翻訳と辞書
Words near each other
・ Discrete spline interpolation
・ Discrete symmetry
・ Discrete system
・ Discrete time and continuous time
・ Discrete tomography
・ Discrete transform
・ Discrete two-point space
・ Discrete Universal Denoiser
・ Discrete valuation
・ Discrete valuation ring
・ Discrete wavelet transform
・ Discrete-stable distribution
・ Discrete-time beamforming
・ Discrete-time Fourier transform
・ Discrete-time signal
Discrete-time stochastic process
・ Discretion
・ Discretion (album)
・ Discretion (disambiguation)
・ Discretionary access control
・ Discretionary deposit
・ Discretionary Housing Payment
・ Discretionary jurisdiction
・ Discretionary policy
・ Discretionary review
・ Discretionary spending
・ Discretionary trust
・ Discretionary trusts and powers in English law
・ Discretitheca
・ Discretization


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Discrete-time stochastic process : ウィキペディア英語版
Discrete-time stochastic process
In probability theory and statistics, a discrete-time stochastic process is a stochastic process for which the index variable takes a discrete set of values, as contrasted with a continuous-time process for which the index variable takes values in a continuous range. An alternative terminology uses discrete parameter as being more inclusive.〔Parzen, E. (1962) ''Stochastic Processes'', Holden-Day. ISBN 0-8162-6664-6 (page 7)〕
A more restricted class of processes are those with discrete time and discrete state space. The apparently simpler terms "discrete process" or "discontinuous process" may cause confusion with processes having continuous time and discrete state space.〔Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', OUP. ISBN 0-19-920613-9 (Entry for "continuous process")〕 Given the possible confusion, caution is needed.〔
==Examples==

Examples of discrete-time stochastic processes are random walks and branching processes, for which the state space may be either continuous or discrete. Important examples of discrete time and continuous state space processes are models conventionally used in time series analysis: for example, the ARIMA and ARCH models.

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「Discrete-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.