stochastic process
随机过程
stochastic processes oor Sjinees
stochastic processes
en
plural of [i]stochastic process[/i]
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随机过程
判别式分析
判别式法
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In the 1930s and 1940s, rigorous mathematical foundations for stochastic processes were developed (Bühlmann 1997, pp. 168).
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The preference evolution process is mathematically represented as a stochastic process called a diffusion process.
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His wide research interests cover Survival Analysis, Sequential Analysis, Longitudinal Data Analysis, Stochastic Processes, Semiparametric Inference, Biostatistics and Educational Statistics.
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In mathematics and computer science, a random tree is a tree or arborescence that is formed by a stochastic process.
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The Wiener process can be constructed as the scaling limit of a random walk, or other discrete-time stochastic processes with stationary independent increments.
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The power spectrum is important in statistical signal processing and in the statistical study of stochastic processes, as well as in many other branches of physics and engineering.
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The prices of stocks and other traded financial assets can be modeled by stochastic processes such as Brownian motion or, more often, geometric Brownian motion (see Black–Scholes).
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In the mathematical theory of probability, the entropy rate or source information rate of a stochastic process is, informally, the time density of the average information in a stochastic process.
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In his study of Markovian stochastic processes and their generalisations, Chapman and the Russian Andrey Kolmogorov independently developed the pivotal set of equations in the field, the Chapman–Kolmogorov equations.
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Norbert Wiener proved this theorem for the case of a deterministic function in 1930; Aleksandr Khinchin later formulated an analogous result for stationary stochastic processes and published that probabilistic analogue in 1934.
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This is one of the early models of the short-term interest rates, using the same stochastic process as the one already used to describe the dynamics of the underlying price in stock options.
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Since neither of these kinds of analysis are purely deterministic processes, stochastic models are often used to determine frequency and severity distributions and the parameters of these distributions.
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This work launched the theory of stochastic processes.
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This was to lead to later work on stationary stochastic processes.
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An important publication by Ito in 1957 was Stochastic processes.
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In the introduction to Stochastic Processes Doob states that:
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Doob's work has become one of the most powerful tools available to study stochastic processes.
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This work stimulated the creation of stationary stochastic processes.
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These questions pushed him to generalise his work on Browian motion to more general stochastic processes.
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The second phase of Cramér's work on stochastic processes :
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This book Stochastic Processes has become a classic and was reissued in 1990.
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Back in Prague Hájek submitted his habilitation dissertation on statistical problems in stochastic processes and was awarded the qualification.
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In this paper, the fundamental tradeoff between energy efficiency and area spectral efficiency of WBSNs is first investigated under the Poisson point process (PPP) model and Matern hard-core point process (HCPP) model using stochastic geometry.
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This is the long-awaited book by the author, developing in parallel potential theory and part of the theory of stochastic processes.
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At the same time Doob was supervising Warren Ambrose whose thesis Some properties of measurable stochastic processes was submitted a year later.
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50 sinne gevind in 9 ms. Hulle kom uit baie bronne en word nie nagegaan nie.