stochastic process

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  • noun

Words related to stochastic process

a statistical process involving a number of random variables depending on a variable parameter (which is usually time)

References in periodicals archive ?
Dr Abu Sufian, a professor at Bahrain University, said there were very few Muslims, perhaps two or three globally, who have authored books on stochastic processes although almost every university in the world taught statistics.
Many important characteristics of stochastic processes require lengthy complex computations.
s,t]}-adapted two- parameter stochastic processes on I x J which satisfy the condition
In Section 2, we give some definitions and references for stochastic analysis, (C, E, P)-algebras, and algebras of generalized stochastic processes.
Wee, "Stability for multidimensional jump-diffusion processes," Stochastic Processes and Their Applications, vol.
For this reason, the stochastic processes are modeled with Markov processes, in which the next step depends only on the last value of the series, regardless of the trajectory of this hitherto.
The former can be regarded as the SDE describing Ito stochastic processes, the other as its algebraic constraints.
Hopfner presents this volume of derivations of asymptotic statistics, with sections that also integrate stochastic processes but can be skipped to focus on statistics alone.
For the stochastic processes considered here, other types of approximations of densities can also be considered based on approximating [A.
Given the competitive marketplace, it is crucial to apply modern tools, including stochastic processes, to insurance.
The material is grouped by session, with individual paper topics that include model checking multivariate state rewards, a prediction model for software perfomance in symmetric multiprocessing environments, and the measurable space of stochastic processes.
For stochastic processes on N [union] {0}, there are two standard definitions of quadratic variation which can be found in [1].
B], a class of stochastic processes defined on [[0, [infinity]).
Define C as the space of all X-valued stochastic processes [alpha] with
Of course, if we simulate the model not only with different stochastic processes but also with different energy shares calibrated to the early and late period, we enhance the drop in output volatility to 37 percent, bringing the share of the great moderation accounted for by the model to 68 percent.
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