Markov process

释义

1. 馬爾可夫過程，馬爾夫過程

   It has been remarked in 1 that a Markov process with time reversal is again a Markov process.

   2007, N. G. Van Kampen, Stochastic Processes in Physics and Chemistry, 3rd edition, page 81:

   The second part is written for probabilists and it studies the case where fast motions are certain Markov processes such as random evolutions and, in particular, diffusions.

   2009, Yuri Kifer, “Large Deviations and Adiabatic Transitions for Dynamical Systems and Markov Processes in Fully Coupled Averaging”, in Memoirs of the American Mathematical Society, number 944, page vii:

   In the theory of Markov processes most attention is given to homogeneous (in time) processes.

   2013, M. G. Shur, Markov Process, entry in Michiel Hazewinkel (editor), Encyclopaedia of Mathematics, Volume 6, page 102,