stochastic process
mathematical object usually defined as a collection of random variables
Indian buffet process
stochastic process defining a probability distribution over sparse binary matrices
fluctuation
an irregular rising and falling in number or amount
random walk
mathematical formalization of a path that consists of a succession of random steps
random graph
graph generated by a random process
local martingale
stochastic process satisfying the localized martingale property: i.e. such that there exists a sequence of stopping times, almost surely increasing and almost surely diverging, such that the corresponding stopped processes are martingales
diffusion process
solution to a stochastic differential equation
Feller-continuous process
continuous-time stochastic process for which the expected value of suitable statistics of the process at a given time in the future depend continuously on the initial condition of the process
regenerative process
class of stochastic processes in applied probability
Moran process
stochastic process used in biology to describe finite populations
stationary process
stochastic process whose unconditional joint probability distribution does not change when shifted in time
jump process
stochastic process with discrete movements
interacting particle system
type of stochastic process
thermal fluctuations
random temperature-influenced deviations of particles from their average state
Ergodicity
particular type of stochastic processes
Adapted process
Stochastic process
Markov model
probability tool
point process
probability theory
Brownian bridge
continuous time stochastic process
Gaussian process
stochastic process such that every finite collection of random variables has a multivariate normal distribution
Poisson clumping
clumped distribution phenomenon
Markov renewal process
generalization of Markov jump processes
Markov process
stochastic process
continuous-time stochastic process
stochastic process for which the index variable takes a continuous set of values, as contrasted with a discrete-time process for which the index variable takes only distinct values
Dirichlet process
family of stochastic processes
filtering problem
mathematical model for state estimation
additive process
càdlàg, continuous in probability stochastic process with independent increments
Markov decision process
mathematical model for sequential decision making under uncertainty
local time
stochastic process associated with semimartingale processes such as Brownian motion
Branching process
kind of stochastic process
Chinese restaurant process
discrete-time stochastic process
continuous stochastic process
type of stochastic process that may be said to be "continuous" as a function of its "time" or index parameter
noise
random fluctuation in an electrical signal
counting process
stochastic process with values that are nondecreasing nonnegative integers
urban scaling
scientific field studying cities as complex systems
crystallization
process by which a solid with a highly organised atomic or molecular structure forms
Predictable process
stochastic process
martingale
model in probability theory, used in gambling
hierarchical Dirichlet process
stochastic process
sample-continuous process
stochastic process whose sample paths are almost surely continuous functions
discrete-time stochastic process
stochastic process for which the index variable takes a discrete set of values, as contrasted with a continuous-time process for which the index variable takes values in a continuous range