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Longer titles found: Stochastic process rare event sampling (view), Stochastic processes and boundary value problems (view), Continuous-time stochastic process (view), Continuous stochastic process (view), List of stochastic processes topics (view), Stochastic Processes and Their Applications (view), Infinitesimal generator (stochastic processes) (view), Probability distribution of extreme points of a Wiener stochastic process (view)

searching for Stochastic process 156 found (566 total)

alternate case: stochastic process

Algebra (13,739 words) [view diff] no match in snippet view article find links to article

Algebra is a branch of mathematics that deals with abstract systems, known as algebraic structures, and the manipulation of expressions within those systems
Normal-inverse Gaussian distribution (905 words) [view diff] no match in snippet view article find links to article
The normal-inverse Gaussian distribution (NIG, also known as the normal-Wald distribution) is a continuous probability distribution that is defined as
Ryszard Syski (254 words) [view diff] case mismatch in snippet view article find links to article
(1954) and Ph.D. (1961) at University of London, on the dissertation Stochastic Process in Banach space and its Applications to Congestion Theory. Encouraged
Fluid limit (176 words) [view diff] exact match in snippet view article find links to article
deterministic real-valued process which approximates the evolution of a given stochastic process, usually subject to some scaling or limiting criteria. Fluid limits
Bochner integral (2,196 words) [view diff] exact match in snippet view article find links to article
expectation. Consider { X t } t ∈ T {\displaystyle \{X_{t}\}_{t\in T}} , a stochastic process that is Banach-space valued. The Bochner integral allows us to define
Donsker's theorem (1,090 words) [view diff] exact match in snippet view article find links to article
:= ∑ i = 1 n X i {\displaystyle S_{n}:=\sum _{i=1}^{n}X_{i}} . The stochastic process S := ( S n ) n ∈ N {\displaystyle S:=(S_{n})_{n\in \mathbb {N} }}
Peter G. Harrison (376 words) [view diff] exact match in snippet view article find links to article
performance engineering, queueing theory, stochastic models and stochastic process algebra, particularly the application of RCAT to find product-form
Autocorrelation (5,833 words) [view diff] exact match in snippet view article find links to article
interchangeably. The definition of the autocorrelation coefficient of a stochastic process is: p.169  ρ X X ( t 1 , t 2 ) = K X X ⁡ ( t 1 , t 2 ) σ t 1 σ t 2
ALOPEX (375 words) [view diff] exact match in snippet view article find links to article
response function. ALOPEX uses a cross-correlation of differences and a stochastic process to overcome this in an attempt to reach the absolute minimum (or maximum)
Raphael Høegh-Krohn (205 words) [view diff] exact match in snippet view article find links to article
representing the basic correlation functions in terms of a certain stochastic process, now known as the Høegh-Krohn process. Albeverio, Sergio; Gesztesy
Markov reward model (275 words) [view diff] exact match in snippet view article find links to article
probability theory, a Markov reward model or Markov reward process is a stochastic process which extends either a Markov chain or continuous-time Markov chain
Stochastic probe (114 words) [view diff] exact match in snippet view article find links to article
that measures the time between arbitrary start and end events over a stochastic process algebra model. Argent-Katwala, A.; Bradley, J. T. (2006). "Functional
Belavkin equation (3,349 words) [view diff] exact match in snippet view article find links to article
) = ∫ 0 t d y ( r ) {\displaystyle y(t)=\int _{0}^{t}dy(r)} is a stochastic process representing the measurement noise that is a martingale with independent
Theory of storage (197 words) [view diff] exact match in snippet view article find links to article
stockout) and by Schwartz in 1997 (modeling the yield as a mean-reverting stochastic process). Working, H. 1933, "Price Relations between July and September Wheat
TAPAs model checker (489 words) [view diff] exact match in snippet view article find links to article
trace to the user. PEPA (Performance Evaluation Process Algebra) is a stochastic process algebra designed for modeling computer and communication systems introduced
K shortest path routing (1,245 words) [view diff] exact match in snippet view article find links to article
Symbolic calculation of k-shortest paths and related measures with the stochastic process algebra tool CASPA. Dijkstra's algorithm can be generalized to find
Statistical regularity (265 words) [view diff] no match in snippet view article find links to article
"Experiencing Statistical Regularity" (PDF). Stochastic-Process Limits, An Introduction to Stochastic-Process Limits and their Application to Queues. New
Skew normal distribution (1,365 words) [view diff] exact match in snippet view article find links to article
