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Procés gamma - Viquipèdia, l'enciclopèdia lliure
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data-feature-name="main-menu-pinned" data-pinnable-element-id="vector-main-menu" data-pinned-container-id="vector-main-menu-pinned-container" data-unpinned-container-id="vector-main-menu-unpinned-container" > <div class="vector-pinnable-header-label">Menú principal</div> <button class="vector-pinnable-header-toggle-button vector-pinnable-header-pin-button" data-event-name="pinnable-header.vector-main-menu.pin">mou a la barra lateral</button> <button class="vector-pinnable-header-toggle-button vector-pinnable-header-unpin-button" data-event-name="pinnable-header.vector-main-menu.unpin">amaga</button> </div> <div id="p-navigation" class="vector-menu mw-portlet mw-portlet-navigation" > <div class="vector-menu-heading"> Navegació </div> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li id="n-mainpage-description" class="mw-list-item"><a href="/wiki/Portada" title="Visiteu la pàgina principal [z]" accesskey="z"><span>Portada</span></a></li><li id="n-randompage" class="mw-list-item"><a href="/wiki/Especial:Article_aleatori" title="Carrega una pàgina a l’atzar [x]" accesskey="x"><span>Article a l'atzar</span></a></li><li id="n-Articles-de-qualitat" class="mw-list-item"><a href="/wiki/Viquip%C3%A8dia:Articles_de_qualitat"><span>Articles de qualitat</span></a></li> </ul> </div> </div> <div id="p-Comunitat" class="vector-menu mw-portlet mw-portlet-Comunitat" > <div class="vector-menu-heading"> Comunitat </div> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li id="n-portal" class="mw-list-item"><a href="/wiki/Viquip%C3%A8dia:Portal" title="Sobre el projecte, què podeu fer, on trobareu les coses"><span>Portal viquipedista</span></a></li><li id="n-Agenda-d'actes" class="mw-list-item"><a href="/wiki/Viquip%C3%A8dia:Trobades"><span>Agenda d'actes</span></a></li><li id="n-recentchanges" class="mw-list-item"><a href="/wiki/Especial:Canvis_recents" title="Una llista dels canvis recents al wiki [r]" accesskey="r"><span>Canvis recents</span></a></li><li id="n-La-taverna" class="mw-list-item"><a href="/wiki/Viquip%C3%A8dia:La_taverna"><span>La taverna</span></a></li><li id="n-contactpage" class="mw-list-item"><a href="/wiki/Viquip%C3%A8dia:Contacte"><span>Contacte</span></a></li><li id="n-Xat" class="mw-list-item"><a href="/wiki/Viquip%C3%A8dia:Canals_IRC"><span>Xat</span></a></li><li id="n-help" class="mw-list-item"><a href="/wiki/Viquip%C3%A8dia:Ajuda" title="El lloc per a saber més coses"><span>Ajuda</span></a></li> </ul> </div> </div> </div> </div> </div> </div> </nav> <a href="/wiki/Portada" class="mw-logo"> <img class="mw-logo-icon" src="/static/images/icons/wikipedia.png" alt="" aria-hidden="true" height="50" width="50"> <span class="mw-logo-container skin-invert"> <img class="mw-logo-wordmark" alt="Viquipèdia" src="/static/images/mobile/copyright/wikipedia-wordmark-ca.svg" style="width: 7.5em; height: 1.4375em;"> <img class="mw-logo-tagline" alt="l'Enciclopèdia Lliure" src="/static/images/mobile/copyright/wikipedia-tagline-ca.svg" width="120" height="14" style="width: 7.5em; height: 0.875em;"> </span> </a> </div> <div class="vector-header-end"> <div id="p-search" role="search" class="vector-search-box-vue vector-search-box-collapses vector-search-box-show-thumbnail vector-search-box-auto-expand-width vector-search-box"> <a href="/wiki/Especial:Cerca" class="cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--icon-only search-toggle" title="Cerca a la Viquipèdia [f]" accesskey="f"><span class="vector-icon mw-ui-icon-search mw-ui-icon-wikimedia-search"></span> <span>Cerca</span> </a> <div class="vector-typeahead-search-container"> <div class="cdx-typeahead-search cdx-typeahead-search--show-thumbnail cdx-typeahead-search--auto-expand-width"> <form action="/w/index.php" id="searchform" class="cdx-search-input cdx-search-input--has-end-button"> <div id="simpleSearch" 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class="vector-menu-content"> <ul class="vector-menu-content-list"> </ul> </div> </div> <nav class="vector-appearance-landmark" aria-label="Aparença"> <div id="vector-appearance-dropdown" class="vector-dropdown " title="Change the appearance of the page's font size, width, and color" > <input type="checkbox" id="vector-appearance-dropdown-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-vector-appearance-dropdown" class="vector-dropdown-checkbox " aria-label="Aparença" > <label