A stochastic or random process can be defined as a collection of random variables that is indexed by some mathematical set, meaning that each … See more

Bernoulli process
One of the simplest stochastic processes is the Bernoulli process, which is a sequence of independent and identically distributed (iid) random variables, where each random variable takes either the value one or zero, … See more

Markov processes and chains
Markov processes are stochastic processes, traditionally in discrete or continuous time, that have the Markov property, which … See more

In mathematics, constructions of mathematical objects are needed, which is also the case for stochastic processes, to prove that they exist mathematically. There are two main … See more

Stochastic process
A stochastic process is defined as a collection of random variables defined on a common probability space $${\displaystyle (\Omega ,{\mathcal {F}},P)}$$, where $${\displaystyle \Omega }$$ is a sample space See more

Early probability theory
Probability theory has its origins in games of chance, which have a long history, with some games being played thousands of years ago, but very … See more

• List of stochastic processes topics
• Covariance function
• Deterministic system
• Dynamics of Markovian particles
• Entropy rate (for a stochastic process) See more