stochastic process


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Related to stochastic process: Markov chain
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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 ?
Let X = {X([theta]) : [theta] [member of] [0, 2[pi])} be a 2[pi] periodic stationary stochastic process on [0, 2[pi]), given by
Let X: [0, [infinity]) x [OMEGA] [right arrow] R be a stochastic process.
n] and a stochastic process [xi](t), t [member of] [0,+ [infinity]) with values in [R.
A familiar example of a stochastic process is radioactive decay.
In order to write the generating function, we first have to identify the stochastic process underlying the differentiation of the terminal bud.
Hence Q{W(0) = 0} = 1 and W(t) is a continuous stochastic process.
After the threshold curve has been calculated,, the behavior of the oil price is simulated using the chosen underlying stochastic process for a given initial price.
During histological progression into a morphologically identifiable lesion, the stochastic process of molecular events in different cells confers genetic heterogeneity.
These bids arise sequentially over time, in accordance with some independent and identically distributed (iid) stochastic process.
0[less than or equal to]t[less than or equal to]T] of stochastic process X = [(X (t)).
For this reason, we investigate models in which the unit root is a stochastic process that allows the real exchange [TABULAR DATA FOR TABLE 1 OMITTED] rate to be mean reverting in some periods of the sample and subject to large jumps in others.
The stochastic process assumed for the spot commodity price, however, has some drawbacks.
The solution of Equation-l involves the use of stochastic calculus, and with the help of Ito's lemma it can be shown that stock price's' follows a stochastic process given by S = {St: t [greater than or equal to] 0} and price at any time 'T' can be predicted by the following formula:
Deterministic Versus Stochastic Modelling in Biochemistry and Systems Biology introduces and critically reviews the deterministic and stochastic foundations of biochemical kinetics, covering applied stochastic process theory for application in the field of modelling and simulation of biological processes at the molecular scale.
m]), a stochastic process which satisfies a set of conditions forming what we called 'the H hypothesis' (see [section]2 ), t the time.
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