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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Chapman–Kolmogorov equation ： ウィキペディア英語版 Chapman–Kolmogorov equation In mathematics, specifically in the theory of Markovian stochastic processes in probability theory, the Chapman–Kolmogorov equation is an identity relating the joint probability distributions of different sets of coordinates on a stochastic process. The equation was arrived at independently by both the British mathematician Sydney Chapman and the Russian mathematician Andrey Kolmogorov. == Mathematical description == Suppose that is an indexed collection of random variables, that is, a stochastic process. Let :$p\_(f\_1,\backslash ldots,f\_n)$ be the joint probability density function of the values of the random variables ''f''1 to ''fn''. Then, the Chapman–Kolmogorov equation is :$p\_)=\backslash int\_^p\_(f\_1,\backslash ldots,f\_n)\backslash ,df\_n$ i.e. a straightforward marginalization over the nuisance variable. (Note that we have not yet assumed anything about the temporal (or any other) ordering of the random variables — the above equation applies equally to the marginalization of any of them.) 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Chapman–Kolmogorov equation」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.