension theorem M/M/1 model Maass wave form Mac Lane s planarity criterion Macaulay brackets Macbeath surface MacCormack method Macdonald polynomial Machin… …   Wikipedia

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