stochastic process that underpins the distribution was described by Andel, Netuka and Zvara (1984). Both the distribution and its stochastic process underpinnings
Models of collaborative tagging (2,827 words) [view diff] exact match in snippet view article find links to article
memory-based Yule-Simon (MBYS) model attempts to explain tag choices by a stochastic process. It was found that the temporal order of tag assignment influences
Rare event sampling (1,206 words) [view diff] no match in snippet view article find links to article
(FFS), generalized splitting, adaptive multilevel splitting (AMS), stochastic-process rare-event sampling (SPRES), line sampling, subset simulation, and
John Muth (953 words) [view diff] exact match in snippet view article find links to article
permanent income). In a 1960 paper, Muth answered the question: for what stochastic process for y will adaptive expectations as postulated by Cagan and Friedman
Recurrent evolution (2,067 words) [view diff] exact match in snippet view article find links to article
Recurrent evolution is said to occur when patterns emerge from this stochastic process when looking across multiple distinct populations. These patterns
Betty Shannon (413 words) [view diff] case mismatch in snippet view article find links to article
on radar. She published her own research on "Composing Music by a Stochastic Process"; an "exceptional" accomplishment in an era when it was a "significant
Decision field theory (3,213 words) [view diff] exact match in snippet view article find links to article
The preference evolution process is mathematically represented as a stochastic process called a diffusion process. It is used to predict how humans make
Convergence of Probability Measures (406 words) [view diff] exact match in snippet view article find links to article
measures involves rigorous study of how a continuous time (or space) stochastic process arises as a scaling limit of a discrete time (or space) process. A
Trinomial tree (894 words) [view diff] exact match in snippet view article find links to article
time between two movements of the stock price then the resulting stochastic process is a birth–death process. The resulting model is soluble and there
Wold's theorem (816 words) [view diff] exact match in snippet view article find links to article
terms" like sine/cosine waves of t {\displaystyle t} , but it is a stochastic process and it is also covariance-stationary, it cannot be an arbitrary deterministic
Medullary thymic epithelial cells (3,544 words) [view diff] exact match in snippet view article find links to article
the development of T cell receptors (TCRs). The mechanism of this stochastic process enables on one hand the generation of vast repertoire of TCRs, however
D/M/1 queue (432 words) [view diff] exact match in snippet view article find links to article
queue, the model with k servers, in 1917 and 1920. A D/M/1 queue is a stochastic process whose state space is the set {0,1,2,3,...} where the value corresponds
Basket option (632 words) [view diff] exact match in snippet view article find links to article
if the underlying basket were a single commodity following its own stochastic process with its volatility derived from its own time series. This however
Fabrizio Ruggeri (1,284 words) [view diff] exact match in snippet view article find links to article
His work focusses on Bayesian methods, specifically robustness and stochastic process inference. He has done innovative work on the sensitivity of Bayesian
Spectral density estimation (3,535 words) [view diff] exact match in snippet view article find links to article
the parametric approaches assume that the underlying stationary stochastic process has a certain structure that can be described using a small number
Antigen transfer in the thymus (1,927 words) [view diff] exact match in snippet view article find links to article
to as autoreactive T cells, originate in the thymus because of the stochastic process called V(D)J recombination which conducts the generation of T cell
Chilodonella uncinata (1,407 words) [view diff] exact match in snippet view article find links to article
division while the somatic nucleus undergoes amitosis. Amitosis is a stochastic process where unlike in mitosis, there is no spindle formation to segregate
Burke's theorem (657 words) [view diff] exact match in snippet view article find links to article
reversed process and noting that the M/M/1 queue is a reversible stochastic process. Consider the figure. By Kolmogorov's criterion for reversibility
Schramm (95 words) [view diff] exact match in snippet view article find links to article
(discovered 2002), a main-belt minor planet Schramm–Loewner evolution, a stochastic process in probability theory This disambiguation page lists articles associated
Complete spatial randomness (809 words) [view diff] exact match in snippet view article find links to article
as the Monte Carlo method simulation are employed, by simulating a stochastic process a large number of times. O. Maimon, L. Rokach, Data Mining and Knowledge
Chain (disambiguation) (1,089 words) [view diff] exact match in snippet view article
