Triple
T2325314
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Markov process |
E48274
|
entity |
| Predicate | hasProperty |
P274
|
FINISHED |
| Object |
Markov property
The Markov property is a memoryless characteristic of certain stochastic processes where the future evolution depends only on the present state and not on the past history.
|
E48274
|
NE FINISHED |
How this triple was built (4 steps)
Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.
NER
Named-entity recognition
gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Markov property | Statement: [Markov process, hasProperty, Markov property]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Markov property Context triple: [Markov process, hasProperty, Markov property]
-
A.
Markov processes
Markov processes are stochastic processes in which the future evolution depends only on the present state and not on the past history.
-
B.
Chapman–Kolmogorov equation
The Chapman–Kolmogorov equation is a fundamental relation in the theory of stochastic processes that expresses how transition probabilities of a Markov process over longer time intervals can be obtained by integrating over intermediate states.
-
C.
Kolmogorov backward equation
The Kolmogorov backward equation is a fundamental partial differential equation in stochastic processes that characterizes the time evolution of expected values of functionals of Markov processes, complementary to the Fokker–Planck (forward) equation.
-
D.
Ornstein–Uhlenbeck process
The Ornstein–Uhlenbeck process is a continuous-time stochastic process that models mean-reverting random motion, widely used in physics and quantitative finance to describe systems fluctuating around a long-term equilibrium.
-
E.
Doob–Meyer decomposition
The Doob–Meyer decomposition is a fundamental result in stochastic process theory that uniquely expresses a submartingale as the sum of a martingale and a predictable, increasing process.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NEDg
Description generation
gpt-5.1
Instruction
Generate a one-sentence description of the target entity. You are given a context triple in the form (subject, predicate, object), where the object is the target entity. # Instructions Use the triple to infer relevant information about the entity. Describe the entity based on what is most defining, well-known. Avoid repeating the information from the triple, unless really essential. # Response Format Return only the sentence: "Description: [one-sentence description of the target entity]"
Input
Entity: Markov property Triple: [Markov process, hasProperty, Markov property]
Generated description
The Markov property is a memoryless characteristic of certain stochastic processes where the future evolution depends only on the present state and not on the past history.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: Markov property Target entity description: The Markov property is a memoryless characteristic of certain stochastic processes where the future evolution depends only on the present state and not on the past history.
-
A.
Markov processes
chosen
Markov processes are stochastic processes in which the future evolution depends only on the present state and not on the past history.
-
B.
Chapman–Kolmogorov equation
The Chapman–Kolmogorov equation is a fundamental relation in the theory of stochastic processes that expresses how transition probabilities of a Markov process over longer time intervals can be obtained by integrating over intermediate states.
-
C.
Kolmogorov backward equation
The Kolmogorov backward equation is a fundamental partial differential equation in stochastic processes that characterizes the time evolution of expected values of functionals of Markov processes, complementary to the Fokker–Planck (forward) equation.
-
D.
Ornstein–Uhlenbeck process
The Ornstein–Uhlenbeck process is a continuous-time stochastic process that models mean-reverting random motion, widely used in physics and quantitative finance to describe systems fluctuating around a long-term equilibrium.
-
E.
Doob–Meyer decomposition
The Doob–Meyer decomposition is a fundamental result in stochastic process theory that uniquely expresses a submartingale as the sum of a martingale and a predictable, increasing process.
- F. None of above.
Provenance (5 batches)
The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.
| Step | Stage | Batch ID | Status | When |
|---|---|---|---|---|
| creating | Elicitation | batch_69a88aa308a88190b0b86c011fda7fce |
completed | March 4, 2026, 7:40 p.m. |
| NER | Named-entity recognition | batch_69abc649af4481908fdc0bc7f4777b71 |
completed | March 7, 2026, 6:31 a.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69ae9615f000819092f9dc4700998b25 |
completed | March 9, 2026, 9:42 a.m. |
| NEDg | Description generation | batch_69ae96c5a6308190b970ec78984a4e8a |
completed | March 9, 2026, 9:45 a.m. |
| NED2 | Entity disambiguation (via description) | batch_69ae9728ebc081908e00e318bcd60e57 |
completed | March 9, 2026, 9:47 a.m. |
Created at: March 4, 2026, 7:50 p.m.