Category:Definitions/Stochastic Processes
Jump to navigation
Jump to search
This category contains definitions related to Stochastic Processes.
Related results can be found in Category:Stochastic Processes.
Informal Definition
A stochastic process is a sequence of random variables representing the evolution of some real-world physical process over time.
Formal Definition
Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.
Let $\struct {E, \EE}$ be a measurable space.
Let $I$ be a set.
Let $\family {X_i}_{i \mathop \in I}$ be a $I$-indexed family of $E$-valued random variables.
We call $\family {X_i}_{i \mathop \in I}$ a stochastic process.
Subcategories
This category has the following 9 subcategories, out of 9 total.
A
F
M
N
R
- Definitions/Random Walks (4 P)
S
- Definitions/Submartingales (5 P)
- Definitions/Supermartingales (5 P)
Pages in category "Definitions/Stochastic Processes"
The following 28 pages are in this category, out of 28 total.
M
S
- Definition:Sample Mean of Stochastic Process
- Definition:Sample Path of Stochastic Process
- Definition:Sample Variance of Stochastic Process
- Definition:Stationary Stochastic Process
- Definition:Statistical Equilibrium
- Definition:Stochastic Model
- Definition:Stochastic Process
- Definition:Stochastic Process/Formal Definition
- Definition:Stochastic Process/Informal Definition
- Definition:Strictly Stationary Stochastic Process
- Definition:Submartingale
- Definition:Supermartingale