- random walk with drift
- случайное блуждание с дрейфом
English-Russian electronics dictionary .
random walk with drift
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Random walk — A random walk, sometimes denoted RW, is a mathematical formalization of a trajectory that consists of taking successive random steps. The results of random walk analysis have been applied to computer science, physics, ecology, economics and a… … Wikipedia
Random walk hypothesis — The random walk hypothesis is a financial theory stating that stock market prices evolve according to a random walk and thus the prices of the stock market cannot be predicted. It has been described as jibing with the efficient market hypothesis … Wikipedia
Sketches featured on Late Show with David Letterman — CBS s Late Show with David Letterman regularly features different sketches that follow the monologue and precede interviews with guests. Often these are repeated absurdist segments, involving various cast members, Dave s friends, audience… … Wikipedia
Dickey–Fuller test — In statistics, the Dickey–Fuller test tests whether a unit root is present in an autoregressive model. It is named after the statisticians D. A. Dickey and W. A. Fuller, who developed the test in 1979.[1] Contents 1 Explanation 2 Dealing with… … Wikipedia
Generalized Wiener process — In statistics, a generalized Wiener process (named after Norbert Wiener) is a continuous time random walk with drift and random jumps at every point in time. Formally::a(x,t) dt + b(x,t) eta sqrt{dt}where a and b are deterministic functions, t is … Wikipedia
probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… … Universalium
Evolution — This article is about evolution in biology. For other uses, see Evolution (disambiguation). For a generally accessible and less technical introduction to the topic, see Introduction to evolution. Part of a series on … Wikipedia
Augmented Dickey-Fuller-Test — Als Dickey Fuller Tests bezeichnet man in der Statistik die von D. Dickey und W. Fuller in den 70er Jahren entwickelten Einheitswurzeltests, die die Nullhypothese eines stochastischen Prozesses mit Einheitswurzel gegen die Alternative eines… … Deutsch Wikipedia
Dickey-Fuller-Test — Als Dickey Fuller Tests bezeichnet man in der Statistik die von D. Dickey und W. Fuller in den 70er Jahren entwickelten Einheitswurzeltests, die die Nullhypothese eines stochastischen Prozesses mit Einheitswurzel gegen die Alternative eines… … Deutsch Wikipedia
Context-dependent memory — refers to improved recall of specific episodes or information when the context present at encoding and retrieval are the same. One particularly common example of context dependence at work occurs when an individual has lost an item (e.g. lost car … Wikipedia
Augmented Dickey-Fuller test — In statistics and econometrics, an augmented Dickey Fuller test (ADF) is a test for a unit root in a time series sample. It is an augmented version of the Dickey Fuller test for a larger and more complicated set of time series models.The… … Wikipedia
