- continuous transition Markov process
- марковский процесс с непрерывной временной шкалой
Англо-русский словарь промышленной и научной лексики. 2014.
continuous transition Markov process
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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
Semi-Markov process — A continuous time stochastic process is called a semi Markov process or Markov renewal process if the embedded jump chain (the discrete process registering what values the process takes) is a Markov chain, and where the holding times (time… … 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
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
Chaîne de Markov — Selon les auteurs, une chaîne de Markov est de manière générale un processus de Markov à temps discret ou un processus de Markov à temps discret et à espace d états discret. En mathématiques, un processus de Markov est un processus stochastique… … Wikipédia en Français
Processus de Markov — En mathématiques, un processus de Markov est un processus stochastique possédant la propriété de Markov. Dans un tel processus, la prédiction du futur à partir du présent n est pas rendue plus précise par des éléments d information concernant le… … Wikipédia en Français
Diffusion process — For the marketing term, see Diffusion of innovations. In probability theory, a branch of mathematics, a diffusion process is a solution to a stochastic differential equation. It is a continuous time Markov process with continuous sample paths. A… … Wikipedia
Contact process (mathematics) — The Contact Process (on a 1 D lattice): Active sites are indicated by grey circles and inactive sites by dotted circles. Active sites can activate inactive sites to either side of them at a rate r/2 or become inactive at rate 1. The contact… … 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
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
