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)

암튼 정의는 확률변수,random_variable 와 밀접한데 정확히 rewrite


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


Sub:
MKLINK
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)

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]




Twins:
[https]두산백과: 확률과정(https://terms.naver.com/entry.naver?docId=1155367&cid=40942&categoryId=32214)
{
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]수학백과: 확률과정(https://terms.naver.com/entry.naver?docId=5669026&cid=60207&categoryId=60207)
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

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last modified 2024-03-09 10:41:42