Category:Stochastic processes

E

• Empirical process (14개 문서)
• Ergodic theory (57개 문서)

M

• Markov processes (1개 분류, 62개 문서)
• Martingale theory (28개 문서)
• Matthew effect (11개 문서)

Q

• Queueing theory (4개 분류, 58개 문서)

R

• Random dynamical systems (10개 문서)

S

• Spatial processes (1개 분류, 15개 문서)
• Stochastic calculus (1개 분류, 28개 문서)
• Stochastic control (14개 문서)
• Stochastic models (4개 분류, 30개 문서)
• Stochastic simulation (2개 분류, 23개 문서)

T

• Theorems regarding stochastic processes (12개 문서)
• Time series (6개 분류, 58개 문서)

V

• Variants of random walks (2개 분류, 13개 문서)

• Additive process
• Stochastic process
• Stochastic thermodynamics

*

• Stochastic
• List of stochastic processes topics

A

• Abstract Wiener space
• Accessible stopping time
• Active Brownian particle
• Adapted process
• Airy process

B

• Basic affine jump diffusion
• Bernoulli process
• Bessel process
• Borel right process
• Buffered probability of exceedance

C

• Càdlàg
• Cheeger bound
• Chernoff's distribution
• Chinese restaurant process
• Classical Wiener space
• Contact process (mathematics)
• Continuity in probability
• Continuous stochastic process
• Continuous-time stochastic process
• Convergence of random variables
• Counting process

D

• Dependent Dirichlet process
• Dirichlet process
• Disorder problem
• Dissociated press
• Dyson Brownian motion

E

• Excursion probability
• Extinction probability

F

• Feller-continuous process
• Feynman–Kac formula
• File dynamics
• Filtration (mathematics)
• Finite-dimensional distribution
• Fokker–Planck equation
• Frequency of exceedance

G

• Galton–Watson process
• Gaussian free field
• Gaussian measure
• Gaussian noise
• Gaussian process
• Gibbs state
• Girsanov theorem

H

• Hawkes process
• Hierarchical Dirichlet process
• Hitting time

I

• Increasing process
• Information source (mathematics)
• Intensity of counting processes
• Ionescu-Tulcea theorem

J

• Jump diffusion
• Jump process

K

• Killed process
• Kinetic scheme
• Kolmogorov's inequality
• KPZ fixed point

L

• Large deviations of Gaussian random functions
• Law of the iterated logarithm
• Least-squares spectral analysis
• Lévy's stochastic area
• Life-time of correlation
• Link-centric preferential attachment
• Local time (mathematics)
• Long-tail traffic
• Lorden's inequality

M

• Markov chain central limit theorem
• Martingale (probability theory)
• Moment closure
• Moran process

N

• Narrow escape problem
• Natural filtration
• Nuisance variable
• Numéraire

O

• Onsager–Machlup function
• Oscillator linewidth

P

• Persistent random walk
• Pitman–Yor process
• Poisson boundary
• Polynomial chaos
• Predictable process
• Predictable stopping time
• Predictable σ-algebra
• Pregaussian class
• Progressively measurable process

Q

• Quadratic variation
• Quasi-stationary distribution

R

• Random dynamical system
• Random Fibonacci sequence
• Random measure
• Random walk
• Random walk hypothesis
• Recurrence period density entropy
• Regenerative process
• Resource-dependent branching process
• Risk of ruin
• Rough path
• Ruin theory
• Russo–Vallois integral

S

• Sample-continuous process
• Sazonov's theorem
• Schramm–Loewner evolution
• Self-similar process
• Single-particle trajectory
• Spherical contact distribution function
• Spitzer's formula
• Stationary increments
• Stationary process
• Statistical fluctuations
• Stochastic control
• Stochastic differential equation
• Stochastic geometry
• Stochastic homogenization
• Stochastic quantization
• Stochastic resonance
• Stochastic simulation
• Stopped process
• Stopping time
• Subordinator (mathematics)
• Supersymmetric theory of stochastic dynamics
• System size expansion

T

• Totally inaccessible stopping time
• Tsirelson's stochastic differential equation
• Two-state trajectory

V

• Version (probability theory)

W

• Weakly dependent random variables

Z

• Zero-order process (statistics)

Σ

• Σ-Algebra of τ-past