List of stochastic processes topics

In the mathematics of probability, a stochastic process can be thought of as a random function. In practical applications, the domain over which the function is defined is 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.

• Bernoulli process
• Branching process
• Brownian motion
  • Brownian bridge
• Galton-Watson process
• Gauss-Markov process
• Gaussian process
• Itô calculus
• Lévy process
• Markov chain
  • Continuous-time Markov chain
  • Markov process
• Martingale
• Poisson process
  • Compound Poisson process
• Process with independent increments
• Queueing theory
  • Queue
• Random field
  • Gaussian random field
  • Markov random field
• Stochastic process
• Time series
• Wiener process

See also: List of stochastic processes topics, Bernoulli process, Branching process, Brownian bridge, Brownian motion, Compound Poisson process, Continuous-time Markov chain, EKG, Electroencephalography, Function (mathematics)