Juhuslik protsess

Juhuslik protsess ehk stohhastiline protsess on protsess, mille kulg sõltub juhusest ja mille puhul on vähemalt põhimõtteliselt võimalik leida seda juhuslikkust kirjeldavad jaotused.[1]

Juhuslik protsess on näiteks gaasimolekuli liikumine õhus (Browni liikumine)[1] või bakterite koloonia juurdekasv.[2] Juhuslikke protsesse uuritakse paljudes valdkondades, sealhulgas bioloogias,[3] keemias,[4] ökoloogias,[5] neuroteaduses,[6] füüsikas,[7] digitaalses pilditöötluses, signaalitöötluses,[8] automaatikas,[9] informatsiooniteoorias,[10] informaatikas[11] ja telekommunikatsioonis.[12] Näivalt suvalised muutused finantsturgudel on ajendanud juhuslike protsesside mudelite kasutamist ka rahanduses.[13][14][15]

Viited

  1. 1,0 1,1 EE stohhastiline protsess4. köide, 1989.
  2. Joseph L. Doob (1990). Stochastic processes. Wiley. Lk 46, 47.
  3. Bressloff, Paul C. (2014). Stochastic Processes in Cell Biology. Springer. ISBN 978-3-319-08488-6.
  4. Van Kampen, N. G. (2011). Stochastic Processes in Physics and Chemistry. Elsevier. ISBN 978-0-08-047536-3.
  5. Lande, Russell; Engen, Steinar; Sæther, Bernt-Erik (2003). Stochastic Population Dynamics in Ecology and Conservation. Oxford University Press. ISBN 978-0-19-852525-7.
  6. Laing, Carlo; Lord, Gabriel J. (2010). Stochastic Methods in Neuroscience. Oxford University Press. ISBN 978-0-19-923507-0.
  7. Paul, Wolfgang; Baschnagel, Jörg (2013). Stochastic Processes: From Physics to Finance. Springer Science+Business Media. ISBN 978-3-319-00327-6.
  8. Dougherty, Edward R. (1999). Random processes for image and signal processing. SPIE Optical Engineering Press. ISBN 978-0-8194-2513-3.
  9. Bertsekas, Dimitri P. (1996). Stochastic Optimal Control: The Discrete-Time Case. Athena Scientific. ISBN 1-886529-03-5. Originaali arhiivikoopia seisuga 8. juuni 2023. Vaadatud 27. detsembril 2023.
  10. Thomas M. Cover; Joy A. Thomas (2012). Elements of Information Theory. John Wiley & Sons. Lk 71. ISBN 978-1-118-58577-1.
  11. Baron, Michael (2015). Probability and Statistics for Computer Scientists (2nd ed.). CRC Press. Lk 131. ISBN 978-1-4987-6060-7.
  12. Baccelli, François; Blaszczyszyn, Bartlomiej (2009). Stochastic Geometry and Wireless Networks. Now Publishers Inc. ISBN 978-1-60198-264-3.
  13. Steele, J. Michael (2001). Stochastic Calculus and Financial Applications. Springer Science+Business Media. ISBN 978-0-387-95016-7.
  14. Musiela, Marek; Rutkowski, Marek (2006). Martingale Methods in Financial Modelling. Springer Science+Business Media. ISBN 978-3-540-26653-2.
  15. Shreve, Steven E. (2004). Stochastic Calculus for Finance II: Continuous-Time Models. Springer Science+Business Media. ISBN 978-0-387-40101-0.

Read other articles:

О младшем сыне Густава VI см. Бернадот, Карл Юхан (граф Висборгский). В Википедии есть статьи о других людях с именем Карл. Карл XIV ЮханCarl XIV Johan Король Швеции 5 февраля 1818 года — 8 марта 1844 года Коронация 11 мая 1818 Предшественник Карл XIII Преемник Оскар I Король Норвегии 5 ф

Kuroko's BasketballGambar sampul manga volume pertama黒子のバスケ(Kuroko no Basuke)GenreKomedi, olahraga[1] MangaPengarangTadatoshi FujimakiPenerbitShueishaPenerbit bahasa InggrisNA Viz MediaPenerbit bahasa IndonesiaM&C!ImprintJump ComicsMajalahWeekly Shōnen JumpDemografiShōnenTerbit8 Desember 2008 – 1 September 2014Volume30 (Daftar volume) Novel ringanPengarangSawako HirabayashiIlustratorTadatoshi FujimakiPenerbitShueishaDemografiShōnenTerbit4 Maret 2011 – 2 Mei 2014...

