stochastic process

stochastic process
In probability theory, a family of random variables indexed to some other set and having the property that for each finite subset of the index set, the collection of random variables indexed to it has a joint probability distribution.

It is one of the most widely studied subjects in probability. Examples include Markov processes (in which the present value of the variable depends only upon the immediate past and not upon the whole sequence of past events), such as stock-market fluctuations, and time series (in which temperature or rainfall measurements, for example, are taken at the same time each day over several days).

* * *

      in probability theory, a process involving the operation of chance. For example, in radioactive decay (radioactive series) every atom is subject to a fixed probability of breaking down in any given time interval. More generally, a stochastic process refers to a family of random variables indexed against some other variable or set of variables. It is one of the most general objects of study in probability. Some basic types of stochastic processes include Markov processes (Markov process), Poisson processes (such as radioactive decay), and time series, with the index variable referring to time. This indexing can be either discrete or continuous, the interest being in the nature of changes of the variables with respect to time.

* * *

Universalium. 2010.

Игры ⚽ Нужна курсовая?

Look at other dictionaries:

  • Stochastic process — A stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system) in probability theory. Instead of dealing with only one possible reality of how the process might evolve under time (as is… …   Wikipedia

  • stochastic process — noun a statistical process involving a number of random variables depending on a variable parameter (which is usually time) • Hypernyms: ↑model, ↑theoretical account, ↑framework • Hyponyms: ↑Markov process, ↑Markoff process, ↑random walk, ↑ …   Useful english dictionary

  • stochastic process — tikimybinis procesas statusas T sritis chemija apibrėžtis Procesas, kuris iš anksto negali būti tiksliai nusakytas, o yra apibūdinamas jo vykimo tikimybe. atitikmenys: angl. probabilistic process; random process; stochastic process rus.… …   Chemijos terminų aiškinamasis žodynas

  • stochastic process — atsitiktinis vyksmas statusas T sritis Standartizacija ir metrologija apibrėžtis Tikimybinių veiksnių lemiamas vyksmas. atitikmenys: angl. random process; stochastic process vok. stochastischer Prozess, m; zufälliger Prozess, m rus. случайный… …   Penkiakalbis aiškinamasis metrologijos terminų žodynas

  • stochastic process — stochastinis vyksmas statusas T sritis fizika atitikmenys: angl. stochastic process vok. stochastischer Vorgang, m rus. стохастический процесс, m pranc. processus aléatoire, m; processus stochastique, m …   Fizikos terminų žodynas

  • stochastic process — A process characterized by the values taken by a set of random variables whose values change with time. Standard examples include the length of a queue, where there is a probability of someone leaving or entering in a given interval of time, but… …   Philosophy dictionary

  • stochastic process — noun a function of random variables …   Wiktionary

  • stochastic process — series of random events in which it is possible to evaluate the probability of their results …   English contemporary dictionary

  • Continuous stochastic process — Not to be confused with Continuous time stochastic process. In the 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 or index parameter. Continuity is a …   Wikipedia

  • Continuous-time stochastic process — In probability theory and statistics, a continuous time stochastic process, or a continuous space time stochastic process is a stochastic process for which the index variable takes a continuous set of values, as contrasted with a discrete time… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”