id="vector-appearance-dropdown-label" for="vector-appearance-dropdown-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--icon-only " aria-hidden="true" ><span class="vector-icon mw-ui-icon-appearance mw-ui-icon-wikimedia-appearance"></span> <span class="vector-dropdown-label-text">Aparença</span> </label> <div class="vector-dropdown-content"> <div id="vector-appearance-unpinned-container" class="vector-unpinned-container"> </div> </div> </div> </nav> <div id="p-vector-user-menu-notifications" class="vector-menu mw-portlet emptyPortlet" > <div class="vector-menu-content"> <ul class="vector-menu-content-list"> </ul> </div> </div> <div id="p-vector-user-menu-overflow" class="vector-menu mw-portlet" > <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li id="pt-sitesupport-2" class="user-links-collapsible-item mw-list-item user-links-collapsible-item"><a data-mw="interface" href="//donate.wikimedia.org/wiki/Special:FundraiserRedirector?utm_source=donate&utm_medium=sidebar&utm_campaign=C13_ca.wikipedia.org&uselang=ca" class=""><span>Donatius</span></a> </li> <li id="pt-createaccount-2" class="user-links-collapsible-item mw-list-item user-links-collapsible-item"><a data-mw="interface" href="/w/index.php?title=Especial:Crea_compte&returnto=Proc%C3%A9s+gamma" title="Us animem a crear un compte i iniciar una sessió, encara que no és obligatori" class=""><span>Crea un compte</span></a> </li> <li id="pt-login-2" class="user-links-collapsible-item mw-list-item user-links-collapsible-item"><a data-mw="interface" href="/w/index.php?title=Especial:Registre_i_entrada&returnto=Proc%C3%A9s+gamma" title="Us animem a registrar-vos, però no és obligatori [o]" accesskey="o" class=""><span>Inicia la sessió</span></a> </li> </ul> </div> </div> </div> <div id="vector-user-links-dropdown" class="vector-dropdown vector-user-menu vector-button-flush-right vector-user-menu-logged-out" title="Més opcions" > <input type="checkbox" id="vector-user-links-dropdown-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-vector-user-links-dropdown" class="vector-dropdown-checkbox " aria-label="Eines personals" > <label id="vector-user-links-dropdown-label" for="vector-user-links-dropdown-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--icon-only " aria-hidden="true" ><span class="vector-icon mw-ui-icon-ellipsis mw-ui-icon-wikimedia-ellipsis"></span> <span class="vector-dropdown-label-text">Eines personals</span> </label> <div class="vector-dropdown-content"> <div id="p-personal" class="vector-menu mw-portlet mw-portlet-personal user-links-collapsible-item" title="Menú d'usuari" > <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li id="pt-sitesupport" class="user-links-collapsible-item mw-list-item"><a href="//donate.wikimedia.org/wiki/Special:FundraiserRedirector?utm_source=donate&utm_medium=sidebar&utm_campaign=C13_ca.wikipedia.org&uselang=ca"><span>Donatius</span></a></li><li id="pt-createaccount" class="user-links-collapsible-item mw-list-item"><a href="/w/index.php?title=Especial:Crea_compte&returnto=Proc%C3%A9s+gamma" title="Us animem a crear un compte i iniciar una sessió, encara que no és obligatori"><span class="vector-icon mw-ui-icon-userAdd 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[n]" accesskey="n"><span>Discussió per aquest IP</span></a></li> </ul> </div> </div> </div> </div> </nav> </div> </header> </div> <div class="mw-page-container"> <div class="mw-page-container-inner"> <div class="vector-sitenotice-container"> <div id="siteNotice"><!-- CentralNotice --></div> </div> <div class="vector-column-start"> <div class="vector-main-menu-container"> <div id="mw-navigation"> <nav id="mw-panel" class="vector-main-menu-landmark" aria-label="Lloc"> <div id="vector-main-menu-pinned-container" class="vector-pinned-container"> </div> </nav> </div> </div> <div class="vector-sticky-pinned-container"> <nav id="mw-panel-toc" aria-label="Contingut" data-event-name="ui.sidebar-toc" class="mw-table-of-contents-container vector-toc-landmark"> <div id="vector-toc-pinned-container" class="vector-pinned-container"> <div id="vector-toc" class="vector-toc vector-pinnable-element"> <div class="vector-pinnable-header vector-toc-pinnable-header vector-pinnable-header-pinned" data-feature-name="toc-pinned" data-pinnable-element-id="vector-toc" > <h2 class="vector-pinnable-header-label">Contingut</h2> <button class="vector-pinnable-header-toggle-button vector-pinnable-header-pin-button" data-event-name="pinnable-header.vector-toc.pin">mou a la barra lateral</button> <button