generalized eigenvectors of descending rank Markov chain, a discrete-time stochastic process with the Markov property Pseudo-arc, which has at its heart the concept
Network traffic simulation (812 words) [view diff] exact match in snippet view article find links to article
stochastic (i.e. random) process Generation of the realizations of this stochastic process Measurement of Simulation data Analysis of output data There are generally
Telescoping series (1,866 words) [view diff] exact match in snippet view article find links to article
N\rightarrow \infty .} In probability theory, a Poisson process is a stochastic process of which the simplest case involves "occurrences" at random times
Optional stopping theorem (1,516 words) [view diff] exact match in snippet view article find links to article
{\displaystyle \mathbb {E} [X_{\tau }]=\mathbb {E} [X_{0}].} Similarly, if the stochastic process X = (Xt)t∈ N {\displaystyle \mathbb {N} } 0 is a submartingale or
Rice's formula (504 words) [view diff] exact match in snippet view article find links to article
Transmission Lines." Write Du for the number of times the ergodic stationary stochastic process x(t) takes the value u in a unit of time (i.e. t ∈ [0,1]). Then Rice's
Evolutionary graph theory (704 words) [view diff] exact match in snippet view article find links to article
studied in a dual formulation, as a coalescing random walk, or as a stochastic process. We may consider the mutant population on a graph as a random walk
Redundancy principle (biology) (5,027 words) [view diff] no match in snippet view article
The redundancy principle in biology expresses the need of many copies of the same entity (cells, molecules, ions) to fulfill a biological function. Examples
Seven states of randomness (1,676 words) [view diff] exact match in snippet view article find links to article
Stochastic process with random increments from a symmetric stable distribution with α = 1.7. Notice the discontinuous changes.
Link-local address (1,113 words) [view diff] exact match in snippet view article find links to article
stateless address autoconfiguration, a process that often uses a stochastic process to select the value of link-local addresses, assigning a pseudo-random
Differential testing (1,149 words) [view diff] exact match in snippet view article find links to article
inputs can be modeled as a stochastic process. An example of a differential testing tool that uses such a stochastic process modeling for input generation
Bayesian interpretation of kernel regularization (2,778 words) [view diff] exact match in snippet view article find links to article
crucial role in Bayesian probability as the covariance function of a stochastic process called the Gaussian process. As part of the Bayesian framework, the
Avalanche photodiode (1,583 words) [view diff] exact match in snippet view article find links to article
displacement. The existence of these other channels introduces a stochastic process, where the amount of energy deposited into any single process varies
Admissible trading strategy (320 words) [view diff] exact match in snippet view article find links to article
= ( H t ) t ≥ 0 {\displaystyle H=(H_{t})_{t\geq 0}} a predictable stochastic process/trading strategy. Then H {\displaystyle H} is called admissible integrand
Millisecond pulsar (2,131 words) [view diff] exact match in snippet view article find links to article
5-year data release, which included strong evidence for a power-law stochastic process with common strain amplitude and spectral index across all pulsars
David Sankoff (956 words) [view diff] case mismatch in snippet view article find links to article
Statistics of Papua and New Guinea Thesis Historical Linguistics as a Stochastic Process (1969) Doctoral advisor Donald Andrew Dawson Website albuquerque.bioinformatics
Maximum entropy spectral estimation (600 words) [view diff] exact match in snippet view article find links to article
maximized in each step of the extrapolation. The maximum entropy rate stochastic process that satisfies the given empirical autocorrelation and variance constraints
Vanna–Volga pricing (2,337 words) [view diff] exact match in snippet view article find links to article
{\displaystyle \mu } represents the risk-neutral drift of the underlying stochastic process. Frédéric Bossens; Grégory Rayée; Nikos S. Skantzos; Griselda Deelstra
Zdzisław Józef Porosiński (410 words) [view diff] case mismatch in snippet view article find links to article
full-information best choice problem with a random number of observations". Stochastic Process. Appl. 24 (2): 293–307. doi:10.1016/0304-4149(87)90020-2. ISSN 0304-4149
Molecular diffusion (2,112 words) [view diff] exact match in snippet view article find links to article
Mathematical descriptions of molecular diffusion Local time (mathematics) – stochastic process associated with semimartingale processes such as Brownian motionPages
Black swan theory (2,648 words) [view diff] exact match in snippet view article find links to article
modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model". Chaos: An Interdisciplinary
