Category:Stochastic Processes
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This category contains results about Stochastic Processes.
Definitions specific to this category can be found in Definitions/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 13 subcategories, out of 13 total.
A
- Aliasing (2 P)
B
- Birth-Death Processes (empty)
- Branching Processes (empty)
E
M
P
Q
- Queuing Theory (empty)
R
S
- Smoothing (empty)
- Stationary Stochastic Processes (11 P)
W
- Waiting Times (empty)
Pages in category "Stochastic Processes"
This category contains only the following page.