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#REDIRECT [[Markov renewal process#Relation to other stochastic processes]] ...

...9 paper by [[Wendell Fleming|Wendell Helms Fleming]] and Michel Viot. Such processes are [[Martingale (probability theory)|martingales]] and [[Diffusion process The Fleming–Viot processes have proved to be important to the development of a mathematical basis for ...

{{Short description|Generalization of Markov jump processes}} ...are special cases among the more general class of [[Renewal theory|renewal processes]]. ...

==Stochastic processes topics== :''This list is currently incomplete.'' See also [[:Category:Stochastic processes]] ...

{{About|bivariate processes|arrival processes to queues|Markovian arrival process}} ...robability]], a '''Markov additive process''' ('''MAP''') is a bivariate [[Markov process]] where the future states depends only on one of the variables.<ref ...

* [[Infinitesimal generator (stochastic processes)]], of a stochastic process ...nerator matrix]], of a continuous time Markov chain, a class of stochastic processes ...

...addition or removal of individuals from the population. Typical population processes include [[birth–death process]]es and [[birth, death and catastrophe proces ...[biology|biological]] populations from [[population dynamics]], population processes find application in a much wider range of fields than just [[ecology]] and ...

{{distinguish|text=the [[Gauss–Markov theorem]] of mathematical statistics}} ...so some assumption is missing: a process with iid Gaussian values is Gauss-Markov|date=February 2019}} up to rescaling; such a process is also known as an [[ ...

...nd Poisson]] process.<ref>Tankov, P. (2003). Financial modelling with jump processes (Vol. 2). CRC press.</ref> ...X(76)90023-4 | title = The valuation of options for alternative stochastic processes | journal = [[Journal of Financial Economics]]| volume = 3 | issue = 1–2 | ...

* [[Capability Maturity Model]], a tool for assessing processes in organizations during software development * [[Conditional Markov model]] or maximum-entropy Markov model ...

...mensional [[Brownian motion]] for times 0 ≤ t ≤ 2. Brownian motion has the Markov property, as the displacement of the particle does not depend on its past d ...[[Andrey Markov]]. The term '''strong Markov property''' is similar to the Markov property, except that the meaning of "present" is defined in terms of a ran ...

...e distribution of a [[Markov chain]], such as that achieved by running a [[Markov chain Monte Carlo]] iteration for a sufficiently long time, is a Gibbs stat [[Category:Stochastic processes]] ...

* [[Markov's inequality]] and [[Chebyshev's inequality]] ===Markov processes=== ...

...nsition matrix]] of a finite-state, discrete-time, reversible stationary [[Markov chain]]. It can be seen as a special case of [[Expander graphs#Cheeger ineq ...and let <math>K(x,y)</math> be the transition probability for a reversible Markov chain on <math>X</math>. Assume this chain has [[stationary distribution]] ...

...an motion]] and [[Ornstein–Uhlenbeck processes]] are examples of diffusion processes. It is used heavily in [[statistical physics]], [[statistical analysis]], [ ...ion]] is the [[Fokker–Planck equation]].<ref>{{cite web|title=9. Diffusion processes|url=http://math.nyu.edu/faculty/varadhan/stochastic.fall08/sec10.pdf|access ...

* [[Blumenthal's zero–one law]] for [[Markov process]]es, ...

...heory]], the '''mixing time''' of a [[Markov chain]] is the time until the Markov chain is "close" to its [[steady state]] [[probability distribution|distrib More precisely, a fundamental result about [[Markov chains]] is that a finite state irreducible aperiodic chain has a unique st ...

...tential theory]] until they were superseded by [[Borel right process|right processes]] in the 1970s. ...[[Mark Kac]], and [[Shizuo Kakutani]] developed connections between Markov processes and [[potential theory]].<ref>Blumenthal, Getoor (1968), vii</ref> ...

...of all the particles and all the degrees of freedom, the many-body system processes are all reversible; However, such analysis is beyond the capability of any == Stochastic processes == ...

...ctor."<ref>{{Cite journal | last1 = Lando | first1 = David| title = On cox processes and credit risky securities | doi = 10.1007/BF01531332 | journal = Review o * [[Poisson hidden Markov model]] ...