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) - 11:42, 6 December 2024
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) - 09:42, 15 April 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
{\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
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
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
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
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) - 01:59, 8 August 2024
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) - 09:28, 13 April 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) - 21:01, 27 April 2025
1947. This article discussed alternative hypotheses, including a stochastic ordering (where the cumulative distribution functions satisfied the pointwise...
44 KB (5,746 words) - 20:16, 8 April 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
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 (5,665 words) - 10:40, 9 April 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
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
Stochastic resonance (SR) is the description of a physical phenomenon where the behavior of non-linear system where random (stochastic) fluctuations in...
19 KB (2,211 words) - 19:04, 31 March 2025
mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani's 1944...
7 KB (1,265 words) - 18:10, 7 May 2025
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 (2,606 words) - 20:35, 16 February 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 (5,378 words) - 18:33, 25 February 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
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) - 03:13, 22 April 2025
Chapman–Kolmogorov equation (category Stochastic calculus)
In mathematics, specifically in the theory of Markovian stochastic processes in probability theory, the Chapman–Kolmogorov equation (CKE) is an identity...
6 KB (996 words) - 23:23, 6 May 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
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
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
Giorgio Parisi (category Knights Grand Cross of the Order of Merit of the Italian Republic)
flows. He is also known for the Kardar–Parisi–Zhang equation modelling stochastic aggregation. From the point of view of complex systems, he worked on the...
23 KB (1,961 words) - 12:50, 29 April 2025
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
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
Stochastic computing is a collection of techniques that represent continuous values by streams of random bits. Complex computations can then be computed...
21 KB (2,686 words) - 06:07, 5 November 2024