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stochastic    
a. 随机的

随机的

stochastic
随机

stochastic
随机

stochastic
adj 1: being or having a random variable; "a stochastic
variable"; "stochastic processes"

Stochastic \Sto*chas"tic\ (st[-o]*k[a^]s"t[i^]k), a. [Gr.
stochastiko`s, from stocha`zesqai to aim, to guess, fr.
sto`chos mark or aim.]
1. Conjectural; able to conjecture. [Obs.] --Whitefoot.
[1913 Webster]

2. random; chance; involving probability; opposite of
{deterministic}.
[GG]

3. (Statistics) of or pertaining to a process in which a
series of calculations, selections, or observations are
made, each one being randomly determined as a sample from
a probability distribution.

Note: Where physical phenomena are modelled as a stochastic
process, each subsequent calculation of a series may
depend on the result of the previous calculation, as in
the modelling of the process of diffusion of molecules.
Many series may be calculated, and the results
averaged, to estimate the most likely result. See also
{Markov chain}.
[PJC] -- {sto*chas"tic*al*ly}, adv.
[PJC]

63 Moby Thesaurus words for "stochastic":
aimless, aleatoric, aleatory, amorphous, blobby, blurred, blurry,
broad, casual, causeless, chance, chancy, chaotic, confused,
designless, disordered, driftless, dysteleological, foggy, fuzzy,
general, haphazard, hazy, hit-or-miss, ill-defined, imprecise,
inaccurate, inchoate, incoherent, indecisive, indefinable,
indefinite, indeterminable, indeterminate, indiscriminate,
indistinct, inexact, inexplicable, lax, loose, mindless,
nonspecific, obscure, orderless, promiscuous, purposeless, random,
shadowed forth, shadowy, shapeless, stray, sweeping, unaccountable,
unclear, undefined, undestined, undetermined, undirected,
unmotivated, unplain, unspecified, vague, veiled


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  • In laymans terms: What is a stochastic process?
    A stochastic process is a colection of random variables defined on the same probability space Please explain further what parts of this definition are escaping you
  • Whats the difference between stochastic and random?
    What's the difference between stochastic and random?There is an anecdote about the notion of stochastic processes They say that when Khinchin wrote his seminal paper "Correlation theory for stationary stochastic processes", this did not go well with Soviet authorities The reason is that the notion of random process used by Khinchin contradicted dialectical materialism In diamat, all
  • terminology - What is the difference between stochastic calculus and . . .
    Stochastic analysis is looking at the interplay between analysis probability Examples of research topics include linear nonlinear SPDEs, forward-backward SDEs, rough path theory, asymptotic behaviour of stochastic processes, filtering, sequential monte carlo methods, particle approximations, statistical methods for stochastic processes
  • Books recommendations on stochastic analysis - Mathematics Stack Exchange
    Stochastic Calculus for Finance I: Binomial asset pricing model and Stochastic Calculus for Finance II: tochastic Calculus for Finance II: Continuous-Time Models These two books are very good if you want to apply the theory to price derivatives Stochastic Differential Equations: An Introduction with Applications Bernt Oksanda
  • Difference between statistics and stochastic? [closed]
    Can somebody explain me the difference between statistics and stochastic? I know that stochastic calculates probabilities but isn't statistics the same?
  • Difference between time series and stochastic process?
    Stochastic processes are often used in modeling time series data- we assume that the time series we have was produced by a stochastic process, find the parameters of a stochastic process that would be likely to produce that time series, and then use that stochastic process as a model in predicting future values of the time series
  • Where to begin in approaching Stochastic Calculus?
    18 I have experience in Abstract algebra (up to Galois theory), Real Analysis (baby Rudin except for the measure integral) and probability theory up to Brownian motion (non-rigorous treatment) Is there a suggested direction I can take in order to begin studying stochastic calculus and stochastic differential equations?
  • What are the prerequisites for stochastic calculus?
    What you need is a good foundation in probability, an understanding of stochastic processes (basic ones [markov chains, queues, renewals], what they are, what they look like, applications, markov properties), calculus 2-3 (Taylor expansions are the key) and basic differential equations Some people here are trying to scare you away





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