class="vector-pinnable-header-toggle-button vector-pinnable-header-unpin-button" data-event-name="pinnable-header.vector-toc.unpin">amaga</button> </div> <ul class="vector-toc-contents" id="mw-panel-toc-list"> <li id="toc-mw-content-text" class="vector-toc-list-item vector-toc-level-1"> <a href="#" class="vector-toc-link"> <div class="vector-toc-text">Inici</div> </a> </li> <li id="toc-Referències" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Referències"> <div class="vector-toc-text"> <span class="vector-toc-numb">1</span> <span>Referències</span> </div> </a> <ul id="toc-Referències-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contingut" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" > <input type="checkbox" id="vector-page-titlebar-toc-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-vector-page-titlebar-toc" class="vector-dropdown-checkbox " aria-label="Commuta la taula de continguts." > <label id="vector-page-titlebar-toc-label" for="vector-page-titlebar-toc-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--icon-only " aria-hidden="true" ><span class="vector-icon mw-ui-icon-listBullet mw-ui-icon-wikimedia-listBullet"></span> <span class="vector-dropdown-label-text">Commuta la taula de continguts.</span> </label> <div class="vector-dropdown-content"> <div id="vector-page-titlebar-toc-unpinned-container" class="vector-unpinned-container"> </div> </div> </div> </nav> <h1 id="firstHeading" class="firstHeading mw-first-heading"><span class="mw-page-title-main">Procés gamma</span></h1> <div id="p-lang-btn" class="vector-dropdown mw-portlet mw-portlet-lang" > <input type="checkbox" id="p-lang-btn-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-p-lang-btn" class="vector-dropdown-checkbox mw-interlanguage-selector" aria-label="Vés a un article en una altra llengua. 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class="vector-sticky-pinned-container"> <nav class="vector-page-tools-landmark" aria-label="Eines de la pàgina"> <div id="vector-page-tools-pinned-container" class="vector-pinned-container"> </div> </nav> <nav class="vector-appearance-landmark" aria-label="Aparença"> <div id="vector-appearance-pinned-container" class="vector-pinned-container"> <div id="vector-appearance" class="vector-appearance vector-pinnable-element"> <div class="vector-pinnable-header vector-appearance-pinnable-header vector-pinnable-header-pinned" data-feature-name="appearance-pinned" data-pinnable-element-id="vector-appearance" data-pinned-container-id="vector-appearance-pinned-container" data-unpinned-container-id="vector-appearance-unpinned-container" > <div class="vector-pinnable-header-label">Aparença</div> <button class="vector-pinnable-header-toggle-button vector-pinnable-header-pin-button" data-event-name="pinnable-header.vector-appearance.pin">mou a la barra lateral</button> <button class="vector-pinnable-header-toggle-button vector-pinnable-header-unpin-button" data-event-name="pinnable-header.vector-appearance.unpin">amaga</button> </div> </div> </div> </nav> </div> </div> <div id="bodyContent" class="vector-body" aria-labelledby="firstHeading" data-mw-ve-target-container> <div class="vector-body-before-content"> <div class="mw-indicators"> </div> <div id="siteSub" class="noprint">De la Viquipèdia, l'enciclopèdia lliure</div> </div> <div id="contentSub"><div id="mw-content-subtitle"></div></div> <div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="ca" dir="ltr"><figure typeof="mw:File/Thumb"><a href="/wiki/Fitxer:Gamma-Process.png" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/6/6c/Gamma-Process.png/337px-Gamma-Process.png" decoding="async" width="337" height="253" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/6/6c/Gamma-Process.png/506px-Gamma-Process.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/6/6c/Gamma-Process.png/674px-Gamma-Process.png 2x" data-file-width="1024" data-file-height="768" /></a><figcaption>Dos camins de dos processos gamma diferents. són exemples de processos de gravamen. són subordinats, és a dir, no són decreixents.