확률과정,stochastic_process

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정의: Process that develops in time according to probabilistic rules
정의:
Process that develops in time according to probabilistic rules
(이건?) a collection of random variables indexed by time or space[* [[WpEn:Gaussian_process]] 첫 줄]
a mathematical object usually defined as a family of random variables (wpen)
암튼 정의는 [[확률변수,random_variable]] 와 밀접
a mathematical object usually defined as a family of random variables (we)

암튼 정의는 [[확률변수,random_variable]] 와 밀접한데 정확히 rewrite
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stationary process: probabilistic rules가 시간에 따라 변하지 않는 stochastic process.

See [[확률및랜덤프로세스]]
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Sub:
[[가우스_과정,Gaussian_process]](writing)
[[베르누이_과정,Bernoulli_process]] - writing
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MKLINK
확률행렬 [[stochastic_matrix]] = [[마르코프_행렬,Markov_matrix]]
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<<tableofcontents>>

= 이산확률과정(discrete-time stochastic process) =

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## from 데이터과학기초 http://www.kmooc.kr/courses/course-v1:KoreaUnivK+ku_eng_002+2018_A027/courseware/f9add498ee0949ac826276bab09ade37/0ad4d9d5810d4e95a22873bac9253bfc/?child=first
2판은
[[ISBN(0471272140)]]
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See also [[확률및랜덤프로세스]]

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Twins:
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https://encyclopediaofmath.org/wiki/Stochastic_process - ''random process, probability process, random function of time''

Up: [[과정,process]]



정의:
Process that develops in time according to probabilistic rules
(이건?) a collection of random variables indexed by time or space[1]
a mathematical object usually defined as a family of random variables (we)

암튼 정의는 확률변수,random_variable 와 밀접한데 정확히 rewrite

stationary process: probabilistic rules가 시간에 따라 변하지 않는 stochastic process.




[edit]

1. 이산확률과정(discrete-time stochastic process)



어떤 확률에 의거하여 기호의 열(sequence)을 만들어 내는 시스템: stochastic process
그 중, 확률이 전에 일어난 사건에 의존하는 특별한 경우: 마르코프_과정,Markov_process 혹은 마르코프_연쇄,Markov_chain
여기에 통신이론의 일차적인 중요성인 특별한 부류가 존재하는데 이것이 에르고딕과정,ergodic_process (?? sic. del ok)
(통신의 수학적 이론 p10)

[edit]

2. Textbooks

Probability, Statistics, and Random Processes for Electrical Engineering (3rd edition), Leon-Garcia, Pearson International Edition.
[ISBN-0131471228] Leon-Garcia 3e - 번역판보유
Probability and Stochastic Processes: A Friendly Introduction to Electrical and Computer Engineers (3rd edition), Yates and Goodman, Wiley
[ISBN-1118324560]
2판은
[ISBN-0471272140]



https://encyclopediaofmath.org/wiki/Stochastic_process - random process, probability process, random function of time

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