probability, a Markov additive process (MAP) is a bivariate Markov process where the future states depends only on one of the variables. The process { ( X (...

Gauss–Markov theorem Gauss–Markov process Markov blanket Markov boundary Markov chain Markov chain central limit theorem Additive Markov chain Markov additive...

statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion process is stochastic in...

theory, an additive Markov chain is a Markov chain with an additive conditional probability function. Here the process is a discrete-time Markov chain of...

statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it can be used to describe...

posteriori estimation, in statistics Markov additive process, in applied probability Markovian arrival process, in queueing theory another term for a...

ISBN 978-0-387-00211-8. Miyazawa, M. (2002). "A paradigm of Markov additive processes for queues and their networks". Matrix-Analytic Methods - Theory...

bias Actuarial science Adapted process Adaptive estimator Additive Markov chain Additive model Additive smoothing Additive white Gaussian noise Adjusted...

MATLAB scripts to fit a MAP to data. Rational arrival process Asmussen, S. R. (2003). "Markov Additive Models". Applied Probability and Queues. Stochastic...

{\displaystyle \max(F_{T}-K,\;0)} under the probability distribution of the process F t {\displaystyle F_{t}} . Except for the special cases of β = 0 {\displaystyle...

In statistics, additive smoothing, also called Laplace smoothing or Lidstone smoothing, is a technique used to smooth count data, eliminating issues caused...

functions of the variables. A one-dimensional GRF is also called a Gaussian process. An important special case of a GRF is the Gaussian free field. With regard...

theory, a Hunt process is a type of Markov process, named for mathematician Gilbert A. Hunt who first defined them in 1957. Hunt processes were important...

Markov Processes and Potential Theory is a mathematics book written by Robert McCallum Blumenthal and Ronald Getoor. It was first published in 1968 by...

; Lang, S. (2001). "Bayesian Inference for Generalized Additive Mixed Models based on Markov Random Field Priors". Journal of the Royal Statistical Society...

deterministic) Lévy processes have discontinuous paths. All Lévy processes are additive processes. A Lévy process is a stochastic process X = { X t : t ≥...

Markov additive process Markov blanket / Bay Markov chain mixing time / (L:D) Markov decision process Markov information source Markov kernel Markov logic...

statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes a...

identically distributed process which corresponds to the shift map described above. Another important case is that of a Markov chain which is discussed...

1007/11569596_26. ISBN 978-3-540-29414-6. Asmussen, S. R. (2003). "Markov Additive Models". Applied Probability and Queues. Stochastic Modelling and Applied...

Blumenthal's zero–one law for Markov processes, Engelbert–Schmidt zero–one law for continuous, nondecreasing additive functionals of Brownian motion...

a continuous time Markov chain and is usually called the environment process, background process or driving process. As the process X represents the level...

+ b ) {\displaystyle O(a+b)} in the general one-dimensional random walk Markov chain. Some of the results mentioned above can be derived from properties...

this choice by trying both directions over time. For any finite Markov decision process, Q-learning finds an optimal policy in the sense of maximizing...

and a mathematical process model. In recursive Bayesian estimation, the true state is assumed to be an unobserved Markov process, and the measurements...

encrypted at all. A common way to define entropy for text is based on the Markov model of text. For an order-0 source (each character is selected independent...

Gauss–Kuzmin distribution, a discrete probability distribution Gauss–Markov process Gauss–Markov theorem Gaussian copula Gaussian measure Gaussian correlation...

is orbit-equivalent to a Markov odometer. The basic example of such system is the "nonsingular odometer", which is an additive topological group defined...

Cornell University in 1979. Her dissertation, Ladder Sets of Markov Additive Processes, was supervised by N. U. Prabhu. After postdoctoral study at Princeton...

established a theory of one-to-one correspondence between positive Markov additive functionals and associated measures. This theory and the associated...