Difference between r1.18 and the current
@@ -2,19 +2,35 @@
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)
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.----
Sub:[[가우스_과정,Gaussian_process]](writing)
[[베르누이_과정,Bernoulli_process]] - writing
[[푸아송_과정,Poisson_process]] - writing
MKLINK
확률행렬 [[stochastic_matrix]] = [[마르코프_행렬,Markov_matrix]]
----
<<tableofcontents>>
= 이산확률과정(discrete-time stochastic process) =
Sub: [[마르코프_성질,Markov_property]]을 지닌 '''이산확률과정''': [[마르코프_연쇄,Markov_chain]]
----
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)
= Textbooks =
Probability, Statistics, and Random Processes for Electrical Engineering (3rd edition), Leon-Garcia, Pearson International Edition.
@@ -26,17 +42,23 @@
[[ISBN(0471272140)]]----
See also [[확률및랜덤프로세스]]
----
Twins:
[[https://terms.naver.com/entry.naver?docId=1155367&cid=40942&categoryId=32214 두산백과: 확률과정]]{
[[마르코프_과정,Markov_process]], [[푸아송_과정,Poisson_process]], [[시계열,time_series]] 등.
//ω가 뭔지 안 나와 있어서 불친절... [[각속도,angular_velocity]] or [[각진동수,angular_frequency]]?
}
[[https://terms.naver.com/entry.naver?docId=5669026&cid=60207&categoryId=60207 수학백과: 확률과정]]
https://freshrimpsushi.github.io/posts/stochastic-process/
[[WpSimple:Stochastic_process]][[WpEn:Stochastic_process]]
[[WpKo:확률_과정]]
https://ncatlab.org/nlab/show/stochastic+process
https://encyclopediaofmath.org/wiki/Stochastic_process - ''random process, probability process, random function of time''
Up: [[과정,process]]
AKA 랜덤프로세스,random_process merge?
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)
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.
Sub:
확률행렬 stochastic_matrix = 마르코프_행렬,Markov_matrix
가우스_과정,Gaussian_process(writing)
베르누이_과정,Bernoulli_process - writing
푸아송_과정,Poisson_process - writing
MKLINK베르누이_과정,Bernoulli_process - writing
푸아송_과정,Poisson_process - writing
확률행렬 stochastic_matrix = 마르코프_행렬,Markov_matrix
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)
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)
2. Textbooks ¶
Probability, Statistics, and Random Processes for Electrical Engineering (3rd edition), Leon-Garcia, Pearson International Edition.
![[ISBN-0131471228]](http://images.amazon.com/images/P/0131471228.01.MZZZZZZZ.gif "Amazon: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]](http://images.amazon.com/images/P/1118324560.01.MZZZZZZZ.gif "Amazon:ISBN-1118324560")
2판은
![[ISBN-0471272140]](http://images.amazon.com/images/P/0471272140.01.MZZZZZZZ.gif "Amazon:ISBN-0471272140")
Leon-Garcia 3e - 번역판보유Probability and Stochastic Processes: A Friendly Introduction to Electrical and Computer Engineers (3rd edition), Yates and Goodman, Wiley
2판은
See also 확률및랜덤프로세스
Twins:
![[https]](/123/imgs/https.png)
두산백과: 확률과정
{
마르코프_과정,Markov_process, 푸아송_과정,Poisson_process, 시계열,time_series 등.
//ω가 뭔지 안 나와 있어서 불친절... 각속도,angular_velocity or 각진동수,angular_frequency?
}
수학백과: 확률과정
https://freshrimpsushi.github.io/posts/stochastic-process/
Stochastic_process
Stochastic_process
확률_과정
https://ncatlab.org/nlab/show/stochastic process
두산백과: 확률과정{
마르코프_과정,Markov_process, 푸아송_과정,Poisson_process, 시계열,time_series 등.
//ω가 뭔지 안 나와 있어서 불친절... 각속도,angular_velocity or 각진동수,angular_frequency?
}
수학백과: 확률과정https://freshrimpsushi.github.io/posts/stochastic-process/
Stochastic_processStochastic_process확률_과정https://ncatlab.org/nlab/show/stochastic process
https://encyclopediaofmath.org/wiki/Stochastic_process - random process, probability process, random function of time
Up: 과정,process
----
- [1] Gaussian_process 첫 줄