| 释义 |
stochastic process (stochastic model) A family {X(t), t ε T} of random variables, where T is some index set. Often the index set is the set ℕ of natural numbers, and the stochastic process is a sequence X1, X2, X3,…of random variables. For example, Xn may be the outcome of the nth trial of some experiment, or the nth in a set of observations. The possible values taken by the random variables are often called states, and these form the state space. The state space is said to be discrete if it is countable, and continuous if it is uncountable. See Markov chain, Poisson process.
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