Markovian assumption

Markovian assumption
Математика: допущение о том, что процесс является марковским

Универсальный англо-русский словарь. . 2011.

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  • Markov process — In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time varying random phenomenon for which a specific property (the Markov property) holds. In a common description, a stochastic… …   Wikipedia

  • H-theorem — In thermodynamics, the H theorem, introduced by Boltzmann in 1872, describes the increase in the entropy of an ideal gas in an irreversible process, by considering the Boltzmann equation.It appears to predict an irreversible increase in entropy,… …   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

  • Heath-Jarrow-Morton framework — The Heath Jarrow Morton framework is a general framework to model the evolution of interest rates (forward rates in particular) for risk management in general and asset liability management in particular. The HJM framework originates from the… …   Wikipedia

  • probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …   Universalium

  • Models of DNA evolution — A number of different Markov models of DNA sequence evolution have been proposed. These substitution models differ in terms of the parameters used to describe the rates at which one nucleotide replaces another during evolution. These models are… …   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

  • Queueing theory — is the mathematical study of waiting lines (or s ). The theory enables mathematical analysis of several related processes, including arriving at the (back of the) queue, waiting in the queue (essentially a storage process), and being served by… …   Wikipedia

  • Markov property — In probability theory and statistics, the term Markov property refers to the memoryless property of a stochastic process. It was named after the Russian mathematician Andrey Markov.[1] A stochastic process has the Markov property if the… …   Wikipedia

  • Quantum operation — In quantum mechanics, a quantum operation is a mathematical formalism used to describe a broad class of transformations that a quantum mechanical system can undergo. This formalism describes not only time evolution or symmetry transformations of… …   Wikipedia

  • Multiple trace theory — (MTT) is a memory consolidation model advanced as an alternative model to strength theory. It posits that each time some information is presented to a person, it is neurally encoded in a unique memory trace composed of a combination of its… …   Wikipedia


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