Liste der Biografien | Portal Biografien | Personensuche # | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | ?   Ra | Rb | Rd |...

Село Кшижевопол. Krzyżewo Координати 53°01′ пн. ш. 22°45′ сх. д. / 53.017° пн. ш. 22.750° сх. д. / 53.017; 22.750Координати: 53°01′ пн. ш. 22°45′ сх. д. / 53.017° пн. ш. 22.750° сх. д. / 53.017; 22.750 Країна ПольщаПольщаВоєводство Підляське воєводс�...

ターゲット・コーポレーションTarget Corporation 種類 株式会社市場情報 NYSE: TGT本社所在地 アメリカ合衆国ミネソタ州・ミネアポリス設立 1902年業種 小売業事業内容 ディスカウントストア代表者 Gregg Steinhafel 会長・社長・CEO売上高 US$75.356 billion(FY 2019)営業利益 US$4.11 billion(FY 2019)純利益 US$2.937 billion(FY 2019)純資産 US$41.29 billion(FY 2019)総資産 US$11.297 billion(FY 2019)従業員数 ~360...

Kaligrafi Zaid bin Umar Zaid bin Umar (زيد بن عمر) (lahir pada 23 H) [1] adalah putra dari Khalifah ke-2 Umar bin Khattab. Ibunya adalah Ummu Kultsum binti Ali bin Abi Thalib, putri dari Khalifah ke-4 Ali bin Abi Thalib. Sehingga Zaid bin Umar adalah juga cucu dari Ali bin Abi Thalib sekaligus cicit dari Rasulullah Muhammad. Zaid bin Umar bin Khattab juga digelari Ibnu Al-khalifatain (ابن الخليفتين) artinya Putra dua Khalifah karena Ayahnya (Umar) dan kakeknya dari...

الآريوسية جدارية العماد في أحد الكنائس الآريوسية الأثرية الباقية إلى اليوم في إيطاليا.جدارية العماد في أحد الكنائس الآريوسية الأثرية الباقية إلى اليوم في إيطاليا. الدين المسيحية العائلة الدينية ديانات إبراهيمية. الزعيم حاليًا لا يوجد. المؤسس آريوس. متأثرًا بأفكار لوقيان...

Xiaomi Mi 9 Кодове ім'я cepheusБренд XiaomiВиробник XiaomiСерія MiМодель M1902F1A, M1902F1C, M1902F1G, M1902F1TСумісні мережі GSM, 3G, 4G (LTE)Дата представлення 20 лютого 2019; 4 роки тому (2019-02-20)Ціна Від 9999 грн. (станом на 20 квітня 2020)Попередник Xiaomi Mi 8Наступник Xiaomi Mi 10Схожі моделі Xiaomi Mi 9 ProXiaomi Mi 9 SEXiaomi Mi 9...

Aspect of history Part of a series on the History of Malaysia Prehistoric Malaysia Prehistoric Malaysia Early kingdoms Gangga Negara 2nd–11th century Langkasuka 2nd–14th century Chi Tu 2nd–6th century Pan Pan 3rd–5th century Kedah Tua 5th–9th century Pahang Tua 5th–15th century Melayu 7th–14th century Srivijaya 650–1275 Majapahit 1293–1500 Rise of Muslim states Kedah Sultanate 1136–present Samudera Pasai Sultanate 1267–1521 Brunei Sultanate 1368–present Malacca Sultana...

Device that cools air through the evaporation of water This article is about air conditioning. For similar concept in atomic physics, see Evaporative cooling (atomic physics). Air cooler redirects here. For the use of air in computer cooling, see Computer cooling § Air cooling. See also: Passive cooling An Egyptian qullah, set in drafts to cool interiors. Porous pottery and coarse cloth maximize the area for evaporation. An evaporative cooler (also known as evaporative air conditioner, ...

Suburb of Sydney, New South Wales, AustraliaFreshwaterSydney, New South WalesFreshwater BeachFreshwaterPopulation8,866 (2016 census)[1] • Density4,930/km2 (12,800/sq mi)Postcode(s)2096Elevation9 m (30 ft)Area1.8 km2 (0.7 sq mi)Location17 km (11 mi) north-east of Sydney CBDLGA(s)Northern Beaches CouncilState electorate(s)ManlyFederal division(s)Warringah Suburbs around Freshwater: Brookvale Curl Curl North Manly Freshwater Tasman...

