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{{Navbox |name = Stochastic processes |title = [[概率论]]：[[随机过程]] | state = {{{state<includeonly>|collapsed</includeonly>}}} | listclass = hlist | group1 = {{le|离散时间随机过程|Discrete-time stochastic process|离散时间}} | list1 = * [[伯努利过程]] * [[分支过程]] * [[中餐馆过程]] * {{le|高尔顿-沃特森过程|Galton–Watson process}} * [[独立同分布]] * [[马尔可夫链]] * {{le|莫兰过程|Moran process}} * [[隨機漫步]] ** {{le|循环擦除随机游走|Loop-erased}} ** [[自避行走]] <!-- * {{tsl|en|Stochastic cellular automaton||Probabilistic cellular automata}} --> | group2 = [[连续时间随机过程|连续时间]] | list2 = <!-- * [[Affine process]] * [[Azéma's martingale]] --> * [[贝塞尔过程]] <!-- ** [[Squared Bessel process|Squared]] --> * [[出生-死亡過程]] * [[维纳过程]]/布朗运动 ** [[布朗桥]] ** {{tsl|en|Brownian excursion||Excursion}} ** {{le|分数布朗运动|Fractional Brownian motion}} ** [[几何布朗运动]] ** {{tsl|en|Brownian meander||Meander}} * {{le|柯西过程|Cauchy process}} * {{tsl|en|Contact process (mathematics)||Contact process}} * {{tsl|en|科克斯过程|Cox process}} * {{tsl|en|Diffusion process||Diffusion process}} * {{tsl|en|Empirical process||Empirical process}} * {{le|费勒过程|Feller process}} * {{le|弗莱明-维奥过程|Fleming–Viot process}} * {{le|伽马过程|Gamma process}} * {{le|亨特过程|Hunt process}} * {{tsl|en|Interacting particle system||Interacting particle system}}s * [[伊藤积分]] * [[伊藤過程]] <!-- * [[Jacobi process|Jacobi (Wright–Fisher) process]] --> * {{le|跳跃扩散|Jump diffusion}} * [[跳跃过程]] * [[萊維過程]] * {{tsl|en|Local time (mathematics)||Local time}} * {{le|马尔可夫加过程|Markov additive process}} * {{le|麦基恩-弗拉索夫过程|McKean–Vlasov process}} * [[奥恩斯坦-乌伦贝克过程]] * [[泊松过程]] ** {{le|复合泊松过程|Compound Poisson process}} ** [[泊松过程|非齐次泊松过程]] ** [[泊松过程|泊松点过程]] * [[施拉姆-勒夫纳演进]] * [[半鞅]] * {{tsl|en|Sigma-martingale||Sigma-martingale}} * {{tsl|en|Stable process||Stable process}} * {{tsl|en|Superprocess||Superprocess}} * {{tsl|en|Telegraph process||Telegraph process}} * {{tsl|en|Variance gamma process||Variance gamma process}} * [[维纳过程]] * {{tsl|en|Wiener sausage||Wiener sausage}} <!-- * [[Wishart process]] --> | group3 = 离散时间与连续时间 | list3 = * [[分支過程]] * [[高斯过程]] * [[隐马尔可夫模型]]（HMM） * [[馬可夫過程]] * [[鞅 (概率论)|鞅]] ** {{le|鞅差序列|Martingale difference sequence}} ** {{le|局部鞅|Local martingale|}} ** [[Sub-]] ** {{tsl|en|Super-||Super-}} * {{tsl|en|Random dynamical system||Random dynamical system}} * {{tsl|en|Regenerative process||Regenerative process}} * {{tsl|en|Renewal process||Renewal process}} * [[白雜訊]] | group4 = 场及其它 | list4 = <!-- * [[Brownian sheet]] --> * {{le|狄利克雷过程|Dirichlet process}} * {{le|高斯隨機場|Gaussian random field}} * {{le|吉布斯测度|Gibbs measure}} * [[霍普菲尔德神经网络]] * [[易辛模型]] * [[马尔可夫网络]] * [[渗流理论]] * {{le|皮特曼-约尔过程|Pitman–Yor process}} * [[点过程]] ** {{tsl|en|Point process#Cox point process||Cox}} ** [[泊松过程]] * [[玻茨模型]] * [[随机场]] * [[随机图]] <!-- * [[Random-cluster process]] --> | group5 = [[時間序列|时间序列模型]] | list5 = * [[ARCH模型]] * [[ARIMA模型]] * [[自我迴歸模型]] * [[ARMA模型]] * [[ARCH模型|广义ARCH模型]] * [[移动平均模型]] | group6 = 金融模型 | list6 = * {{le|布莱克-德尔曼-托伊模型|Black–Derman–Toy model}} * {{le|布莱克-卡拉辛斯基模型|Black–Karasinski model|}} * [[布莱克-舒尔斯模型]] * [[陈模型]] * {{tsl|en|Constant elasticity of variance model||Constant elasticity of variance (CEV)}} * {{le|科克斯-英格索尔-罗斯模型|Cox–Ingersoll–Ross model|科克斯-英格索尔-罗斯模型 (CIR)}} <!-- * [[Dothan model|Dothan]] --> * {{tsl|en|Garman–Kohlhagen model||Garman–Kohlhagen}} * [[HJM框架]] * {{le|赫斯顿模型|Heston model}} * {{tsl|en|Ho–Lee model||Ho–Lee}} * [[赫爾-懷特模型]] * {{le|伦敦银行同业拆放利率市场模型|LIBOR market model|LIBOR市场模型}} * {{tsl|en|SABR volatility model||SABR volatility}} * {{le|瓦西塞克模型|Vasicek model}} | group7 = [[精算學]] | list7 = * {{tsl|en|Bühlmann model||Bühlmann}} <!