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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. Bernoulli trial - Wikipedia

    en.wikipedia.org/wiki/Bernoulli_trial

    Graphs of probability P of not observing independent events each of probability p after n Bernoulli trials vs np for various p.Three examples are shown: Blue curve: Throwing a 6-sided die 6 times gives a 33.5% chance that 6 (or any other given number) never turns up; it can be observed that as n increases, the probability of a 1/n-chance event never appearing after n tries rapidly converges to 0.

  4. Chapman–Kolmogorov equation - Wikipedia

    en.wikipedia.org/wiki/Chapman–Kolmogorov_equation

    where P(t) is the transition matrix of jump t, i.e., P(t) is the matrix such that entry (i,j) contains the probability of the chain moving from state i to state j in t steps. As a corollary, it follows that to calculate the transition matrix of jump t, it is sufficient to raise the transition matrix of jump one to the power of t, that is

  5. Method of conditional probabilities - Wikipedia

    en.wikipedia.org/wiki/Method_of_conditional...

    Consider the following random process for constructing an independent set S: 1. Initialize S to be the empty set. 2. For each vertex u in V in random order: 3. If no neighbors of u are in S, add u to S 4. Return S. Clearly the process computes an independent set. Any vertex u that is considered before all of its neighbors will be added to S.

  6. Urn problem - Wikipedia

    en.wikipedia.org/wiki/Urn_problem

    In probability and statistics, an urn problem is an idealized mental exercise in which some objects of real interest (such as atoms, people, cars, etc.) are represented as colored balls in an urn or other container. One pretends to remove one or more balls from the urn; the goal is to determine the probability of drawing one color or another ...

  7. Balls into bins problem - Wikipedia

    en.wikipedia.org/wiki/Balls_into_bins_problem

    In the simplest case, if one allocates balls into bins (with =) sequentially one by one, and for each ball one chooses random bins at each step and then allocates the ball into the least loaded of the selected bins (ties broken arbitrarily), then with high probability the maximum load is: [8]

  8. 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.

  9. 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.