Urban park Catmon, Malabon, the Philippines 14°40′16″N 120°57′37″E / 14.67111°N 120.96028°E / 14.67111; 120.96028 Malabon People's ParkThe park at the Justice Compound in Catmon, MalabonTypeUrban parkLocationMalabon, PhilippinesArea0.3 hectares (3,000 m2)Created2012Operated byLocat Government of MalabonStatusOpened The Malabon People's Park, also known as Catmon People's Park, is an urban park situated in the densely populated village of Catmon, i...

Novel by Olivia Manning Cover of the first UK editionAuthorOlivia ManningCountryGreat BritainLanguageEnglishGenreHistorical fictionPublisherHeinemannPublication date1960Media typePrintPages296 ppISBN0-09-941572-0 The Great Fortune is a novel by English writer Olivia Manning first published in 1960. It forms the opening part of a six-part novel series called Fortunes Of War. The Fortunes Of War series itself is split into two trilogies, The Balkan Trilogy and The Levant Trilogy. The novel...

Ethnic group from Dodoma Region of Tanzania GogoWagogoTotal population1,300,000 (1992)Regions with significant populations Tanzania Dodoma Region (Bahi District), (Dodoma District), (Chamwino District), (Kongwa District) & (Mpwapwa District)LanguagesGogo language & SwahiliReligionChristian African Traditional ReligionRelated ethnic groupsNyamwezi, Kaguru, Sagara & other Bantu peoples PersonMgogoPeopleWagogoLanguageKigogo The Gogo also known as Gongwe(Wagogo, in Swahili) are a...

Second season of the Blue Exorcist anime television series Season of television series Blue Exorcist: Kyoto SagaSeason 2The first DVD volume of Blue Exorcist: Kyoto Saga.Country of originJapanNo. of episodes12ReleaseOriginal networkMBS TVOriginal releaseJanuary 7 (2017-01-07) –March 24, 2017 (2017-03-24)Season chronology← PreviousSeason 1 List of episodes Blue Exorcist: Kyoto Saga is the second season of the Blue Exorcist anime television series, which is animated by A...

Гаррі С. Труменангл. Harry S. Truman Гаррі С. Трумен 33-й Президент США 12 квітня 1945 — 20 січня 1953 Попередник: Франклін Делано Рузвельт Наступник: Дуайт Ейзенхауер 34-й Віцепрезидент США 20 січня 1945 — 12 квітня 1945 Попередник: Генрі Воллес Наступник: Олбен Барклі   Народженн...

You can help expand this article with text translated from the corresponding article in German. (August 2015) Click [show] for important translation instructions. View a machine-translated version of the German article. Machine translation, like DeepL or Google Translate, is a useful starting point for translations, but translators must revise errors as necessary and confirm that the translation is accurate, rather than simply copy-pasting machine-translated text into the English Wikiped...

Disambiguazione – Se stai cercando la divisione amministrativa dell'Africa Orientale Italiana, vedi Governatorato dell'Eritrea. Colonia eritrea (dettagli) (dettagli) Colonia eritrea - Localizzazione Dati amministrativiLingue ufficialiItaliano Lingue parlatetigrino, arabo, italiano CapitaleAsmara (dal 1897) Altre capitaliMassaua (1890-1897) Dipendente da Italia PoliticaForma di governoImpero coloniale Re d'ItaliaUmberto IVittorio Emanuele III Nascita1890 con Umberto I Causacolonialismo ...

العلاقات المجرية الدومينيكانية المجر جمهورية الدومينيكان   المجر   جمهورية الدومينيكان تعديل مصدري - تعديل   العلاقات المجرية الدومينيكانية هي العلاقات الثنائية التي تجمع بين المجر وجمهورية الدومينيكان.[1][2][3][4][5] مقارنة بين البلدين هذه �...

Food processing device A barrel-type butter churn A typical plunger-type butter churn used by American pioneers A paddle butter churn A butter churn is a device used to convert cream into butter. This is done through a mechanical process, frequently via a pole inserted through the lid of the churn, or via a crank used to turn a rotating device inside the churn. Etymology The word “butter” is believed by some to derive from the Greek word bou-tyron, the approximate meaning of which is “c...