</figcaption></figure> <p>També conegut com el <b>procés (Moran-)Gamma,</b> <sup id="cite_ref-:0_1-0" class="reference"><a href="#cite_note-:0-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> el <b>procés gamma</b> és un procés aleatori estudiat en <a href="/wiki/Matem%C3%A0tiques" title="Matemàtiques">matemàtiques</a>, <a href="/wiki/Estad%C3%ADstica" title="Estadística">estadística</a>, <a href="/wiki/Teoria_de_la_probabilitat" title="Teoria de la probabilitat">teoria de probabilitats</a> i <a href="/wiki/Estoc%C3%A0stica" title="Estocàstica">estocàstica</a>. El procés gamma és un <a href="/wiki/Proc%C3%A9s_estoc%C3%A0stic" title="Procés estocàstic">procés estocàstic o aleatori</a> que consisteix en <a href="/wiki/Distribuci%C3%B3_gamma" title="Distribució gamma">distribucions gamma</a> distribuïdes de manera independent on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle N(t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>N</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle N(t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4a8aa64e349180ee714adfb6620d3bb4610d97d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.713ex; height:2.843ex;" alt="{\displaystyle N(t)}"></span> representa el nombre d'ocurrències d'esdeveniments de 0 a temps <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span>. La <i>distribució gamma</i> té un paràmetre d'escala <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span> i paràmetre de forma <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span>, sovint escrit com <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma (\gamma ,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mi>γ<!-- γ --></mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma (\gamma ,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bdb27daa1ba44c4ad7bdfead9ac6200adb03cb95" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.914ex; height:2.843ex;" alt="{\displaystyle \Gamma (\gamma ,\lambda )}"></span>.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> Tots dos <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span> i <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> ha de ser superior a 0. El <b>procés gamma</b> s'escriu sovint com <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma (t,\gamma ,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>γ<!-- γ --></mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma (t,\gamma ,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2fdd563fd7bc7512e7b232fcb171399c4455ae95" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.787ex; height:2.843ex;" alt="{\displaystyle \Gamma (t,\gamma ,\lambda )}"></span> on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> representa el temps des de 0. El procés és un <a href="/wiki/Proc%C3%A9s_de_L%C3%A9vy" title="Procés de Lévy">procés de Lévy</a> <a href="/wiki/Funci%C3%B3_mon%C3%B2tona" title="Funció monòtona">que augmenta</a> el salt pur amb mesura d'intensitat <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nu (x)=\gamma x^{-1}\exp(-\lambda x),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ν<!-- ν --></mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>γ<!-- γ --></mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mi>exp</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mo>−<!-- − --></mo> <mi>λ<!-- λ --></mi> <mi>x</mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nu (x)=\gamma x^{-1}\exp(-\lambda x),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4322712c793bde70a5b716300e7a6c89a833b801" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:23.283ex; height:3.176ex;" alt="{\displaystyle \nu (x)=\gamma x^{-1}\exp(-\lambda x),}"></span> per tot positiu <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span>. Així salts la mida dels quals es troba en l'interval <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle [x,x+dx)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">[</mo> <mi>x</mi> <mo>,</mo> <mi>x</mi> <mo>+</mo> <mi>d</mi> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle [x,x+dx)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/345e2e8ad72545e8fa2efc2ff13ce198b1d42a35" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.631ex; height:2.843ex;" alt="{\displaystyle [x,x+dx)}"></span> es produeix com un <a href="/wiki/Proc%C3%A9s_de_Poisson" title="Procés de Poisson">procés de Poisson</a> amb intensitat <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nu (x)\,dx.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ν<!-- ν --></mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi>d</mi> <mi>x</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nu (x)\,dx.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a8d68d0affc5eb4e09bfc592f70ebc5b30fbdc98" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.951ex; height:2.843ex;" alt="{\displaystyle \nu (x)\,dx.