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| Two stochastic processes <math>\left\{X_t\right\}</math> and <math>\left\{Y_t\right\}</math> are called '''uncorrelated''' if their cross-covariance <math>\operatorname{K}_{\mathbf{X}\mathbf{Y}}(t_1,t_2) = \operatorname{E} \left[ \left( X(t_1)- \mu_X(t_1) \right) \left( Y(t_2)- \mu_Y(t_2) \right) \right]</math> is zero for all times.<ref name=KunIlPark>Kun Il Park, Fundamentals of Probability and Stochastic Processes with Applications to Communications, Springer, 2018, 978-3-319-68074-3</ref>{{rp|p. 142}} Formally: | | Two stochastic processes <math>\left\{X_t\right\}</math> and <math>\left\{Y_t\right\}</math> are called '''uncorrelated''' if their cross-covariance <math>\operatorname{K}_{\mathbf{X}\mathbf{Y}}(t_1,t_2) = \operatorname{E} \left[ \left( X(t_1)- \mu_X(t_1) \right) \left( Y(t_2)- \mu_Y(t_2) \right) \right]</math> is zero for all times.<ref name=KunIlPark>Kun Il Park, Fundamentals of Probability and Stochastic Processes with Applications to Communications, Springer, 2018, 978-3-319-68074-3</ref>{{rp|p. 142}} Formally: |
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− | 如果两个随机过程的互协方差<math>\left\{X}\right\}</math>和<math>\left\{Y}\right\</math>称为“不相关的”(如果它们的互协方差<math>\operatorname{K}{\mathbf{X}\mathbf{Y}(t}1,t_2)=\operatorname{E}\left[\left(X(t_1)-\mu_X(t_1)\right)\left(Y(t_2)-\mu_Y(t_2)\right]</math>始终为零。<ref name=KunIlPark>Kun Il Park,《概率与随机过程基础与通信应用》,Springer,2018,978-3-319-68074-3
| + | 两个随机过程<math>\left\{X_t\right\}</math>和<math>\left\{Y_t\right\}</math> 称为“不相关的”的,如果它们的互协方差<math>\operatorname{K}_{\mathbf{X}\mathbf{Y}}(t_1,t_2) = \operatorname{E} \left[ \left( X(t_1)- \mu_X(t_1) \right) \left( Y(t_2)- \mu_Y(t_2) \right) \right]</math>始终为零。<ref name=KunIlPark>Kun Il Park,《概率与随机过程基础与通信应用》,Springer,2018,978-3-319-68074-3</ref>{{rp|p. 142}} 最后: |
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| The theory of stochastic processes still continues to be a focus of research, with yearly international conferences on the topic of stochastic processes. | | The theory of stochastic processes still continues to be a focus of research, with yearly international conferences on the topic of stochastic processes. |
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| In 1905 Karl Pearson coined the term random walk while posing a problem describing a random walk on the plane, which was motivated by an application in biology, but such problems involving random walks had already been studied in other fields. Certain gambling problems that were studied centuries earlier can be considered as problems involving random walks. and is an example of a random walk with absorbing barriers. Pascal, Fermat and Huyens all gave numerical solutions to this problem without detailing their methods, and then more detailed solutions were presented by Jakob Bernoulli and Abraham de Moivre. | | In 1905 Karl Pearson coined the term random walk while posing a problem describing a random walk on the plane, which was motivated by an application in biology, but such problems involving random walks had already been studied in other fields. Certain gambling problems that were studied centuries earlier can be considered as problems involving random walks. and is an example of a random walk with absorbing barriers. Pascal, Fermat and Huyens all gave numerical solutions to this problem without detailing their methods, and then more detailed solutions were presented by Jakob Bernoulli and Abraham de Moivre. |
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− | 1905年,卡尔 · 皮尔森在提出一个描述平面上随机漫步的问题时,创造了随机漫步这个术语,这个问题的动机是生物学中的一个应用,但是这种涉及随机漫步的问题已经在其他领域得到了研究。几个世纪前研究过的某些赌博问题可以被认为是涉及随机漫步的问题。这是一个带有吸收屏障的随机漫步的例子。和 Huyens 都给出了这个问题的数值解,但没有详细介绍他们的方法,然后 Jakob Bernoulli 和亚伯拉罕·棣莫弗提供了更详细的解。 | + | 1905年,卡尔 · 皮尔森在提出一个描述平面上随机漫步的问题时,创造了'''<font color="#ff8000"> 随机漫步Random walk</font>'''这个术语,这个问题的动机是生物学中的一个应用,但是这种涉及随机漫步的问题已经在其他领域得到了研究。几个世纪前研究过的某些赌博问题可以被认为是涉及随机漫步的问题。这是一个带有吸收屏障的随机漫步的例子。和 Huyens 都给出了这个问题的数值解,但没有详细介绍他们的方法,然后 Jakob Bernoulli 和亚伯拉罕·棣莫弗提供了更详细的解。 |
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| ====Orthogonality正交性==== | | ====Orthogonality正交性==== |
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| 另一个发现发生在1909年的丹麦。在开发一个有限时间间隔内接听电话数量的数学模型时,Erlang 得出了这个泊松分佈。当时 Erlang 并不知道 Poisson 的早期工作,并且假设每个时间间隔内到达的号码电话是相互独立的。然后他发现了极限情况,这是有效地重铸泊松分佈作为一个二项分布的限制。马尔科夫对研究独立随机序列的推广很感兴趣。这被普遍认为是这样的数学定律的一个必要条件。从1928年开始,莫里斯 · 弗雷切特对马尔可夫链产生了兴趣,最终导致他在1938年发表了一篇关于马尔可夫链的详细研究。 | | 另一个发现发生在1909年的丹麦。在开发一个有限时间间隔内接听电话数量的数学模型时,Erlang 得出了这个泊松分佈。当时 Erlang 并不知道 Poisson 的早期工作,并且假设每个时间间隔内到达的号码电话是相互独立的。然后他发现了极限情况,这是有效地重铸泊松分佈作为一个二项分布的限制。马尔科夫对研究独立随机序列的推广很感兴趣。这被普遍认为是这样的数学定律的一个必要条件。从1928年开始,莫里斯 · 弗雷切特对马尔可夫链产生了兴趣,最终导致他在1938年发表了一篇关于马尔可夫链的详细研究。 |
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| ====Regularity规律性==== | | ====Regularity规律性==== |