probability theory, the formal concept of a stochastic process is also referred to as a random process. Stochasticity is used in many different fields, including... 28 KB (3,333 words) - 20:18, 31 March 2024 |
Algebra (redirect from Stochastic process algebra) manipulate statements are used to achieve this. A key principle guiding this process is that whatever operation is applied to one side of an equation also needs... 120 KB (12,009 words) - 22:58, 8 April 2024 |
In the mathematics of probability, a stochastic process is a random function. In practical applications, the domain over which the function is defined... 5 KB (407 words) - 21:21, 25 August 2023 |
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 (5,605 words) - 06:31, 21 April 2024 |
Itô calculus (redirect from Ito stochastic calculus) calculus to stochastic processes such as Brownian motion (see Wiener process). It has important applications in mathematical finance and stochastic differential... 30 KB (4,461 words) - 17:33, 31 March 2024 |
statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional... 21 KB (2,738 words) - 23:50, 19 April 2024 |
In probability theory, a continuous stochastic process is a type of stochastic process that may be said to be "continuous" as a function of its "time"... 6 KB (854 words) - 14:24, 30 August 2023 |
In probability theory and statistics, a Gaussian process is a stochastic process (a collection of random variables indexed by time or space), such that... 39 KB (5,508 words) - 20:07, 14 January 2024 |
science. The Poisson point process is often defined on the real number line, where it can be considered a stochastic process. It is used, for example,... 118 KB (15,476 words) - 04:51, 25 April 2024 |
Predictable process, a stochastic process whose value is knowable Stochastic process, a random process, as opposed to a deterministic process Wiener process, a... 6 KB (671 words) - 10:07, 21 August 2023 |
Markov chain (redirect from Markov process) A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on... 102 KB (13,220 words) - 17:40, 8 April 2024 |
Independence (probability theory) (redirect from Stochastic independence) statistics and the theory of stochastic processes. Two events are independent, statistically independent, or stochastically independent if, informally speaking... 28 KB (4,645 words) - 03:08, 6 April 2024 |
In mathematics, the Wiener process is a real-valued continuous-time stochastic process named in honor of American mathematician Norbert Wiener for his... 35 KB (5,875 words) - 22:26, 6 April 2024 |
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 (551 words) - 08:22, 19 March 2024 |
In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments:... 12 KB (1,715 words) - 12:38, 6 January 2024 |
statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes... 2 KB (212 words) - 13:14, 20 June 2022 |
In mathematics, the Ornstein–Uhlenbeck process is a stochastic process with applications in financial mathematics and the physical sciences. Its original... 30 KB (4,602 words) - 10:47, 26 April 2024 |
diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion process is stochastic in nature... 2 KB (171 words) - 03:23, 13 March 2024 |
Autoregressive model (redirect from Stochastic difference equation) own previous values and on a stochastic term (an imperfectly predictable term); thus the model is in the form of a stochastic difference equation (or recurrence... 34 KB (5,393 words) - 19:48, 6 April 2024 |
In stochastic analysis, a part of the mathematical theory of probability, a predictable process is a stochastic process whose value is knowable at a prior... 3 KB (273 words) - 21:37, 5 July 2023 |
Autocorrelation (redirect from Auto-correlation of stochastic processes) interchangeably. The definition of the auto-correlation coefficient of a stochastic process is: p.169 ρ X X ( t 1 , t 2 ) = K X X ( t 1 , t 2 ) σ t 1 σ t 2... 39 KB (5,526 words) - 08:04, 28 April 2024 |
between point processes and stochastic processes is not clear. Others consider a point process as a stochastic process, where the process is indexed by... 29 KB (4,374 words) - 23:34, 8 December 2023 |
mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity... 9 KB (1,562 words) - 03:10, 4 March 2024 |
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 (2,423 words) - 08:16, 19 March 2024 |
Random variable (redirect from Stochastic variable) A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which... 41 KB (6,423 words) - 10:34, 25 April 2024 |
In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average... 6 KB (1,019 words) - 10:24, 8 February 2024 |
theory and statistics, given a stochastic process, the autocovariance is a function that gives the covariance of the process with itself at pairs of time... 8 KB (1,342 words) - 10:12, 20 March 2024 |
Unit root (redirect from Unit root process) some stochastic processes (such as random walks) that can cause problems in statistical inference involving time series models. A linear stochastic process... 16 KB (2,095 words) - 03:09, 28 January 2024 |