random measure
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Random measure — In probability theory, a random measure is a measure valued random element.Kallenberg, O., Random Measures , 4th edition. Academic Press, New York, London; Akademie Verlag, Berlin (1986). ISBN 0 123 94960 2 [http://www.ams.org/mathscinet… … Wikipedia
Poisson random measure — Let (E, mathcal A, mu) be some measurable space with sigma finite measure mu. The Poisson random measure with intensity measure mu is a family of random variables {N A} {Ainmathcal{A defined on some probability space (Omega, mathcal F, mathrm{P}) … Wikipedia
Random variable — A random variable is a rigorously defined mathematical entity used mainly to describe chance and probability in a mathematical way. The structure of random variables was developed and formalized to simplify the analysis of games of chance,… … Wikipedia
Random element — The term random element was introduced by Maurice Frechet in 1948 to refer to a random variable that takes values in spaces more general than had previously been widely considered. Frechet commented that the development of probability theory and… … Wikipedia
Random match possibility — (RMP) is a kind of measure in population genetics to measure the possibility of a person randomly picked out of the general population and matching the genotype measured exactly. A genotype has a number of alleles, and each allele has a frequency … Wikipedia
Random matrix — In probability theory and mathematical physics, a random matrix is a matrix valued random variable. Many important properties of physical systems can be represented mathematically as matrix problems. For example, the thermal conductivity of a… … Wikipedia
Random walk — A random walk, sometimes denoted RW, is a mathematical formalization of a trajectory that consists of taking successive random steps. The results of random walk analysis have been applied to computer science, physics, ecology, economics and a… … Wikipedia
Random dynamical system — In mathematics, a random dynamical system is a measure theoretic formulation of a dynamical system with an element of randomness , such as the dynamics of solutions to a stochastic differential equation. It consists of a base flow, the noise ,… … Wikipedia
Random field — A random field is a generalization of a stochastic process such that the underlying parameter need no longer be a simple real, but can instead be a multidimensional vector space or even a manifold.At its most basic, discrete case, a random field… … Wikipedia
Measure-preserving dynamical system — In mathematics, a measure preserving dynamical system is an object of study in the abstract formulation of dynamical systems, and ergodic theory in particular. Contents 1 Definition 2 Examples 3 Homomorphisms 4 … Wikipedia
Empirical measure — In probability theory, an empirical measure is a random measure arising from a particular realization of a (usually finite) sequence of random variables. The precise definition is found below. Empirical measures are relevant to mathematical… … Wikipedia