-- * [[Bühlmann–Straub model|Bühlmann–Straub]] --> * {{tsl|en|Cramér–Lundberg model||Cramér–Lundberg}} * {{tsl|en|Risk process||Risk process}} * {{tsl|en|Sparre–Anderson model||Sparre–Anderson}} | group8 = [[等候理論]] | list8 = * {{tsl|en|Bulk queue||Bulk}} * {{tsl|en|Fluid queue||Fluid}} * {{tsl|en|G-network||Generalized queueing network}} * {{tsl|en|M/G/1 queue||M/G/1}} * [[M/M/1]] * {{tsl|en|M/M/c queue||M/M/c}} | group9 = 性质 | list9 = * [[右连左极函数]] * {{tsl|en|Continuous stochastic process||Continuous}} * {{tsl|en|Sample-continuous process||Continuous paths}} * [[遍历性_(信號處理)|遍历性]] * {{tsl|en|Exchangeable random variables||Exchangeable}} * {{tsl|en|Feller-continuous process||Feller-continuous}} * {{tsl|en|Gauss–Markov process||Gauss–Markov}} * [[马尔可夫性质]] * {{tsl|en|Mixing (mathematics)||Mixing}} * {{tsl|en|Piecewise deterministic Markov process||Piecewise deterministic}} * [[可预测过程]] * [[循序可测过程]] * {{tsl|en|Self-similar process||Self-similar}} * [[平稳过程]] * {{tsl|en|Time reversibility||Time-reversible}} | group10 = 极限定理 | list10 = * [[中心极限定理]] * {{tsl|en|Donsker's theorem||Donsker's theorem}} * {{tsl|en|Doob's martingale convergence theorems||Doob's martingale convergence theorems}} * [[遍历理论]] * {{tsl|en|Fisher–Tippett–Gnedenko theorem||Fisher–Tippett–Gnedenko theorem}} * {{tsl|en|Large deviation principle||Large deviation principle}} * [[大數法則]] * [[重对数律]] * {{tsl|en|Maximal ergodic theorem||Maximal ergodic theorem}} <!-- * [[Moderate deviation principle]] --> * {{tsl|en|Sanov's theorem||Sanov's theorem}} | group11 = [[不等式列表|不等式]] | list11 = <!-- * [[Burkholder's inequality|Burkholder]] --> * {{tsl|en|Burkholder–Davis–Gundy inequalities||Burkholder–Davis–Gundy}} * {{tsl|en|Doob's martingale inequality||Doob's martingale}} <!-- * [[Fefferman's inequality|Fefferman]] --> * {{tsl|en|Kunita–Watanabe inequality||Kunita–Watanabe}} <!-- * [[Lenglart's inequality|Langlart]] --> | group12 = 工具 | list12 = * {{tsl|en|Cameron–Martin formula||Cameron–Martin formula}} * [[随机变量的收敛]] * {{tsl|en|Doléans-Dade exponential||Doléans-Dade exponential}} * {{tsl|en|Doob decomposition theorem||Doob decomposition theorem}} * {{tsl|en|Doob–Meyer decomposition theorem||Doob–Meyer decomposition theorem}} * {{tsl|en|Doob's optional stopping theorem||Doob's optional stopping theorem}} * {{tsl|en|Dynkin's formula||Dynkin's formula}} * [[费曼-卡茨公式]] * [[右连左极函数]] * {{tsl|en|Girsanov theorem||Girsanov theorem}} * {{tsl|en|Infinitesimal generator (stochastic processes)||Infinitesimal generator}} * [[伊藤积分]] * [[伊藤引理]] * {{tsl|en|Kolmogorov continuity theorem||Kolmogorov continuity theorem}} * {{tsl|en|Kolmogorov extension theorem||Kolmogorov extension theorem}} * {{tsl|en|Lévy–Prokhorov metric||Lévy–Prokhorov metric}} * {{tsl|en|Malliavin calculus||Malliavin calculus}} * {{tsl|en|Martingale representation theorem||Martingale representation theorem}} <!-- * [[Meyer–Tanaka formula]] --> * {{tsl|en|Optional stopping theorem||Optional stopping theorem}} * {{tsl|en|Prohorov theorem||Prohorov theorem}} * [[二次變差]] * {{tsl|en|Reflection principle (Wiener process)||Reflection principle}} * {{tsl|en|Skorokhod integral||Skorokhod integral}} * {{tsl|en|Skorokhod's representation theorem||Skorokhod's representation theorem}} * [[右连左极函数]] * {{tsl|en|Snell envelope||Snell envelope}} * [[隨機微分方程]] ** {{tsl|en|Tanaka equation||Tanaka}} * [[停时]] * [[隨機积分]] * {{tsl|en|Uniform integrability||Uniform integrability}} * {{tsl|en|Usual hypotheses||Usual hypotheses}} * [[维纳空间]] ** {{tsl|en|Classical Wiener space||Classical}} ** [[维纳空间|Abstract]] * [[漂移项]] | group13 = 相关领域 | list13 = * [[精算學]] * [[计量经济学]] * [[遍历理论]] * [[极值理论|极值理论（EVT）]] * {{tsl|en|Large deviations theory||Large deviations theory}} * [[數理金融學]] * [[数理统计学]] * [[概率论]] * [[等候理論]] * {{tsl|en|Renewal theory||Renewal theory}} * {{tsl|en|Ruin theory||Ruin theory}} * [[统计学]] * [[随机分析]] * [[時間序列|时间序列分析]] * [[机器学习]] | belowclass = hlist | below = * {{icon|Category}}'''[[:Category:随机过程|分类]]''' }}<noinclude> {{documentation}} [[Category:統計學模板]] [[Category:數學導航模板]] </noinclude>
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