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Kolmogorov equations information


In probability theory, Kolmogorov equations, including Kolmogorov forward equations and Kolmogorov backward equations, characterize continuous-time Markov processes. In particular, they describe how the probability of a continuous-time Markov process in a certain state changes over time.

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Kolmogorov equations

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In probability theory, Kolmogorov equations, including Kolmogorov forward equations and Kolmogorov backward equations, characterize continuous-time Markov...

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Kolmogorov forward equations

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Kolmogorov forward equations may refer to: Kolmogorov equations (Markov jump process), relating to discrete processes Fokker–Planck equation, relating...

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Andrey Kolmogorov

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are named in Kolmogorov's honour: Fisher–Kolmogorov equation Johnson–Mehl–Avrami–Kolmogorov equation Kolmogorov axioms Kolmogorov equations (also known...

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Master equation

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states is determined by a transition rate matrix. The equations are a set of differential equations – over time – of the probabilities that the system occupies...

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List of equations

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This is a list of equations, by Wikipedia page under appropriate bands of their field. The following equations are named after researchers who discovered...

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Avrami equation

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equation is also known as the Johnson–Mehl–Avrami–Kolmogorov (JMAK) equation. The equation was first derived by Johnson, Mehl, Avrami and Kolmogorov (in...

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Kolmogorov complexity

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information theory (a subfield of computer science and mathematics), the Kolmogorov complexity of an object, such as a piece of text, is the length of a shortest...

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Markov chain

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Chapman–Kolmogorov equation, in a less mathematically rigorous way than Kolmogorov, while studying Brownian movement. The differential equations are now...

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Stochastic process

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Chapman–Kolmogorov equation, in a less mathematically rigorous way than Kolmogorov, while studying Brownian movement. The differential equations are now...

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Gillespie algorithm

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proceed by jumps, today known as Kolmogorov equations (Markov jump process) (a simplified version is known as master equation in the natural sciences). It...

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Cepstrum

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multiples of the fundamental frequency. The kepstrum, which stands for "Kolmogorov-equation power-series time response", is similar to the cepstrum and has the...

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Probability axioms

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foundations of probability theory introduced by Russian mathematician Andrey Kolmogorov in 1933. These axioms remain central and have direct contributions to...

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Kolmogorov extension theorem

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mathematics, the Kolmogorov extension theorem (also known as Kolmogorov existence theorem, the Kolmogorov consistency theorem or the Daniell-Kolmogorov theorem)...

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List of dynamical systems and differential equations topics

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system and differential equation topics, by Wikipedia page. See also list of partial differential equation topics, list of equations. Deterministic system...

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Kolmogorov microscales

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In fluid dynamics, Kolmogorov microscales are the smallest scales in turbulent flow. At the Kolmogorov scale, viscosity dominates and the turbulence kinetic...

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List of scientific equations named after people

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This is a list of scientific equations named after people (eponymous equations). Contents A B C D E F G H I J K L M N O P R S T V W Y Z See also References...

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Stochastic quantum mechanics

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diffusion equations associated to these stochastic particles. It is best known for its derivation of the Schrödinger equation as the Kolmogorov equation for...

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Free energy principle

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p(x\mid m)=\exp(V(x))} that is the solution to the appropriate forward Kolmogorov equations. In contrast, optimal control optimises the flow, given a cost function...

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