Search results
Results from the WOW.Com Content Network
The memorylessness property asserts that the number of previously failed trials has no effect on the number of future trials needed for a success. Geometric random variables can also be defined as taking values in N 0 {\displaystyle \mathbb {N} _{0}} , which describes the number of failed trials before the first success in a sequence of ...
The term strong Markov property is similar to the Markov property, except that the meaning of "present" is defined in terms of a random variable known as a stopping time. The term Markov assumption is used to describe a model where the Markov property is assumed to hold, such as a hidden Markov model .
In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...
A visual depiction of a Poisson point process starting. In probability theory, statistics and related fields, a Poisson point process (also known as: Poisson random measure, Poisson random point field and Poisson point field) is a type of mathematical object that consists of points randomly located on a mathematical space with the essential feature that the points occur independently of one ...
A Markov arrival process is defined by two matrices, D 0 and D 1 where elements of D 0 represent hidden transitions and elements of D 1 observable transitions. The block matrix Q below is a transition rate matrix for a continuous-time Markov chain.
Periodicity, transience, recurrence and positive and null recurrence are class properties — that is, if one state has the property then all states in its communicating class have the property. [49] A state i is called absorbing if there are no outgoing transitions from the state.
For an exponential survival distribution, the probability of failure is the same in every time interval, no matter the age of the individual or device. This fact leads to the "memoryless" property of the exponential survival distribution: the age of a subject has no effect on the probability of failure in the next time interval.
A memoryless source is one in which each message is an independent identically distributed random variable, whereas the properties of ergodicity and stationarity impose less restrictive constraints. All such sources are stochastic. These terms are well studied in their own right outside information theory.