brouniyan meander

ganithashaasthrathile probability sidhaanthathil, brouniyan meander formula _ 1 inipparayunna reethiyil nirvachichirikkunna oru thudarchayaaya noonn-homogeneous markov prakriyayaana
formula _ 2 oru staanderd ekamaana brouniyan chalanavum formula _ 3, i umm ayirikkatte.iii. t" = 1 nuu munbulla avasana thavana formula _ 4 formula _ 5 sandarshikkumbol. brouniyan meendarine inipparayunnava nirvachikkunnu
vaakkukalil paranjaal, oru saadhaarana brouniyan chalanam formula 5 sandarshikkunna 1 nuu munbulla avasana thavanayaanu formula 7 ennu karuthuka. (formula 9 eathaandu urappaan.) formula _ 7 nuu munbu brouniyan chalanatthinte paatha nammal sneep cheyyukayum upekshikkukayum backie bhagam skeyil cheyyukayum angane athu 1 neelamulla samaya edavelayil vyaapikkukayum cheiyunnu. speshyal aaksisinte scaling ghadakam samaya akshatthinte scaling gadakathinte vargamoolamaayirikkanam. eee snip aandu skeyil nadapadikramatthinte falamaayundaakunna prakriya oru brouniyan miamdaraanu. peru soochippikkunnathu pole, ithu brouniyan chalanatthinte oru bhagamaanu, athu athinte arambha pooyint formula ninnu ellah samayavum chelavazhikkunnu.
brouniyan meendarinte transition density formula _ 12 inipparayunna reethiyil vivarichirikkunnu
formula _ 13, formula _ 14 ennivaykkum ezhuthinum
njangalkk undu.
oppam
prathyekichum,
aii.iii. formula _ 19 nuu 1 enna paaraameettarulla railey distribution undu, formula _ 20-nte athe distribution, ivide formula _ 21 ennathu 1 enna paaraameettarulla oru exponential random variablaanu.

