Markovian condition

Markovian condition
стат. условие марковости

The English-Russian dictionary on reliability and quality control. 2015.

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  • Markovian dependence — The condition where observations in a time series are dependent on previous observations in the near term. Markovian dependence dies quickly, while long memory effects like Hurst dependence, decay over very long time periods. Bloomberg Financial… …   Financial and business terms

  • 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

  • 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

  • Itō diffusion — In mathematics mdash; specifically, in stochastic analysis mdash; an Itō diffusion is a solution to a specific type of stochastic differential equation. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.OverviewA (time… …   Wikipedia

  • Lindblad equation — In quantum mechanics, the Lindblad equation or master equation in the Lindblad form is the most general type of markovian master equation describing non unitary (dissipative) evolution of the density matrix ho that is trace preserving and… …   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

  • Pontis — is a software application developed to assist in managing highway bridges and other structures. Pontis stores bridge inspection and inventory data based on the U.S. Federal Highway Administration (FHWA) National Bridge Inventory System (NBIS)… …   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

  • Scientific phenomena named after people — This is a list of scientific phenomena and concepts named after people (eponymous phenomena). For other lists of eponyms, see eponym. NOTOC A* Abderhalden ninhydrin reaction Emil Abderhalden * Abney effect, Abney s law of additivity William de… …   Wikipedia

  • List of mathematics articles (M) — NOTOC M M estimator M group M matrix M separation M set M. C. Escher s legacy M. Riesz extension theorem M/M/1 model Maass wave form Mac Lane s planarity criterion Macaulay brackets Macbeath surface MacCormack method Macdonald polynomial Machin… …   Wikipedia


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