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Cox process : ウィキペディア英語版
Cox process
In probability theory, a Cox process, also known as a doubly stochastic Poisson process or mixed Poisson process, is a stochastic process which is a generalization of a Poisson process where the time-dependent intensity ''λ''(''t'') is itself a stochastic process. The process is named after the statistician David Cox, who first published the model in 1955.
Cox processes are used to generate simulations of spike trains (the sequence of action potentials generated by a neuron), and also in financial mathematics where they produce a "useful framework for modeling prices of financial instruments in which credit risk is a significant factor."
==See also==

* Poisson hidden Markov model
* Doubly stochastic model
* Inhomogeneous Poisson process, where ''λ''(''t'') is restricted to a deterministic function
* Ross's conjecture
* Gaussian process

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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