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probability measure

   Also found in: Wikipedia 0.01 sec.
probability measure [‚präb·ə′bil·əd·ē ‚mezh·ər]
(mathematics)
The measure on a probability space.
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He covers the basic concepts, Gaussian measures, dynamical system, Borel product-measures, invariant Borel measures, quasi-invariant Radon measures, partial analogies of Lebegues measures, essential uniqueness, the Erdos-Sierpinski duality principle, strict transivity properties, invariant extensions of Haar measures, separated families of probability measures, an Ostrogradsky formula, and generalized Fourier series.
Invariant and quasiinvariant measures in infinite-dimensional ... by SciTech Book News
The law of the Markov chain is a probability measure P on ([OMEGA], F), and is determined uniquely by the transition matrix P together with a probability measure [mu] on (S, P(S)) that gives the law of the initial state [X.
Concentration of measure and mixing for Markov chains by Luczak, Malwina J. / DMTCS Proceedings
Sections include a tutorial on Polish and analytic spaces, measurable selectors, probability measures and categories, and then material on stochastic relations as monads, Eilenberg-Moore algebras for stochastic relations, the existence of semi-pullbacks and interpreting modal and temporal logics.
Stochastic relations; foundations for Markov transition systems by SciTech Book News
 
 
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