}"></span> El paràmetre <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span> controla la velocitat d'arribada de salts i el paràmetre d'escala <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> controla inversament la mida del salt. Se suposa que el procés comença a partir d'un valor 0 a <i>t</i>=0 significat <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle N(0)=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>N</mi> <mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle N(0)=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3c790c25967ce6198c9c10a0c588c38c1417e01a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.296ex; height:2.843ex;" alt="{\displaystyle N(0)=0}"></span>.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> </p><p>El procés gamma de vegades també es parametritza en termes de la mitjana (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span>) i la variància (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle v}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>v</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle v}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e07b00e7fc0847fbd16391c778d65bc25c452597" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.128ex; height:1.676ex;" alt="{\displaystyle v}"></span>) de l'increment per unitat de temps, que equival a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma =\mu ^{2}/v}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> <mo>=</mo> <msup> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>v</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma =\mu ^{2}/v}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c62f32274ff16e2b18c232a3c08fa810a5b9442c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.107ex; height:3.176ex;" alt="{\displaystyle \gamma =\mu ^{2}/v}"></span> i <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda =\mu /v}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> <mo>=</mo> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>v</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda =\mu /v}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/962b1a2f32d4b848c9055e95f69866041fb4768c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.145ex; height:2.843ex;" alt="{\displaystyle \lambda =\mu /v}"></span>. </p><p>La <a href="/wiki/Distribuci%C3%B3_marginal" title="Distribució marginal">distribució marginal</a> d'un procés gamma en el temps <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> és una <a href="/wiki/Distribuci%C3%B3_gamma" title="Distribució gamma">distribució gamma</a> amb mitjana <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma t/\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma t/\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e028769bf1116dac1f45cfddc68c8e0754be2841" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.62ex; height:2.843ex;" alt="{\displaystyle \gamma t/\lambda }"></span> i la variància <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma t/\lambda ^{2}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma t/\lambda ^{2}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2a74357baa6bcc5c7e4ef75755faaf55d4bd98a4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.321ex; height:3.176ex;" alt="{\displaystyle \gamma t/\lambda ^{2}.}"></span> </p><p>És a dir, la seva densitat <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> està donat per <sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;t,\gamma ,\lambda )={\frac {\lambda ^{\gamma t}}{\Gamma (\gamma t)}}x^{\gamma t\,-\,1}e^{-\lambda x}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>t</mi> <mo>,</mo> <mi>γ<!-- γ --></mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>γ<!-- γ --></mi> <mi>t</mi> </mrow> </msup> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mi>γ<!-- γ --></mi> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>γ<!-- γ --></mi> <mi>t</mi> <mspace width="thinmathspace" /> <mo>−<!-- − --></mo> <mspace width="thinmathspace" /> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>λ<!-- λ --></mi> <mi>x</mi> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;t,\gamma ,\lambda )={\frac {\lambda ^{\gamma t}}{\Gamma (\gamma t)}}x^{\gamma t\,-\,1}e^{-\lambda x}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f78cb26399f62cffd4b7a591025adaac12d9176d" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:31.338ex; height:6.343ex;" alt="{\displaystyle f(x;t,\gamma ,\lambda )={\frac {\lambda ^{\gamma t}}{\Gamma (\gamma t)}}x^{\gamma t\,-\,1}e^{-\lambda x}.