Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with stochastic-processes
Search options not deleted
user 109101
A stochastic process describes the evolution of random variables/systems over time and/or space and/or any other index set. It has applications in areas such as econometrics, weather, signal processing, etc. Examples: Gaussian process, Markov process, etc.
1
vote
0
answers
30
views
Any two events that are independent implies that the time between them are independent
Theorem: By the Strong Markov Property, for a stopping time T and a Markov chain at state $X_{T_{n}} = y$, the state $X_{T_{n}+k}$ for $k\geqslant 0$ is independent of $X_{T_{n}}$ or $X_{T_{n}+k}$ …
- 251
0
votes
1
answer
844
views
Detailed balance distribution reflecting a random walk
This above example happens in an infinite state space $S = {i}_{i=1}$
By the definition of detailed balance condition,
Definition:
$\pi\left ( x \right )p\left ( x,y \right ) = \pi\left ( y …
- 251
1
vote
2
answers
200
views
idea behind Poisson process property
A property of Poisson process says this:
$N\left ( t \right )$ has independent increments:
if $t_{0}<\cdot \cdot \cdot <t_{n}$
then
$N\left ( t_{1} \right )-N\left ( t_{0} \right ),\cdot \cdot \cdot …
- 251
0
votes
1
answer
120
views
Definition of (contiuous-time) Markov chain transition rate
Suppose that the rate at which a Markov chain leaves state i at some time t is $\lambda_{i}$.
I.e., What is the rate at which $X_{t}$ leaves state i.
Then, $\lambda_{i} = \sum_{j\neq i}q\left ( i,j \ …
- 251
0
votes
1
answer
86
views
Rearranging of terms to determine exist distribution
(1.19) is saying that a markov chain in moving from state x to some state x+1 requires taking into consideration the possible states that may occur during this transition of state and the associated …
- 251
1
vote
2
answers
302
views
derivation of probability that an entire species will die out given an initial number k for ...
I hope someone would be able to shed some light as to why equation 1.33 is the way it is from first principles. It looks a lot like the case where the initial state is randomised but the final state …
- 251
1
vote
1
answer
324
views
Limiting fraction of number of arrival while another event is occurring
A light bulb burns for an amount of time
having distribution F with mean μF then burns out. A janitor comes at times
of a rate Poisson process to check the bulb and will replace the bulb if it is bur …
- 251