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Classification of Stochastic Processes by Sheikh Mijanur Rahaman is a document available to read on EtoBox.
What is Classification of Stochastic Processes about?
The document discusses stochastic processes and discrete time Markov chains. It defines stochastic processes as random processes evolving over time where the future is not fully determined by the past. It classifies stochastic processes as discrete time/state or continuous time/state. It then defines discrete time Markov chains as having the Markov property that the future depends only on the present state. It provides examples and discusses transition probability matrices, paths, and communicating states f
- Author
- Sheikh Mijanur Rahaman
- Language
- EN