Revision as of 05:44, 4 May 2012 edit Dicklyon (talk \| contribs) Autopatrolled, Extended confirmed users, Rollbackers 486,013 edits m Dicklyon moved page Piecewise deterministic Markov process to Piecewise-deterministic Markov process: put back the correct hyphen ← Previous edit		Revision as of 05:45, 4 May 2012 edit undo Dicklyon (talk \| contribs) Autopatrolled, Extended confirmed users, Rollbackers 486,013 edits restore the correct hyphen Next edit →
Line 1: In [[probability theory]] a '''piecewise -deterministic Markov process (PDMP)''' is a process whose behaviour is goverened by random jumps at points in time. Between each jump the evolution of the process is goverened by an [[ordinary differential equation]]. The class of models is "wide enough to include as special cases virtually all the non-diffusion models of [[applied probability]]."<ref name="davis" /> The model was first introduced in a paper by [[Mark H. A. Davis]] in 1984.<ref name="davis">{{cite jstor\|2345677}}</ref>

Piecewise-deterministic Markov process: Difference between revisions