Discrete-Time Discrete-Outcome Stochastic Process

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A Discrete-Time Discrete-Outcome Stochastic Process is a discrete-time stochastic process that is a discrete-outcome stochastic process.



References

2012

  • http://en.wikipedia.org/wiki/Stochastic_process#Discrete_time_and_discrete_states
    • QUOTE: If both [math]\displaystyle{ t }[/math] and [math]\displaystyle{ X_t }[/math] belong to [math]\displaystyle{ N }[/math], the set of natural numbers, then we have models which lead to Markov chains. For example:

      (a) If [math]\displaystyle{ X_t }[/math] means the bit (0 or 1) in position [math]\displaystyle{ t }[/math] of a sequence of transmitted bits, then [math]\displaystyle{ X_t }[/math] can be modelled as a Markov chain with 2 states. This leads to the error correcting viterbi algorithm in data transmission.

      (b) If [math]\displaystyle{ X_t }[/math] means the combined genotype of a breeding couple in the [math]\displaystyle{ t }[/math]th generation in a inbreeding model, it can be shown that the proportion of heterozygous individuals in the population approaches zero as [math]\displaystyle{ t }[/math] goes to ∞.[1]

  1. Allen, Linda J. S., An Introduction to Stochastic Processes with Applications to Biology, 2th Edition, Chapman and Hall, 2010, ISBN 1-4398-1882-7