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  2. Bernoulli process - Wikipedia

    en.wikipedia.org/wiki/Bernoulli_process

    A Bernoulli process is a finite or infinite sequence of independent random variables X 1, X 2, X 3, ..., such that for each i, the value of X i is either 0 or 1; for all values of , the probability p that X i = 1 is the same. In other words, a Bernoulli process is a sequence of independent identically distributed Bernoulli trials.

  3. Random walk - Wikipedia

    en.wikipedia.org/wiki/Random_walk

    Five eight-step random walks from a central point. Some paths appear shorter than eight steps where the route has doubled back on itself. (animated version)In mathematics, a random walk, sometimes known as a drunkard's walk, is a stochastic process that describes a path that consists of a succession of random steps on some mathematical space.

  4. Probability theory - Wikipedia

    en.wikipedia.org/wiki/Probability_theory

    This is the same as saying that the probability of event {1,2,3,4,6} is 5/6. This event encompasses the possibility of any number except five being rolled. The mutually exclusive event {5} has a probability of 1/6, and the event {1,2,3,4,5,6} has a probability of 1, that is, absolute certainty.

  5. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    A discrete probability distribution is the probability distribution of a random variable that can take on only a countable number of values [15] (almost surely) [16] which means that the probability of any event can be expressed as a (finite or countably infinite) sum: = (=), where is a countable set with () =.

  6. Stochastic process - Wikipedia

    en.wikipedia.org/wiki/Stochastic_process

    [230] [231] Some authors regard a point process and stochastic process as two different objects such that a point process is a random object that arises from or is associated with a stochastic process, [232] [233] though it has been remarked that the difference between point processes and stochastic processes is not clear.

  7. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    The Monte Carlo tree search (MCTS) method has four steps: [81] Starting at root node of the tree, select optimal child nodes until a leaf node is reached. Expand the leaf node and choose one of its children. Play a simulated game starting with that node. Use the results of that simulated game to update the node and its ancestors.

  8. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    Strictly speaking, the EMC is a regular discrete-time Markov chain, sometimes referred to as a jump process. Each element of the one-step transition probability matrix of the EMC, S, is denoted by s ij, and represents the conditional probability of transitioning from state i into state j. These conditional probabilities may be found by

  9. Experiment (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Experiment_(probability...

    In probability theory, an experiment or trial (see below) is any procedure that can be infinitely repeated and has a well-defined set of possible outcomes, known as the sample space. [1] An experiment is said to be random if it has more than one possible outcome, and deterministic if it has only one.

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