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Stochastic Processes

This class was created by Brainscape user Matt Baugh. Visit their profile to learn more about the creator.

By: Matt Baugh
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Decks in this class (4)

Random Walk Models
If p zn 1 p p zn 1 q xn x0 sum k ...,
If p zn 1 p p zn 1 q xn x0 sum k ...,
If p zn 1 p p zn 1 q xn x0 sum k ...
13  cards
Markov Chains in Discrete Time
Define a stochastic chain,
Give the markov property,
When is a markov chain time homog...
22  cards
Markov Chains in Continuous Time
Give the definition of a markov c...,
Give the chapman kolmogorov equat...,
Define a poisson process
17  cards
Exam Definitions
Define the term generator matrix ...,
Define the term irreducible marko...,
Define the term positive recurren...
4  cards

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Stochastic Processes

  • Class purpose General learning

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