Joan Hu (339 words) [view diff] exact match in snippet view article find links to article
incomplete data analysis, statistical monitoring and the analysis of stochastic process data; for excellence in statistical applications in biomedical research
Self-financing portfolio (692 words) [view diff] exact match in snippet view article find links to article
0 {\displaystyle h=(h_{t})_{t\geq 0}} a d-dimensional predictable stochastic process such that the stochastic integrals h i ⋅ S i {\displaystyle h^{i}\cdot
Jane Hillston (774 words) [view diff] exact match in snippet view article find links to article
succeeded by Helen Hastie in 2023. Jane Hillston is known for her work on stochastic process algebras. In particular, she has developed the PEPA process algebra
Pulsar timing array (2,571 words) [view diff] exact match in snippet view article find links to article
5-year data release, which included strong evidence for a power-law stochastic process with common strain amplitude and spectral index across all pulsars
Simon model (719 words) [view diff] exact match in snippet view article find links to article
probability proportional to k f ( k ) {\displaystyle kf(k)} . For this stochastic process, Simon found a stationary solution exhibiting power-law scaling, P
Theodore Wilbur Anderson (630 words) [view diff] exact match in snippet view article find links to article
Series. New York: John Wiley and Sons. Anderson, T.W. (1960), "Some Stochastic process models for intelligence test scores", in Arrow, Kenneth J.; Karlin
Ensemble (fluid mechanics) (275 words) [view diff] case mismatch in snippet view article
ISBN 9780195138047. Retrieved 8 October 2024. Reeks, Michael W. (9 February 2011). "STOCHASTIC PROCESS". Thermopedia. Begel House Inc. Retrieved 8 October 2024.
The Search for Life: The Drake Equation (137 words) [view diff] exact match in snippet view article find links to article
Series 1 & 2 DVD set. Glade, N.; Ballet, P.; Bastien, O. (2012). "A stochastic process approach of the drake equation parameters". International Journal
Drake equation (8,662 words) [view diff] exact match in snippet view article find links to article
S2CID 121060763. Glade, N.; Ballet, P.; Bastien, O. (2012). "A stochastic process approach of the drake equation parameters". International Journal
Euler–Maruyama method (1,596 words) [view diff] exact match in snippet view article find links to article
Gene expression modelled as a stochastic process.
Bernstein inequalities (probability theory) (1,399 words) [view diff] case mismatch in snippet view article
; Liu, Q. (2012). "Hoeffding's inequality for supermartingales". Stochastic Process. Appl. 122 (10): 3545–3559. arXiv:1109.4359. doi:10.1016/j.spa.2012
Favaloro University (1,672 words) [view diff] exact match in snippet view article find links to article
engineering. Analysis of blood cells concentrations as long-memory stochastic process, and fractal characteristics. Heart rate variability studies. Wavelet
V(D)J recombination (2,860 words) [view diff] exact match in snippet view article
as needed to make the two ends compatible for joining. This is a stochastic process, therefore any combination of the addition of P and N nucleotides
U. Narayan Bhat (461 words) [view diff] case mismatch in snippet view article find links to article
Binomial Input, Operations Research, Vol. 12(4), (1964), 527–533. On a Stochastic Process Occurring in Queueing Systems, Journal of Applied Probability, Vol
Volatility swap (1,748 words) [view diff] exact match in snippet view article find links to article
( t ) {\displaystyle \sigma (t)} is arbitrary (deterministic or a stochastic process) but independent of the price's movement i.e. there is no correlation
Udny Yule (1,565 words) [view diff] exact match in snippet view article find links to article
the Conclusions of Dr. J. C. Willis, F.R.S.", where he proposed a stochastic process which reproduces the power-law tail. This was later called the Yule
Glottochronology (3,165 words) [view diff] case mismatch in snippet view article find links to article
glottochronology. Current Anthropology, 3, 115–153. Brainerd, Barron (1970). A Stochastic Process related to Language Change. Journal of Applied Probability 7, 69–78
William A Gardner (2,108 words) [view diff] exact match in snippet view article find links to article
admire the scholarship of this book and its radical departure from the stochastic process bandwagon of the past 40 years." Akiva Yaglom wrote "It is important
Anatol Rapoport (2,581 words) [view diff] exact match in snippet view article find links to article
as "preferential attachment mechanism" in biased networks. It is a stochastic process that involves connected nodes that snowball into more connections
Runge–Kutta method (SDE) (1,200 words) [view diff] exact match in snippet view article
improved Euler scheme for deterministic ODEs. Consider the vector stochastic process X → ( t ) ∈ R n {\displaystyle {\vec {X}}(t)\in \mathbb {R} ^{n}}
Photon antibunching (1,033 words) [view diff] exact match in snippet view article find links to article
