|
|
(One intermediate revision by one other user not shown) |
Line 1: |
Line 1: |
| In the [[mathematics]] of [[probability]], a '''[[stochastic process]]''' is a random [[function (mathematics)|function]]. In practical applications, the domain over which the function is defined is a time interval (''[[time series]]'') or a region of space (''[[random field]]'').
| | I am 37 years old and my name is Dorris Willison. I life in Mindelheim (Germany).<br><br>My website: [http://www.stressillness.com/blog/?p=400 how to get free fifa 15 coins] |
| | |
| Familiar examples of '''time series''' include [[stock market]] and exchange rate fluctuations, signals such as speech, audio and video; medical data such as a patient's [[EKG]], [[Electroencephalography|EEG]], blood pressure or temperature; and random movement such as [[Brownian motion]] or [[random walk]]s.
| |
| | |
| Examples of '''random fields''' include static images, random topographies (landscapes), or composition variations of an inhomogeneous material.
| |
| | |
| ==Stochastic processes topics==
| |
| | |
| :''This list is currently incomplete.'' See also [[:Category:Stochastic_processes]]
| |
| | |
| * [[Basic affine jump diffusion]] [[Talk:Basic affine jump diffusion| ]]
| |
| * [[Bernoulli process]]: [[Discrete-time stochastic process|discrete-time]] processes with two possible states.
| |
| ** [[Bernoulli scheme]]s: discrete-time processes with ''N'' possible states; every stationary process in ''N'' outcomes is a Bernoulli scheme, and vice-versa.
| |
| * [[Birth-death process]] [[Talk:Birth-death process| ]]
| |
| * [[Branching process]] [[Talk:Branching process| ]]
| |
| * [[Branching random walk]] [[Talk:Branching random walk| ]]
| |
| * [[Brownian bridge]] [[Talk:Brownian bridge| ]]
| |
| * [[Brownian motion]] [[Talk:Brownian motion| ]]
| |
| * [[Chinese restaurant process]] [[Talk:Chinese restaurant process| ]]
| |
| * [[CIR process ]] [[Talk:CIR process| ]]
| |
| * [[Cointelation ]]
| |
| * [[Continuous stochastic process]] [[Talk:Continuous stochastic process| ]]
| |
| * [[Cox process]] [[Talk:Cox process| ]]
| |
| *[[Dirichlet process]]es
| |
| * [[Finite-dimensional distribution]] [[Talk:Finite-dimensional distribution| ]]
| |
| * [[Galton–Watson process]] [[Talk:Galton–Watson process| ]]
| |
| * [[Gamma process]] [[Talk:Gamma process| ]]
| |
| * [[Gaussian process]] [[Talk:Gaussian process| ]] – a process where all linear combinations of coordinates are [[normal distribution|normally distributed]] random variables.
| |
| ** [[Gauss–Markov process]] [[Talk:Gauss–Markov process| ]] (cf. below)
| |
| *[[Girsanov's theorem]] [[Talk:Girsanov's theorem| ]]
| |
| *[[Homogeneous process]]es: processes where the domain has some [[symmetry]] and the finite-dimensional probability distributions also have that symmetry. Special cases include [[stationary process]]es, also called time-homogeneous.
| |
| * [[Karhunen–Loève theorem]]
| |
| * [[Lévy process]] [[Talk:Lévy process| ]]
| |
| * [[Local time (mathematics)]] [[Talk:Local time (mathematics)| ]]
| |
| * [[Loop-erased random walk]] [[Talk:Loop-erased random walk| ]]
| |
| * [[Markov process]]es are those in which the future is conditionally independent of the past given the present.
| |
| ** [[Markov chain]] [[Talk:Markov chain| ]]
| |
| ** [[Continuous-time Markov process]] [[Talk:Continuous-time Markov process| ]]
| |
| ** [[Markov process]] [[Talk:Markov process| ]]
| |
| ** [[Semi-Markov process]] [[Talk:Semi-Markov process| ]]
| |
| ** [[Gauss–Markov process]]es: processes that are both Gaussian and Markov
| |
| *[[Martingale (probability theory)|Martingale]]s – processes with constraints on the expectation
| |
| * [[Onsager–Machlup function]] [[Talk:Onsager–Machlup function| ]]
| |
| * [[Ornstein–Uhlenbeck process]] [[Talk:Ornstein–Uhlenbeck process| ]]
| |
| * Percolation theory
| |
| *[[Point process]]es: random arrangements of points in a space <math>S</math>. They can be modelled as stochastic processes where the domain is a sufficiently large family of subsets of ''S'', ordered by inclusion; the range is the set of natural numbers; and, if ''A'' is a subset of ''B'', ''ƒ''(''A'') ≤ ''ƒ''(''B'') with probability 1.
| |
| * [[Poisson process]] [[Talk:Poisson process| ]]
| |
| ** [[Compound Poisson process]] [[Talk:Compound Poisson process| ]]
| |
| * [[Population process]] [[Talk:Population process| ]]
| |
| * [[Stochastic cellular automaton|Probabilistic cellular automaton]] [[talk:Stochastic cellular automaton| ]]
| |
| * [[Queueing theory]] [[Talk:Queueing theory| ]]
| |
| ** [[Queue (data structure)|Queue]] [[Talk:Queue (data structure)| ]]
| |
| * [[Random field]] [[Talk:Random field| ]]
| |
| ** [[Gaussian random field]] [[Talk:Gaussian random field| ]]
| |
| ** [[Markov random field]] [[Talk:Markov random field| ]]
| |
| * [[Sample-continuous process]] [[Talk:Sample-continuous process| ]]
| |
| * [[Stationary process]] [[Talk:Stationary process| ]]
| |
| * [[Stochastic calculus]] [[Talk:Stochastic calculus| ]]
| |
| ** [[Itō calculus]] [[Talk:Itō calculus| ]]
| |
| ** [[Malliavin calculus]] [[Talk:Malliavin calculus| ]]
| |
| ** [[Semimartingale]] [[Talk:Semimartingale| ]]
| |
| ** [[Stratonovich integral]] [[Talk:Stratonovich integral| ]]
| |
| * [[Stochastic differential equation]] [[Talk:Stochastic differential equation| ]]
| |
| * [[Stochastic process]] [[Talk:Stochastic process| ]]
| |
| * [[Telegraph process]] [[Talk:Telegraph process| ]]
| |
| * [[Time series]] [[Talk:Time series| ]]
| |
| * [[Wald's martingale]] [[Talk:Wald's martingale| ]]
| |
| * [[Wiener process]] [[Talk:Wiener process| ]]
| |
| | |
| [[Category:Mathematics-related lists|Stochastic processes topics]]
| |
| [[Category:Stochastic processes]]
| |
| [[Category:Statistics-related lists]]
| |
I am 37 years old and my name is Dorris Willison. I life in Mindelheim (Germany).
My website: how to get free fifa 15 coins