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Concept
Non-Homogeneous Process
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Summary
A
Non-Homogeneous Process
is a type of
Stochastic Process
where the
Statistical Properties
, such as
Mean And Variance
, change over
Time or space
, making it more complex to model than
Homogeneous processes
. It is important in various fields like finance, telecommunications, and biology, where
Dynamics evolve over time
or across different conditions.
Concepts
Stochastic Process
Time-varying Systems
Inhomogeneous Poisson Process
Non-stationarity
Time Series Analysis
Piecewise Deterministic Process
Markov Modulated Process
Evolutionary Dynamics
Poisson Processes
Relevant Degrees
Differential and Integral Equations 60%
Computational Mathematics 40%
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