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searching for Continuous stochastic process 7 found (21 total)

alternate case: continuous stochastic process

Onsager–Machlup function (1,997 words) [view diff] exact match in snippet view article find links to article

Onsager–Machlup function is a function that summarizes the dynamics of a continuous stochastic process. It is used to define a probability density for a stochastic

Continuous-time Markov chain (4,240 words) [view diff] exact match in snippet view article find links to article

A continuous-time Markov chain (CTMC) is a continuous stochastic process in which, for each state, the process will change state according to an exponential

Brownian motion (7,140 words) [view diff] exact match in snippet view article find links to article

alternative definition of Brownian motion. Let X = (X1, ..., Xn) be a continuous stochastic process on a probability space (Ω, Σ, P) taking values in Rn. Then the

Spectral density (5,864 words) [view diff] exact match in snippet view article find links to article

= S x x ( f ) {\displaystyle S_{xx}(-f)=S_{xx}(f)} . For a continuous stochastic process x(t), the autocorrelation function Rxx(t) can be reconstructed

Diffusion (8,690 words) [view diff] exact match in snippet view article find links to article

thermal energy Itō diffusion, mathematisation of Brownian motion, continuous stochastic process. Knudsen diffusion of gas in long pores with frequent wall collisions

Ancestral reconstruction (13,030 words) [view diff] exact match in snippet view article find links to article

Ornstein-Uhlenbeck process: in brief, an Ornstein-Uhlenbeck process is a continuous stochastic process that behaves like a Brownian motion, but attracted toward some

Local linearization method (12,708 words) [view diff] exact match in snippet view article find links to article

{\displaystyle \mathbf {\xi } } is a k-dimensional separable finite continuous stochastic process, and f is a differentiable function. Suppose that a realization