随机过程-Stochastic Processes

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文件名称：随机过程-Stochastic Processes
文件大小：551KB
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更新时间：2015-12-30 08:25:47
随机过程 In probability theory, a stochastic process , or sometimes random process (widely used) is a collection of random variables; this is often used to represent the evolution of some random value, or system, over time. This is the probabilistic counterpart to a deterministic process (or deterministic system). Instead of describing a process which can only evolve in one way (as in the case, for example, of solutions of an ordinary differential equation), in a stochastic or random process there is some indeterminacy: even if the initial condition (or starting point) is known, there are several (often infinitely many) directions in which the process may evolve. -Wiki