
Definition of Stochastic process
1. Noun. A statistical process involving a number of random variables depending on a variable parameter (which is usually time).
Specialized synonyms: Markoff Process, Markov Process, Random Walk, Stationary Stochastic Process
Definition of Stochastic process
1. Noun. (mathematics) a function of random variables ¹
¹ Source: wiktionary.com
Stochastic Process Pictures
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Lexicographical Neighbors of Stochastic Process
Literary usage of Stochastic process
Below you will find example usage of this term as found in modern and/or classical literature:
1. Selected Proceedings of the Symposium on Inference for Stochastic Processes by Ishwar V. Basawa, C. C. Heyde, Robert Lee Taylor (2001)
"We illustrate the results with stochastic process models, in particular with time
series models, and discuss extensions of the results. ..."
2. Stochastic Orders and Decision Under Risk by Karl C. Mosler, Marco Scarsini (1991)
"(i) Internal monotonicity of a stochastic process. ... If more than two components
of the stochastic process are compared then, in addition, all functions ..."
3. Topics in Statistical Dependence by Henry W. Block, Allan R. Sampson, Thomas H. Savits, Institute of Mathematical Statistics (1990)
"Recall that a stochastic process {Zt,t > 0} is said to be centered if: (a) For
each t > 0, and sequence sn —, t with sn < t ..."
4. Statistics, Probability, and Game Theory: Papers in Honor of David Blackwell by David Blackwell, Thomas Shelburne Ferguson, Lloyd S. Shapley, James B. MacQueen (1996)
"A stochastic process is Markov exchangeable if the vector of initial state and
transition counts is a sufficient statistic for all finite sequences of given ..."
5. A Festschrift for Herman Rubin by Anirban DasGupta, Herman Rubin (2004)
"Long range dependence is also related to the concept of selfsimilarity for a
stochastic process in that the increments of a selfsimilar process with ..."
6. Selected Proceedings of the Symposium on Estimating Functions by Ishwar V. Basawa, V. P. Godambe, Robert Lee Taylor (1997)
"On combining quasilikelihood estimating functions. stochastic process. ...
stochastic process. Appl. 22, 245257. Hwang, SY and Basawa, IV (1993). ..."
7. Selected Proceedings of the Sheffield Symposium on Applied Probability by Ishwar V. Basawa, Robert Lee Taylor (1991)
"The distribution of a measurevalued stochastic process (X(t): t > 0} is determined
by a measurable mapping i » p^ from E into P (n£) or p (n£) ..."
8. Game Theory, Optimal Stopping, Probability and Statistics: Papers in Honor by Thomas Shelburne Ferguson, F. Thomas Bruss, Lucien Marie Le Cam (2000)
"For a given sequence of games (a given stochastic process), the prophet ...
The outcome chosen by the prophet is the maximum of the stochastic process, ..."