11 2023 档案

Markov Chains

摘要：1. Introduction Let

{X_{n}, n = 0, 1, 2, . . .}

$\{X_n,n=0,1,2,...\}$ be a stochastic process that takes on a finite number of possible values. If

X_{n} = i

$X_n=i$ , then the process 阅读全文

posted @ 2023-11-19 16:32 kaleidopink 阅读(116) 评论(0) 推荐(0) 编辑

Convex Functions

摘要：1. Basic properties and examples 1.1 Definitions A function

f : R^{n} \to R

$f:\R^n\rarr\R$ is convex if

dom f

$\mathrm{\textbf{dom}}\ f$ is a convex set and if for a 阅读全文

posted @ 2023-11-15 15:40 kaleidopink 阅读(37) 评论(0) 推荐(0) 编辑

Poisson Process

摘要：1. Counting process We say that

{N (t), t \geq 0}

$\{N(t),t\ge0\}$ is a counting process if

N (t)

$N(t)$ represents the total number of "events" occur by time

t

$t$ and 阅读全文

posted @ 2023-11-14 17:22 kaleidopink 阅读(25) 评论(0) 推荐(0) 编辑

Convex Sets

摘要：1. Affine and convex sets 1.1 Affine sets A set

C \in R^{n}

$C\in\R^n$ is affine if the line through any two distinct points in

C

$C$ lies in

C

$C$ , which mea 阅读全文

posted @ 2023-11-12 17:33 kaleidopink 阅读(65) 评论(0) 推荐(0) 编辑

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