Stochastic Processes

concepts · 8 notes linked

Related: Markov Chains · Random Matrix Theory · Point Processes · Measure Theory · Point Process · Principal Component Analysis · Dimensionality Reduction · Fokker Planck Equation

Notes

• Determinantal point process - Wikipedia — Repulsive point process with probability characterized by kernel determinants
• Fokker–Planck equation - Wikipedia — PDE describing time evolution of probability density under drift and diffusion
• Kosambi–Karhunen–Loève theorem - Wikipedia — Optimal orthogonal decomposition of stochastic processes minimizing mean squared error
• Markov Chains explained visually — Interactive visual introduction to Markov chains, transition matrices, and state spaces
• Markov Models of Social Change (Part 1) — Cross-impact balance analysis with stochastic succession rules for social scenarios
• Random — Open educational resource covering probability, statistics, and stochastic processes
• Random measure - Wikipedia — Measure-valued random element foundational for point processes
• Setosa blog — Interactive visual introduction to Markov chains and transition matrices