{\frac {V_{n}}{\langle n\rangle }}-1.} If the field had a classical stochastic process underlying it, say a positive definite probability distribution for
Multitaper (1,510 words) [view diff] exact match in snippet view article find links to article
higher order tapers. Consider a p-dimensional zero mean stationary stochastic process X ( t ) = [ X ( 1 , t ) , X ( 2 , t ) , … , X ( p , t ) ] T {\displaystyle
Branching (88 words) [view diff] exact match in snippet view article find links to article
duplicating an object under revision control Branching process, a kind of stochastic process Branch (disambiguation) This disambiguation page lists articles associated
David C. Watts (1,486 words) [view diff] exact match in snippet view article find links to article
the Glass transition. and has been interpreted as a fractal-time stochastic process. In the 1970s, Williams and Watts published non-symmetrical dielectric
Tetrahymena (3,803 words) [view diff] exact match in snippet view article find links to article
organism "decides" which sex it will become during mating, through a stochastic process. Studies on Tetrahymena have contributed to several scientific milestones
Anomalous diffusion (1,940 words) [view diff] exact match in snippet view article find links to article
the type. There are many possible ways to mathematically define a stochastic process which then has the right kind of power law. Some models are given
Andrew Pickles (399 words) [view diff] case mismatch in snippet view article find links to article
Institutions King's College London University of Manchester Thesis Applications of Stochastic Process Methods to Intra-Urban Residential Mobility (1982)
Partial cloning (1,207 words) [view diff] exact match in snippet view article find links to article
Oudenaarden A, Jaenisch R (December 2009). "Direct cell reprogramming is a stochastic process amenable to acceleration". Nature. 462 (7273): 595–601. Bibcode:2009Natur
Transition path sampling (1,540 words) [view diff] no match in snippet view article find links to article
system itself, then other rare-event methods may be needed, such as stochastic-process rare-event sampling. Dellago, Christoph; Bolhuis, Peter G.; Chandler
Chemical synapse (4,277 words) [view diff] exact match in snippet view article find links to article
fuse with the presynaptic membrane. The fusion of a vesicle is a stochastic process, leading to frequent failure of synaptic transmission at the very
Neutral theory of molecular evolution (3,968 words) [view diff] exact match in snippet view article find links to article
demonstrates a constancy that is observed in molecular lineages. This stochastic process is assumed to obey equations describing random genetic drift by means
Stock trader (4,419 words) [view diff] exact match in snippet view article find links to article
asset price fluctuations are the result of a well-behaved random or stochastic process. This is why mainstream models (such as the famous Black–Scholes model)
Antenna array (3,453 words) [view diff] exact match in snippet view article find links to article
with the whole array aperture. Consequently, the array factor is a stochastic process, whose mean is as follows E [ F ( u ) ] = ∫ − L / 2 L / 2 f ( x )
Multispecies coalescent process (5,675 words) [view diff] exact match in snippet view article find links to article
Multispecies Coalescent Process is a stochastic process model that describes the genealogical relationships for a sample of DNA sequences taken from several
Operational modal analysis (988 words) [view diff] exact match in snippet view article find links to article
development of the identification method, it needs to be modeled (by some stochastic process), or its dynamic effects on the measured response have to be removed
Chillingham cattle (3,237 words) [view diff] exact match in snippet view article find links to article
which might suggest male subfertility. It is suggested that by a stochastic process of continual mild inbreeding, lethal recessives have been removed
Gambler's ruin (2,458 words) [view diff] exact match in snippet view article find links to article
{\displaystyle 2} with 10 {\displaystyle 10} . The probability of this stochastic process hitting level 15 {\displaystyle 15} prior to 0 {\displaystyle 0} is
Bayesian network (6,630 words) [view diff] exact match in snippet view article find links to article
is commonly specified to maximize the entropy rate of the implied stochastic process.) Often these conditional distributions include parameters that are
List of model checking tools (1,199 words) [view diff] exact match in snippet view article find links to article
variables. PEPA: Performance Evaluation Process Algebra; it is a stochastic process algebra designed for modelling computer and communication systems
Chain rule (7,087 words) [view diff] exact match in snippet view article find links to article
derivative is a consequence of the non-zero quadratic variation of the stochastic process, which broadly speaking means that the process can move up and down
