stochastic process

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  • noun

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

References in periodicals archive ?
A stochastic process is a random variable that also depends on time.
A])-integrally bounded set-valued stochastic process.
define [mathematical expression not reproducible] be a generalized stochastic process.
The natural events are mostly non-stationary and they can be predicted better by stochastic process.
Equations (5) describe the values and probabilities of the binomial stochastic process to model the Ornstein-Uhlenbeck mean reversion.
Under the p-order model, it is easy to control the local and global fluctuations of the stochastic process X.
For the normal probability distribution the dispersion of the stochastic process will be equal to D = 6[sigma].
Brownian motion B(t), where t [member of] T, is a stochastic process with the following properties.
n] is a stochastic process and there exist right-continuous functions u: [infinity] x [OMEGA] [right arrow] [R.
There's a glossary called Economics A-Z that intelligently defines business and economic terms (what exactly is a stochastic process, anyway?
First we estimate a joint stochastic process for the energy price and TFP and establish that until the second quarter of 1982, energy prices negatively affected productivity.
The methodology involves: fuzzy numbers, to represent certain types of uncertainties that do not have a known stochastic process or probability distribution that can correctly model them; stochastic processes, to represent other kinds of uncertainties; and Monte Carlo simulation, to generate a good approximation of the real option value.
The stochastic process produces a very broad distribution of potential lifetimes as shown in "Lifetime Possibilities" (page 102).
During histological progression into a morphologically identifiable lesion, the stochastic process of molecular events in different cells confers genetic heterogeneity.
0[less than or equal to]t[less than or equal to]T] of stochastic process X = [(X (t)).
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