翻訳と辞書 Words near each other ・ Inter Nos ・ Inter Park ・ Inter partes ・ Inter partes review ・ Inter Pipeline ・ Inter Press Service ・ Intensity (Charles Earland album) ・ Intensity (film) ・ Intensity (heat transfer) ・ Intensity (John Klemmer album) ・ Intensity (novel) ・ Intensity (physics) ・ Intensity interferometer ・ Intensity mapping ・ Intensity modulation ・ Intensity of counting processes ・ Intensity of preference ・ Intensity! ・ Intensive and extensive properties ・ Intensive animal farming ・ Intensive Care (album) ・ Intensive Care (film) ・ Intensive Care Foundation ・ Intensive care medicine ・ Intensive Care Medicine (journal) ・ Intensive Care Society ・ Intensive care unit ・ Intensive Care Unit (TV series) ・ Intensive crop farming ・ Intensive farming Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Intensity of counting processes ： ウィキペディア英語版 Intensity of counting processes The intensity $\backslash lambda$ of a counting process is a measure of the rate of change of its predictable part. If a stochastic process $\backslash$ is a counting process, then it is a submartingale, and in particular its Doob-Meyer decomposition is :$N(t)\; =\; M(t)\; +\; \backslash Lambda(t)$ where $M(t)$ is a martingale and $\backslash Lambda(t)$ is a predictable increasing process. $\backslash Lambda(t)$ is called the cumulative intensity of $N(t)$ and it is related to $\backslash lambda$ by :$\backslash Lambda(t)\; =\; \backslash int\_^\; \backslash lambda(s)ds$. ==Definition== Given probability space $(\backslash Omega,\; \backslash mathcal,\; \backslash mathbb)$ and a counting process $\backslash$ which is adapted to the filtration $\backslash$, the intensity of $N$ is the process $\backslash$ defined by the following limit: : $\backslash lambda(t)\; =\; \backslash lim\_\; \backslash frac\; \backslash mathbb(-\; N(t)\; |\; \backslash mathcal\_t)$. The right-continuity property of counting processes allows us to take this limit from the right.〔Aalen, O. (1978). Nonparametric inference for a family of counting processes. ''The Annals of Statistics'', 6(4):701-726. 〕 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「Intensity of counting processes」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.