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Definitions of stochastic process
Definition that contains stochastic process
  • markov process a simple stochastic process in which the distribution of future states depends only on the present state and not on how it arrived in the present state
  • random walk a stochastic process consisting of a sequence of changes each of whose characteristics (as magnitude or direction) is determined by chance
  • stationary stochastic process a stochastic process in which the distribution of the random variables is the same for any value of the variable parameter
  • markoff process a simple stochastic process in which the distribution of future states depends only on the present state and not on how it arrived in the present state
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