Continuous-time Markov process : Probability theory, Markov process, Stochastic process, Markov property, State space (dynamical system), Markov chain, Probability distribution

Language: English

Published by Omniscriptum, 2026

6133808861 / 9786133808867

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nach der Bestellung gedruckt Neuware - Printed after ordering - Please note that the content of this book primarily consists of articlesavailable from Wikipedia or other free sources online. In probabilitytheory, a continuous-time Markov process is a stochastic process { X(t): t ¿ 0 } that satisfies the Markov property and takes values from a setcalled the state space; it is the continuous-time version of a Markovchain. The Markov property states that at any times s > t > 0, theconditional probability distribution of the process at time s given thewhole history of the process up to and including time t, depends only onthe state of the process at time t. In effect, the state of the processat time s is conditionally independent of the history of the processbefore time t, given the state of the process at time t.

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Bibliographic details

Title
Continuous-time Markov process : Probability theory, Markov process, Stochastic process, Markov property, State space (dynamical system), Markov chain, Probability distribution
Author
Frederic P. Miller
Publisher
Omniscriptum
Publication year
2026
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
6133808861
ISBN 13
9786133808867
Item weight
155 grams
Dimensions
220x150x6 mm

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