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Random measure information


In probability theory, a random measure is a measure-valued random element.[1][2] Random measures are for example used in the theory of random processes, where they form many important point processes such as Poisson point processes and Cox processes.

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Random measure

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probability theory, a random measure is a measure-valued random element. Random measures are for example used in the theory of random processes, where they...

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Poisson random measure

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be some measure space with σ {\displaystyle \sigma } -finite measure μ {\displaystyle \mu } . The Poisson random measure with intensity measure μ {\displaystyle...

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Random variable

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Random compact set Random element Random function Random measure Random number generator Random variate Random vector Randomness Stochastic process Relationships...

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Poisson point process

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another. The Poisson point process is also called a Poisson random measure, Poisson random point field and Poisson point field. When the process is defined...

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Point process notation

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certain assumptions can be interpreted as random sequences of points, random sets of points or random counting measures. In some mathematical frameworks, a...

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Independent increments

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are a property of stochastic processes and random measures. Most of the time, a process or random measure has independent increments by definition, which...

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Random number generation

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goal of true randomness, although they may meet, with varying success, some of the statistical tests for randomness intended to measure how unpredictable...

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Random element

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and P {\displaystyle P} is the probability measure (a function returning each event's probability). Random vectors are often used as the underlying implementation...

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Empirical measure

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theory, an empirical measure is a random measure arising from a particular realization of a (usually finite) sequence of random variables. The precise...

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Intensity measure

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theory, an intensity measure is a measure that is derived from a random measure. The intensity measure is a non-random measure and is defined as the...

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Random forest

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Random forests or random decision forests is an ensemble learning method for classification, regression and other tasks that operates by constructing a...

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Probability theory

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redirect targets Expected value – Average value of a random variable Variance – Statistical measure of how far values spread from their average Fuzzy logic –...

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Point process

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mathematical interpretations of a point process, such as a random counting measure or a random set. Some authors regard a point process and stochastic process...

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Randomness

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as often as 4. In this view, randomness is not haphazardness; it is a measure of uncertainty of an outcome. Randomness applies to concepts of chance...

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Random matrix

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multiplication. Although random entries are traditional "generic" inputs to an algorithm, the concentration of measure associated with random matrix distributions...

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Random walk

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mathematics, a random walk, sometimes known as a drunkard's walk, is a random process that describes a path that consists of a succession of random steps on...

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Joint probability distribution

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one random variable are distributed when given information on the outputs of the other random variable(s). In the formal mathematical setup of measure theory...

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Probability distribution

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absolutely continuous measures see absolutely continuous measure. In the measure-theoretic formalization of probability theory, a random variable is defined...

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Variance

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from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion, meaning...

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Moment measure

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of space is a random variable, then the first moment measure corresponds to the first moment of this random variable. Moment measures feature prominently...

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Stochastic process

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is also called a random point field. There are different interpretations of a point process, such a random counting measure or a random set. Some authors...

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Probability measure

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mathematics, a probability measure is a real-valued function defined on a set of events in a σ-algebra that satisfies measure properties such as countable...

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Algorithmically random sequence

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alphabet (e.g. decimal digits). Random sequences are key objects of study in algorithmic information theory. In measure-theoretic probability theory, introduced...

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Stochastic geometry

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of Palm conditioning, which extend to the more abstract setting of random measures. There are various models for point processes, typically based on but...

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Supporting measure

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Supporting measure may refer to a σ-finite equivalent measure, see Equivalence (measure theory)#Supporting measure a special measure in the context of random measures...

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Expected value

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for probability provided by measure theory, the expectation is given by Lebesgue integration. The expected value of a random variable X is often denoted...

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Pushforward measure

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so the measure of the whole codomain is 1. This means that random variables can be composed ad infinitum and they will always remain as random variables...

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Accuracy and precision

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are to each other. In other words: Precision is a description of random errors (a measure of statistical variability). Accuracy has two definitions, per...

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