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 109372
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.
0
votes
1
answer
97
views
Is this problem worked out correctly? [closed]
Calls are received at a company call center according to a Poisson process at the rate of five calls per minute.
(a) Find the probability that no call occurs over a 30-second period.
(b) Find t …
- 2,125
1
vote
1
answer
76
views
Compute the Limiting Distribution
Consider the transition matrix
$ P = \begin{bmatrix} 1-p&p\\ q&1-q \end{bmatrix} $
for general $2$-state Markov Chain $(0 \le p, q\le 1)$.
Find the limiting distribution (if …
- 2,125
1
vote
1
answer
266
views
Expectation of arrival times
Let $(N_t)_t$ be a Poisson process with parameter λ = 2. By $τ_k$ denote the time of the k-th arrival (k = 1, 2, . . .), and by $ρ_k = τ_k −τ_{k−1}$ - the interarrival time between the (k−1)th and …
- 2,125
1
vote
1
answer
3k
views
What is the difference between time, arrival-time, and inter-arrival-time is poisson process?
Let $(N_t)_t$ be a Poisson process with parameter λ = 2. By $τ_k$ denote the time of the k-th arrival (k = 1, 2, . . .), and by $ρ_k = τ_k −τ_{k−1}$ - the interarrival time between the (k−1)th and …
- 2,125
3
votes
1
answer
679
views
What is the difference between a Random Vector (Joint r.v.) and a Random Process?
What is the difference between a Random Vector (Joint r.v.) and a Random Process?
Kindly, explain with a simple example (like toss of a coin, roll of a die, picking a card, etc.).
Note. As far as I un …
- 2,125
0
votes
1
answer
164
views
What type of statistics is Probability? [closed]
Are probability, random-variable, and stochastic process part of descriptive statistics or inferential statistics?
- 2,125
0
votes
0
answers
249
views
Some simple examples to understand various types of Stochastic Processes
I am trying to understand various types of stochastic processes through some analogical examples using simple experiments like a coin toss or die roll.
The book of Hwei Hsu (Chapter-5, Page-162-165, …
- 2,125
2
votes
1
answer
793
views
How can I compute expected return time of a state in a Markov Chain?
I was watching a YouTube video regarding the calculation of expected return time of a Markov Chain.
https://www.youtube.com/watch?v=X_Ll0-Ytu7U&vl=en
I haven't understood the calculation of $m_{12}$ …
- 2,125
3
votes
1
answer
1k
views
Manually simulating Poisson Process in R
The following problem tells us to generate a Poisson process step by step from $\rho$ (inter-arrival time), and $\tau$ (arrival time).
One of the theoretical results presented in the lectures g …
- 2,125