Stochastic process
From The Art and Popular Culture Encyclopedia
Related e |
Google
Featured: |
In probability theory, a stochastic (Template:IPAc-en) process, or often random process, is a collection of random variables, representing the evolution of some system of random values over time. This is the probabilistic counterpart to a deterministic process (or deterministic system). Instead of describing a process which can only evolve in one way (as in the case, for example, of solutions of an ordinary differential equation), in a stochastic or random process there is some indeterminacy: even if the initial condition (or starting point) is known, there are several (often infinitely many) directions in which the process may evolve.
[edit]
See also
- List of stochastic processes topics
- Covariance function
- Dynamics of Markovian particles
- Entropy rate (for a stochastic process)
- Ergodic process
- Gillespie algorithm
- Interacting particle system
- Law (stochastic processes)
- Markov chain
- Probabilistic cellular automaton
- Random field
- Randomness
- Stationary process
- Statistical model
- Stochastic calculus
- Stochastic control
Unless indicated otherwise, the text in this article is either based on Wikipedia article "Stochastic process" or another language Wikipedia page thereof used under the terms of the GNU Free Documentation License; or on original research by Jahsonic and friends. See Art and Popular Culture's copyright notice.