}"></span> </p> <div class="mw-heading mw-heading2"><h2 id="Referències"><span id="Refer.C3.A8ncies"></span>Referències</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Proc%C3%A9s_gamma&action=edit&section=1" title="Modifica la secció: Referències"><span>modifica</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="reflist {{#if: | references-column-count references-column-count-{{{col}}}" style="list-style-type: decimal;"> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-:0-1"><span class="mw-cite-backlink"><a href="#cite_ref-:0_1-0">↑</a></span> <span class="reference-text"><span class="citation">Klenke, Achim, ed. (2008), <i><a rel="nofollow" class="external text" href="https://doi.org/10.1007/978-1-84800-048-3_24">The Poisson Point Process</a></i>, Springer, pàg. 525–542, <a href="/wiki/Especial:Fonts_bibliogr%C3%A0fiques/978-1-84800-048-3" title="Especial:Fonts bibliogràfiques/978-1-84800-048-3">ISBN 978-1-84800-048-3</a>, <a href="/wiki/Digital_object_identifier" class="mw-redirect" title="Digital object identifier">doi</a>:<a rel="nofollow" class="external text" href="https://dx.doi.org/10.1007%2F978-1-84800-048-3_24">10.1007/978-1-84800-048-3_24</a><span class="printonly">, <<a rel="nofollow" class="external free" href="https://doi.org/10.1007/978-1-84800-048-3_24">https://doi.org/10.1007/978-1-84800-048-3_24</a>></span>. Consulta: 4 abril 2023</span></span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><a href="#cite_ref-2">↑</a></span> <span class="reference-text"><span class="citation">Klenke, Achim, ed. (2008), <i><a rel="nofollow" class="external text" href="https://doi.org/10.1007/978-1-84800-048-3_24">The Poisson Point Process</a></i>, Springer, pàg. 525–542, <a href="/wiki/Especial:Fonts_bibliogr%C3%A0fiques/978-1-84800-048-3" title="Especial:Fonts bibliogràfiques/978-1-84800-048-3">ISBN 978-1-84800-048-3</a>, <a href="/wiki/Digital_object_identifier" class="mw-redirect" title="Digital object identifier">doi</a>:<a rel="nofollow" class="external text" href="https://dx.doi.org/10.1007%2F978-1-84800-048-3_24">10.1007/978-1-84800-048-3_24</a><span class="printonly">, <<a rel="nofollow" class="external free" href="https://doi.org/10.1007/978-1-84800-048-3_24">https://doi.org/10.1007/978-1-84800-048-3_24</a>></span>. Consulta: 4 abril 2023</span></span> </li> <li id="cite_note-3"><span class="mw-cite-backlink"><a href="#cite_ref-3">↑</a></span> <span class="reference-text"><span class="citation" style="font-style:normal">«<a rel="nofollow" class="external text" href="https://www.sciencedirect.com/topics/engineering/gamma-process">Gamma Process - an overview | ScienceDirect Topics</a>» (en anglès).  <a rel="nofollow" class="external free" href="https://www.sciencedirect.com.+">https://www.sciencedirect.com.+</a>[Consulta: 16 abril 2023].</span></span> </li> <li id="cite_note-4"><span class="mw-cite-backlink"><a href="#cite_ref-4">↑</a></span> <span class="reference-text"><span class="citation" style="font-style:normal">«<a rel="nofollow" class="external text" href="https://quant.stackexchange.com/questions/61946/simulation-of-gamma-process-distribution-of-increments">stochastic processes - Simulation of Gamma process (distribution of increments)</a>» (en anglès).  <a rel="nofollow" class="external free" href="https://quant.stackexchange.com.+">https://quant.stackexchange.com.+</a>[Consulta: 16 abril 2023].</span></span> </li> </ol></div></div> <!-- NewPP limit report Parsed by mw‐web.codfw.main‐6df7948d6c‐prdwd Cached time: 20241127175002 Cache expiry: 2592000 Reduced expiry: false Complications: [] CPU time usage: 0.112 seconds Real time usage: 0.399 seconds Preprocessor visited node count: 1161/1000000 Post‐expand include size: 7118/2097152 bytes Template argument size: 2703/2097152 bytes Highest expansion depth: 15/100 Expensive parser function count: 0/500 Unstrip recursion depth: 0/20 Unstrip post‐expand size: 4434/5000000 bytes Lua time usage: 0.017/10.000 seconds Lua memory usage: 1105722/52428800 bytes Number of Wikibase entities loaded: 0/400 --> <!-- Transclusion expansion time report (%,ms,calls,template) 100.00% 184.834 1 -total 100.00% 184.834 1 Plantilla:Referències 73.69% 136.213 2 Plantilla:Ref-web 21.50% 39.735 2 Plantilla:Citation 19.88% 36.749 2 Plantilla:Citation/core 8.45% 15.613 2 Plantilla:ISBN 7.47% 13.803 4 Plantilla:Data_consulta 1.18% 2.190 2 Plantilla:If_both 0.99% 1.829 2 Plantilla:Link --> <!-- Saved in parser cache with key cawiki:pcache:2016197:|#|:idhash:canonical and timestamp 20241127175002 and revision id 32856736. 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