Fractal (8,120 words) [view diff] exact match in snippet view article find links to article
by chaotic changes in pressure and flow velocity Wiener process – Stochastic process generalizing Brownian motion The original paper, Lévy, Paul (1938)
Autoregressive fractionally integrated moving average (1,257 words) [view diff] exact match in snippet view article find links to article
and differentiation Fractional Brownian motion — a continuous-time stochastic process with a similar basis Long-range dependency Granger, C. W. J.; Joyeux
Sarcastic fringehead (1,612 words) [view diff] exact match in snippet view article find links to article
outcome of wrestling matches among fringeheads can be viewed as a stochastic process, where each encounter has a range of outcomes that affect the individual's
Taleb distribution (1,377 words) [view diff] exact match in snippet view article find links to article
modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model". Chaos: An Interdisciplinary
Tetrahymena thermophila (1,722 words) [view diff] exact match in snippet view article find links to article
organism "decides" which sex it will become during mating, through a stochastic process. The species lives in freshwater. It usually lives in streams, ponds
Rare disaster (1,400 words) [view diff] exact match in snippet view article find links to article
model rare disasters, Barro introduces the equation below, which is a stochastic process for aggregate output growth. In the model, there are three types of
Financial correlation (4,165 words) [view diff] exact match in snippet view article find links to article
period time horizon, i.e. are static. In particular, there is no stochastic process for the critical underlying variables default intensity and default
Bruss–Duerinckx theorem (1,148 words) [view diff] exact match in snippet view article find links to article
below are not affected by this simplification. Formally, a RDBP is a stochastic process Γ defined on the non-negative integers, which is a BP defined by an:
Logistic function (8,069 words) [view diff] exact match in snippet view article find links to article
function. This is the first proof that the logistic function may have a stochastic process as its basis. Link provides a century of examples of "logistic" experimental
Yoshimi Goda (3,427 words) [view diff] exact match in snippet view article find links to article
instrumental in the move to characterise the behaviour of sea waves as a stochastic process, involving spectral and statistical analysis, which began to be gradually
Chaos theory (13,056 words) [view diff] exact match in snippet view article find links to article
modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model". Chaos: An Interdisciplinary
Complexity economics (3,272 words) [view diff] exact match in snippet view article find links to article
modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model". Chaos: An Interdisciplinary
Examples of Markov chains (2,405 words) [view diff] exact match in snippet view article find links to article
tosses showcases the Markov property, the memoryless property of a stochastic process. This example came from Markov himself. Markov chose 20,000 letters
Monte Carlo method (10,690 words) [view diff] exact match in snippet view article find links to article
maintain. For example, the emission of radiation from atoms is a natural stochastic process. It can be simulated directly, or its average behavior can be described
Arellano–Bond estimator (2,164 words) [view diff] exact match in snippet view article find links to article
individual effect term across individual observations is high, or when the stochastic process y i t {\displaystyle y_{it}} is close to being a random walk, then
Cytochrome c oxidase subunit I (4,506 words) [view diff] exact match in snippet view article find links to article
initial mitochondrial DNA mutation may occasionally occur through a stochastic process. Nevertheless, the frequent occurrence of MT-COI deficiency in many
Peppered moth evolution (4,526 words) [view diff] exact match in snippet view article find links to article
consideration possible errors in the model, this reasonably excluded the stochastic process of genetic drift, because the changes were too fast. Haldane's statistical
Required navigation performance (3,644 words) [view diff] exact match in snippet view article find links to article
navigation system error (NSE). It is assumed that FTE is an ergodic stochastic process within a given flight control mode. As a result, the FTE distribution
Gene regulatory network (6,087 words) [view diff] exact match in snippet view article find links to article
Experimental results have demonstrated that gene expression is a stochastic process. Thus, many authors are now using the stochastic formalism, after
Brownian snake (1,708 words) [view diff] exact match in snippet view article find links to article
hitting time of 0 by β N {\displaystyle \beta ^{N}} . We now define a stochastic process ( η s N , β s N ) s ∈ R + {\displaystyle (\eta _{s}^{N},\beta _{s}^{N})_{s\in
