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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Continuous-time stochastic process ： ウィキペディア英語版 Continuous-time stochastic process In probability theory and statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes a continuous set of values, as contrasted with a discrete-time process for which the index variable takes only distinct values. An alternative terminology uses continuous parameter as being more inclusive.〔Parzen, E. (1962) ''Stochastic Processes'', Holden-Day. ISBN 0-8162-6664-6 (Chapter 6)〕 A more restricted class of processes are the continuous stochastic processes: here the term often (but not always〔Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', OUP. ISBN 0-19-920613-9 (Entry for "continuous process")〕) implies both that the index variable is continuous and that sample paths of the process are continuous. Given the possible confusion, caution is needed.〔 Continuous-time stochastic processes that are constructed from discrete-time processes via a waiting time distribution are called continuous-time random walks. ==Examples== An example of a continuous-time stochastic process for which sample paths are not continuous is a Poisson process. An example with continuous paths is the Ornstein–Uhlenbeck process. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Continuous-time stochastic process」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.