Piecewise-deterministic Markov process
id:
piecewise-deterministic-markov-process-169-10158847
title:
Piecewise-deterministic Markov process
text:
In probability theory, a piecewise-deterministic Markov process (PDMP) is a process whose behaviour is governed by random jumps at points in time, but whose evolution is deterministically governed by an ordinary differential equation between those times. The class of models is "wide enough to include as special cases virtually all the non-diffusion models of applied probability." The process is defined by three quantities: the flow, the jump rate, and the transition measure. The model was first
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Piecewise-deterministic_Markov_process
date created:
2012-01-25T18:48:11Z
date modified:
2024-08-31T14:56:03Z
main entity:
{"identifier":"Q7191422","url":"https://www.wikidata.org/entity/Q7191422"}
image:
fields total:
13
integrity:
14