Category

Markov processes

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stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event

Markov property

stochastic process satisfying a certain property

Markov decision process

mathematical model for sequential decision making under uncertainty

Poisson process

random mathematical object that consists of points randomly located on a mathematical space

Chapman–Kolmogorov equation

Perron–Frobenius theorem

Ornstein–Uhlenbeck process

stochastic process with applications in financial mathematics and the physical sciences

Birth–death process

special type of continuous-time Markov process

random walk with heavy-tailed step lengths

continuous-time Markov chain

stochastic process that satisfies the Markov property (sometimes characterized as "memorylessness")

Gauss–Markov process

Stochastic processes

Branching process

kind of stochastic process

stochastic process

Markov renewal process

generalization of Markov jump processes

partially observable Markov decision process

generalization of a Markov decision process