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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Continuous stochastic process ： ウィキペディア英語版 Continuous stochastic process In probability theory, a continuous stochastic process is a type of stochastic process that may be said to be "continuous" as a function of its "time" or index parameter. Continuity is a nice property for (the sample paths of) a process to have, since it implies that they are well-behaved in some sense, and, therefore, much easier to analyze. It is implicit here that the index of the stochastic process is a continuous variable. Note that some authors〔Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', OUP. ISBN 0-19-920613-9 (Entry for "continuous process")〕 define a "continuous (stochastic) process" as only requiring that the index variable be continuous, without continuity of sample paths: in some terminology, this would be a continuous-time stochastic process, in parallel to a "discrete-time process". Given the possible confusion, caution is needed.〔 ==Definitions== Let (Ω, Σ, P) be a probability space, let ''T'' be some interval of time, and let ''X'' : ''T'' × Ω → ''S'' be a stochastic process. For simplicity, the rest of this article will take the state space ''S'' to be the real line R, but the definitions go through ''mutatis mutandis'' if ''S'' is R''n'', a normed vector space, or even a general metric space. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Continuous stochastic process」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.