Dirac delta function (14,230 words) [view diff] exact match in snippet view article find links to article
of a diffusion process (like Brownian motion). The local time of a stochastic process B(t) is given by ℓ ( x , t ) = ∫ 0 t δ ( x − B ( s ) ) d s {\displaystyle
Business cycle (8,723 words) [view diff] exact match in snippet view article find links to article
modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model". Chaos: An Interdisciplinary
Lars Osberg (4,971 words) [view diff] case mismatch in snippet view article find links to article
Board" Canadian Public Policy, Summer 1977, III:3, pp. 377–380. "Stochastic Process Models and the Distribution of Earnings" Review of Income and Wealth
Spatial analysis (9,955 words) [view diff] exact match in snippet view article find links to article
coefficient models have been applied to conduct Bayesian inference. Spatial stochastic process can become computationally effective and scalable Gaussian process
Khulna University (4,234 words) [view diff] case mismatch in snippet view article find links to article
Multivariate Analysis, Time Series Analysis and Forecasting, Demography, Stochastic Process, Computer Package and Programming, Biostatistics and Reliability Theory
Typical set (2,051 words) [view diff] exact match in snippet view article find links to article
the cardinality of X {\displaystyle {\mathcal {X}}} . For a general stochastic process {X(t)} with AEP, the (weakly) typical set can be defined similarly
Bertrand's ballot theorem (3,068 words) [view diff] exact match in snippet view article find links to article
n = p + q {\displaystyle n=p+q} . Define the "backwards counting" stochastic process X k = S n − k n − k ; k = 0 , 1 , . . . , n − 1 {\displaystyle X_{k}={\frac
Financial models with long-tailed distributions and volatility clustering (2,007 words) [view diff] exact match in snippet view article find links to article
problem of convergence of truncated Lévy flights towards the Gaussian stochastic process", Physical Review E, 52, 1197–1199. Cont, R., Potters, M., & Bouchaud
Dominant white (10,983 words) [view diff] exact match in snippet view article find links to article
this element of randomness is called a stochastic process, and cell differentiation is, in part, a stochastic process. The stochastic element of development
Fourier transform (21,314 words) [view diff] exact match in snippet view article find links to article
practice advisable to model a signal by a function (or, alternatively, a stochastic process) which is stationary in the sense that its characteristic properties
Backward stochastic differential equation (613 words) [view diff] exact match in snippet view article find links to article
the martingale representation theorem, that there exists a unique stochastic process ( Z t ) t ∈ [ 0 , T ] {\displaystyle (Z_{t})_{t\in [0,T]}} such that
Campbell's theorem (probability) (2,131 words) [view diff] exact match in snippet view article
homogeneous Poisson point processes, which is an example of a stationary stochastic process. Campbell's theorem for general point processes gives a method for
Hurst exponent (3,035 words) [view diff] exact match in snippet view article find links to article
that yields longtime autocorrelations. (ii) Self-similarity of the stochastic process then yields variance scaling, but is not needed for longtime memory
Functional additive model (1,626 words) [view diff] exact match in snippet view article find links to article
be viewed as random trajectories generated by a square-integrable stochastic process. Using functional principal component analysis and the Karhunen-Loève
Quantum Bayesianism (8,310 words) [view diff] exact match in snippet view article find links to article
ISBN 9783540706229. van de Wetering, John (2018). "Quantum theory is a quasi-stochastic process theory". Electronic Proceedings in Theoretical Computer Science. 266
Financial economics (11,978 words) [view diff] exact match in snippet view article find links to article
approach assumes that the volatility of the underlying price is a stochastic process rather than a constant. Models here are first calibrated to observed
List of people in systems and control (520 words) [view diff] exact match in snippet view article find links to article
Wiener-Kolmogorov filter. Coined the term Cybernetics. Studied the stochastic process known as the Wiener process. W. Murray Wonham 1974 Linear Multivariable
Alexander Kuzemsky (2,296 words) [view diff] exact match in snippet view article find links to article
thermal bath was carried out. The problem about the appearance of a stochastic process in a dynamical system which is submitted to the influence of a "large"
Ancestral reconstruction (13,030 words) [view diff] exact match in snippet view article find links to article
methods (both maximum likelihood and Bayesian methods) that infer the stochastic process of evolution as it unfolds along each branch of a tree. Statistical
Gaussian process approximations (2,033 words) [view diff] exact match in snippet view article find links to article
