- stochastic measure
- мат. стохастическая мера
Большой англо-русский и русско-английский словарь. 2001.
stochastic measure
Смотреть что такое "stochastic measure" в других словарях:
Stochastic resonance — (also known as SR) is observed when noise added to a system improves the systems performance in some fashion. More technically, SR occurs if the signal to noise ratio of a nonlinear system or device increases for moderate values of noise… … Wikipedia
Stochastic volatility — models are used in the field of quantitative finance to evaluate derivative securities, such as options. The name derives from the models treatment of the underlying security s volatility as a random process, governed by state variables such as… … Wikipedia
Stochastic Frontier Analysis — is a method of economic modeling. It has its starting point in the stochastic production frontier models simultaneously introduced by Aigner, Lovell and Schmidt (1977) and Meeusen and Van den Broeck (1977).The production frontier model without… … Wikipedia
Stochastic process — A stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system) in probability theory. Instead of dealing with only one possible reality of how the process might evolve under time (as is… … Wikipedia
Stochastic context-free grammar — A stochastic context free grammar (SCFG; also probabilistic context free grammar, PCFG) is a context free grammar in which each production is augmented with a probability. The probability of a derivation (parse) is then the product of the… … Wikipedia
Green measure — In mathematics mdash; specifically, in stochastic analysis mdash; the Green measure is a measure associated to an Itō diffusion. There is an associated Green formula representing suitably smooth functions in terms of the Green measure and first… … Wikipedia
Law (stochastic processes) — In mathematics, the law of a stochastic process is the measure that the process induces on the collection of functions from the index set into the state space. The law encodes a lot of information about the process; in the case of a random walk,… … Wikipedia
Coherent risk measure — In the field of financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function … Wikipedia
Harmonic measure — In mathematics, harmonic measure is a concept that arises in the theory of harmonic functions, where it can be used to estimate the modulus of an analytic function inside a domain D given bounds on the modulus on the boundary of the domain. In a… … Wikipedia
Invariant measure — In mathematics, an invariant measure is a measure that is preserved by some function. Invariant measures are of great interest in the study of dynamical systems. The Krylov Bogolyubov theorem proves the existence of invariant measures under… … 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
