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List of stochastic processes topics
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List of stochastic processes topics : ウィキペディア英語版
List of stochastic processes topics
In the mathematics of probability, a stochastic process is a random function. In practical applications, the domain over which the function is defined as a time interval (''time series'') or a region of space (''random field'').
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, EEG, blood pressure or temperature; and random movement such as Brownian motion or random walks.
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
* Basic affine jump diffusion
* Bernoulli process: discrete-time processes with two possible states.
*
* Bernoulli schemes: discrete-time processes with ''N'' possible states; every stationary process in ''N'' outcomes is a Bernoulli scheme, and vice versa.
* Birth-death process
* Branching process
* Branching random walk
* Brownian bridge
* Brownian motion
* Chinese restaurant process
* CIR process
* Continuous stochastic process
* Cox process
*Dirichlet processes
* Finite-dimensional distribution
* First Passage Time
* Galton–Watson process
* Gamma process
* Gaussian process – a process where all linear combinations of coordinates are normally distributed random variables.
*
* Gauss–Markov process (cf. below)
*Girsanov's theorem
*Homogeneous processes: processes where the domain has some symmetry and the finite-dimensional probability distributions also have that symmetry. Special cases include stationary processes, also called time-homogeneous.
* Karhunen–Loève theorem
* Lévy process
* Local time (mathematics)
* Loop-erased random walk
* Markov processes are those in which the future is conditionally independent of the past given the present.
*
* Markov chain
*
* Continuous-time Markov process
*
* Markov process
*
* Semi-Markov process
*
* Gauss–Markov processes: processes that are both Gaussian and Markov
*Martingales – processes with constraints on the expectation
* Onsager–Machlup function
* Ornstein–Uhlenbeck process
* Percolation theory
*Point processes: random arrangements of points in a space S. 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
*
* Compound Poisson process
* Population process
* Probabilistic cellular automaton
* Queueing theory
*
* Queue
* Random field
*
* Gaussian random field
*
* Markov random field
* Sample-continuous process
* Stationary process
* Stochastic calculus
*
* Itō calculus
*
* Malliavin calculus
*
* Semimartingale
*
* Stratonovich integral
* Stochastic control
* Stochastic differential equation
* Stochastic process
* Telegraph process
* Time series
* Wald's martingale
* Wiener process

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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