Approximate Gaussian Process uses a similar logic but constructs a valid stochastic process based on these neighboring values. Liu, Haitao; Ong, Yew-Soon; Shen
P-variation (1,507 words) [view diff] exact match in snippet view article find links to article
quadratic variation which is used in stochastic analysis, which takes one stochastic process to another. In particular the definition of quadratic variation looks
White noise analysis (1,915 words) [view diff] exact match in snippet view article find links to article
been prominent in applications. First, white noise is a generalized stochastic process with independent values at each time. Hence it plays the role of a
Gene transfer agent (2,692 words) [view diff] exact match in snippet view article find links to article
processing genes needed for RcGTA recipient function. An uncharacterized stochastic process further limits expression of the gene cluster is to only 0.1-3% of
David Easley (1,959 words) [view diff] case mismatch in snippet view article find links to article
Maureen O'Hara, Journal of Financial Economics, 19, 1987. Controlling a Stochastic Process with Unknown Parameters, with Nicholas M. Kiefer, Econometrica, Vol
Donsker classes (538 words) [view diff] exact match in snippet view article find links to article
The empirical process G n {\displaystyle \mathbb {G} _{n}} is the stochastic process on the set F {\displaystyle {\mathcal {F}}} defined by G n ( f ) =
List of Légion d'honneur recipients by name (B) (1,562 words) [view diff] exact match in snippet view article
mathematician. He is credited with being the first person to model the stochastic process now called Brownian motion. Knight (TBA)[citation needed] Michel Bacos
Kramkov's optional decomposition theorem (503 words) [view diff] exact match in snippet view article find links to article
{\displaystyle P\in M(X)} . Let V {\displaystyle V} be a positive stochastic process then V {\displaystyle V} is a Q {\displaystyle Q} -supermartingale
Method of steepest descent (5,062 words) [view diff] case mismatch in snippet view article find links to article
Chaichian, M.; Demichev, A. (2001), Path Integrals in Physics Volume 1: Stochastic Process and Quantum Mechanics, Taylor & Francis, p. 174, ISBN 075030801X Debye
Income inequality metrics (7,824 words) [view diff] exact match in snippet view article find links to article
system, within which incomes are assigned to income earners in a stochastic process. In comparison, the Hoover index indicates the minimum size of the
Conductive atomic force microscopy (5,994 words) [view diff] exact match in snippet view article find links to article
the whole dielectric film, as the dielectric breakdown (BD) is a stochastic process. The capability of the CAFM for determining the thickness of thin
Tangled nature model (992 words) [view diff] exact match in snippet view article find links to article
A.E.; Sibani, P. (2016). "Cultural evolution as a nonstationary stochastic process". Complexity. 21 (6): 214–223. doi:10.1002/cplx.21743. PMC 5300684
David Cass (4,278 words) [view diff] exact match in snippet view article find links to article
which equilibrium prices depended on the realization of an extrinsic stochastic process. In passing, they made the observation that since the validity of
Nervous system network models (5,049 words) [view diff] exact match in snippet view article find links to article
across the synapses could be modeled either as a deterministic or a stochastic process based on the application (See Section 3.7). Another anatomical complication
List of Indian inventions and discoveries (22,863 words) [view diff] exact match in snippet view article find links to article
theorem) The Kosambi-Karhunen-Loève theorem is a representation of a stochastic process as an infinite linear combination of orthogonal functions, analogous
Taylor contract (economics) (2,188 words) [view diff] exact match in snippet view article
{1-\gamma }{1+\gamma }}} . Lastly, we need to assume something about the stochastic process driving the money supply. The simplest case to consider is a random
History of network traffic models (3,516 words) [view diff] exact match in snippet view article find links to article
tractable processes to generate the models. Ilkka Norros devised a stochastic process for a storage model with self-similar input and constant bit-rate
VLF cable testing (2,092 words) [view diff] exact match in snippet view article find links to article
differences from operational stresses. Probability Insulation failure is a stochastic process and it is erroneous to identify single events and attribute this to
Biological neuron model (14,910 words) [view diff] exact match in snippet view article find links to article
resulting membrane V(t) potential is used to generate output spikes by a stochastic process ρ(t) with an intensity that depends on the distance between membrane
Quantitative comparative linguistics (7,824 words) [view diff] exact match in snippet view article find links to article
models are also used for simulation of data for testing purposes. A stochastic process can be used to describe how a set of characters evolves within a language