- Markov processes
- Markovljevi procesi* * *
Markovljevi procesi
English-Croatian dictionary. 2013.
Markov processes
Look at other dictionaries:
Markov Processes International — Markov Processes International, LLC Type Private Founded 1990 Founders Michael Markov, Mik Kvitchko Headquarters Summit, NJ, United States Industry Financial Services, Software Provider Websi … Wikipedia
Markov decision process — Markov decision processes (MDPs), named after Andrey Markov, provide a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker. MDPs are useful for… … Wikipedia
Markov chain — A simple two state Markov chain. A Markov chain, named for Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized … Wikipedia
Markov process — In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time varying random phenomenon for which a specific property (the Markov property) holds. In a common description, a stochastic… … Wikipedia
Markov property — In probability theory and statistics, the term Markov property refers to the memoryless property of a stochastic process. It was named after the Russian mathematician Andrey Markov.[1] A stochastic process has the Markov property if the… … Wikipedia
Markov kernel — In probability theory, a Markov kernel is a map that plays the role, in the general theory of Markov processes, that the transition matrix does in the theory of Markov processes with a finite state space. Formal definition Let , be measurable… … Wikipedia
Markov chain mixing time — In probability theory, the mixing time of a Markov chain is the time until the Markov chain is close to its steady state distribution. More precisely, a fundamental result about Markov chains is that a finite state irreducible aperiodic chain has … Wikipedia
Markov chain — Mark ov chain, n. [after A. A. Markov, Russian mathematician, b. 1856, d. 1922.] (Statistics) A random process (Markov process) in which the probabilities of discrete states in a series depend only on the properties of the immediately preceding… … The Collaborative International Dictionary of English
Markov switching multifractal — In financial econometrics, the Markov switching multifractal (MSM) is a model of asset returns that incorporates stochastic volatility components of heterogeneous durations.[1][2] MSM captures the outliers, log memory like volatility persistence… … Wikipedia
Markov information source — In mathematics, a Markov information source, or simply, a Markov source, is an information source whose underlying dynamics are given by a stationary finite Markov chain. Contents 1 Formal definition 2 Applications 3 See also … Wikipedia
Markov Analysis — A method used to forecast the value of a variable whose future value is independent of its past history. The technique is named after Russian mathematician Andrei Andreyevich Markov, who pioneered the study of stochastic processes, which are… … Investment dictionary
