In probability theory and statistics, a stochastic order quantifies the concept of one random variable being "bigger" than another. These are usually partial...
12 KB (2,294 words) - 12:13, 3 June 2025
Stochastic dominance is a partial order between random variables. It is a form of stochastic ordering. The concept arises in decision theory and decision...
23 KB (3,659 words) - 05:30, 26 May 2025
{\displaystyle \leq _{\mathrm {icx} }} denotes the increasing convex stochastic order defined by A ≤ i c x B {\displaystyle A\leq _{\mathrm {icx} }B} if...
15 KB (2,519 words) - 14:01, 17 April 2025
Complete partial order Permutation, the act of arranging all the members of a set into some sequence or order Ranking Stochastic ordering of random variables...
7 KB (943 words) - 13:58, 21 March 2025
I} , where ≤ s t {\displaystyle \leq _{\mathrm {st} }} denotes the stochastic order defined by A ≤ s t B {\displaystyle A\leq _{\mathrm {st} }B} if E ϕ...
8 KB (1,122 words) - 15:20, 8 May 2025
spreads provides a stochastic ordering of equal-mean gambles (probability distributions) according to their degree of risk; this ordering is partial, meaning...
5 KB (785 words) - 03:59, 21 May 2022
In probability theory and related fields, a stochastic (/stəˈkæstɪk/) or random process is a mathematical object usually defined as a family of random...
168 KB (18,657 words) - 20:31, 17 May 2025
Stochastic gradient descent (often abbreviated SGD) is an iterative method for optimizing an objective function with suitable smoothness properties (e...
52 KB (7,016 words) - 04:41, 7 June 2025
This requires a stochastic ordering on the lotteries. Several such orderings exist; the most common in social choice theory, in order of strength, are...
12 KB (1,658 words) - 01:19, 24 May 2025
1947. This article discussed alternative hypotheses, including a stochastic ordering (where the cumulative distribution functions satisfied the pointwise...
44 KB (5,746 words) - 16:47, 7 June 2025
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution...
36 KB (5,634 words) - 01:25, 7 June 2025
Supersymmetric theory of stochastic dynamics (STS) is a multidisciplinary approach to stochastic dynamics on the intersection of dynamical systems theory...
46 KB (5,758 words) - 14:48, 8 June 2025
probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability...
96 KB (12,900 words) - 11:52, 1 June 2025
Stochastic resonance (SR) is a behavior of non-linear systems[definition needed] where random (stochastic) fluctuations in the micro state[definition...
19 KB (2,218 words) - 05:41, 29 May 2025
Lexicographic dominance (category Random variable ordering)
Lexicographic dominance is a total order between random variables. It is a form of stochastic ordering. It is defined as follows.: 8 Random variable...
5 KB (711 words) - 20:42, 23 May 2025
A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. Realizations...
27 KB (3,715 words) - 01:03, 19 March 2024
Stationary process (redirect from Stationary stochastic process)
strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose statistical properties, such as mean and variance, do not...
20 KB (2,612 words) - 23:36, 24 May 2025
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals...
5 KB (620 words) - 05:37, 10 May 2025
In mathematics, a stochastic matrix is a square matrix used to describe the transitions of a Markov chain. Each of its entries is a nonnegative real number...
20 KB (2,959 words) - 14:55, 5 May 2025
Kiyosi Itô (category Recipients of the Order of Culture)
theory, in particular, the theory of stochastic processes. He invented the concept of stochastic integral and stochastic differential equation, and is known...
19 KB (1,702 words) - 21:22, 15 March 2025
Differential equation (redirect from Order (differential equation))
an integral equation. A stochastic differential equation (SDE) is an equation in which the unknown quantity is a stochastic process and the equation...
29 KB (3,631 words) - 15:23, 23 April 2025
mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. A stochastic program is an optimization...
35 KB (6,069 words) - 10:35, 8 May 2025
Partially ordered set (redirect from Partial ordering relation)
contained in some total order. Stochastic dominance – Partial order between random variables Strict weak ordering – strict partial order "<" in which the relation...
40 KB (5,418 words) - 19:44, 28 May 2025
In statistics, stochastic volatility models are those in which the variance of a stochastic process is itself randomly distributed. They are used in the...
16 KB (2,444 words) - 13:48, 25 September 2024
t-distributed stochastic neighbor embedding (t-SNE) is a statistical method for visualizing high-dimensional data by giving each datapoint a location in...
15 KB (2,065 words) - 01:25, 24 May 2025
Distributed ray tracing (redirect from Stochastic ray tracing)
Distributed ray tracing, also called distribution ray tracing and stochastic ray tracing, is a refinement of ray tracing that allows for the rendering...
4 KB (447 words) - 08:57, 16 April 2020
Random utility model (redirect from Stochastic utility model)
In economics, a random utility model (RUM), also called stochastic utility model, is a mathematical description of the preferences of a person, whose choices...
17 KB (1,641 words) - 05:21, 28 March 2025
Itô's lemma (category Stochastic calculus)
the differential of a time-dependent function of a stochastic process. It serves as the stochastic calculus counterpart of the chain rule. It can be heuristically...
28 KB (5,921 words) - 04:54, 12 May 2025
Stochastic matrix Stochastic modelling (insurance) Stochastic optimization Stochastic ordering Stochastic process Stochastic rounding Stochastic simulation Stopped...
87 KB (8,280 words) - 23:04, 12 March 2025
Quantum stochastic calculus is a generalization of stochastic calculus to noncommuting variables. The tools provided by quantum stochastic calculus are...
19 KB (3,148 words) - 15:01, 12 February 2025