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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 Telegraph process ： ウィキペディア英語版 Telegraph process In probability theory, the telegraph process is a memoryless continuous-time stochastic process that shows two distinct values. If these are called ''a'' and ''b'', the process can be described by the following master equations: :$\backslash partial\_t\; P(a,\; t|x,\; t\_0)=-\backslash lambda\; P(a,\; t|x,\; t\_0)+\backslash mu\; P(b,\; t|x,\; t\_0)$ and :$\backslash partial\_t\; P(b,\; t|x,\; t\_0)=\backslash lambda\; P(a,\; t|x,\; t\_0)-\backslash mu\; P(b,\; t|x,\; t\_0).$ The process is also known under the names Kac process , dichotomous random process. ==Properties== Knowledge of an initial state decays exponentially. Therefore for a time in the remote future, the process will reach the following stationary values, denoted by subscript ''s'': Mean: : $\backslash langle\; X\; \backslash rangle\_s\; =\; \backslash frac\; .$ Variance: : $\backslash operatorname\; \backslash \_s\; =\; \backslash frac\; .$ One can also calculate a correlation function: : $\backslash langle\; X(t),X(s)\backslash rangle\_s\; =\; \backslash exp(-(\backslash lambda+\backslash mu)|t-s|)\; \backslash operatorname\; \backslash \_s.$ 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「Telegraph 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.