Continuous Stochastic Process
In probability theory, a continuous stochastic process is a type of stochastic process that may be said to be "continuous" as a function of its "time" or index parameter. Continuity is a nice property for (the sample paths of) a process to have, since it implies that they are wellbehaved in some sense, and, therefore, much easier to analyze. It is implicit here that the index of the stochastic process is a continuous variable. Some authorsDodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', OUP. (Entry for "continuous process") define a "continuous (stochastic) process" as only requiring that the index variable be continuous, without continuity of sample paths: in some terminology, this would be a continuoustime stochastic process, in parallel to a "discretetime process". Given the possible confusion, caution is needed. Definitions Let (Ω, Σ, P) be a probability space, let ''T'' be some interval of time, and let ''X'' : ''T'' ×&n ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of nondeterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probabil ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Cumulative Distribution Function
In probability theory and statistics, the cumulative distribution function (CDF) of a realvalued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. Every probability distribution supported on the real numbers, discrete or "mixed" as well as continuous, is uniquely identified by an ''upwards continuous'' ''monotonic increasing'' cumulative distribution function F : \mathbb R \rightarrow ,1/math> satisfying \lim_F(x)=0 and \lim_F(x)=1. In the case of a scalar continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables. Definition The cumulative distribution function of a realvalued random variable X is the function given by where the righthand side represents the probability that the random variable X takes on a value less than ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Union (set Theory)
In set theory, the union (denoted by ∪) of a collection of sets is the set of all elements in the collection. It is one of the fundamental operations through which sets can be combined and related to each other. A refers to a union of zero (0) sets and it is by definition equal to the empty set. For explanation of the symbols used in this article, refer to the table of mathematical symbols. Union of two sets The union of two sets ''A'' and ''B'' is the set of elements which are in ''A'', in ''B'', or in both ''A'' and ''B''. In setbuilder notation, :A \cup B = \. For example, if ''A'' = and ''B'' = then ''A'' ∪ ''B'' = . A more elaborate example (involving two infinite sets) is: : ''A'' = : ''B'' = : A \cup B = \ As another example, the number 9 is ''not'' contained in the union of the set of prime numbers and the set of even numbers , because 9 is neither prime nor even. Sets cannot have duplicate elements, so the union of the sets and is . Multipl ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Uncountable
In mathematics, an uncountable set (or uncountably infinite set) is an infinite set that contains too many elements to be countable. The uncountability of a set is closely related to its cardinal number: a set is uncountable if its cardinal number is larger than that of the set of all natural numbers. Characterizations There are many equivalent characterizations of uncountability. A set ''X'' is uncountable if and only if any of the following conditions hold: * There is no injective function (hence no bijection) from ''X'' to the set of natural numbers. * ''X'' is nonempty and for every ωsequence of elements of ''X'', there exists at least one element of X not included in it. That is, ''X'' is nonempty and there is no surjective function from the natural numbers to ''X''. * The cardinality of ''X'' is neither finite nor equal to \aleph_0 ( alephnull, the cardinality of the natural numbers). * The set ''X'' has cardinality strictly greater than \aleph_0. The first thre ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Convergence Of Random Variables
In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to statistics and stochastic processes. The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that is essentially unchanging when items far enough into the sequence are studied. The different possible notions of convergence relate to how such a behavior can be characterized: two readily understood behaviors are that the sequence eventually takes a constant value, and that values in the sequence continue to change but can be described by an unchanging probability distribution. Background "Stochastic convergence" formalizes the idea that a sequence of essentially random o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Measurable Function
In mathematics and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is in direct analogy to the definition that a continuous function between topological spaces preserves the topological structure: the preimage of any open set is open. In real analysis, measurable functions are used in the definition of the Lebesgue integral. In probability theory, a measurable function on a probability space is known as a random variable. Formal definition Let (X,\Sigma) and (Y,\Tau) be measurable spaces, meaning that X and Y are sets equipped with respective \sigmaalgebras \Sigma and \Tau. A function f:X\to Y is said to be measurable if for every E\in \Tau the preimage of E under f is in \Sigma; that is, for all E \in \Tau f^(E) := \ \in \Sigma. That is, \sigma (f)\subseteq\Sigma, where \sigma (f) is the σalgebra ge ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Bounded Function
In mathematics, a function ''f'' defined on some set ''X'' with real or complex values is called bounded if the set of its values is bounded. In other words, there exists a real number ''M'' such that :, f(x), \le M for all ''x'' in ''X''. A function that is ''not'' bounded is said to be unbounded. If ''f'' is realvalued and ''f''(''x'') ≤ ''A'' for all ''x'' in ''X'', then the function is said to be bounded (from) above by ''A''. If ''f''(''x'') ≥ ''B'' for all ''x'' in ''X'', then the function is said to be bounded (from) below by ''B''. A realvalued function is bounded if and only if it is bounded from above and below. An important special case is a bounded sequence, where ''X'' is taken to be the set N of natural numbers. Thus a sequence ''f'' = (''a''0, ''a''1, ''a''2, ...) is bounded if there exists a real number ''M'' such that :, a_n, \le M for every natural number ''n''. The set of all bounded sequences forms the sequence space l^\infty. The definition of b ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Itō Diffusion
Itō may refer to: *Itō (surname), a Japanese surname *Itō, Shizuoka, Shizuoka Prefecture, Japan *Ito District, Wakayama Prefecture, Japan See also *Itô's lemma, used in stochastic calculus *Itoh–Tsujii inversion algorithm, in field theory *Itô calculus, an extension of calculus to stochastic processes, named after Kiyoshi Itô *Ito (other) *ITO (other) Ito may refer to: Places * Ito Island, an island of Milne Bay Province, Papua New Guinea * Ito Airport, an airport in the Democratic Republic of the Congo * Ito District, Wakayama, a district located in Wakayama Prefecture, Japan * Itō, Shizu ..., for the threeletter acronym {{DEFAULTSORT:Ito es:Ito fr:Ito nl:Ito ja:いとう pt:Ito ru:Ито ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Almost All
In mathematics, the term "almost all" means "all but a negligible amount". More precisely, if X is a set, "almost all elements of X" means "all elements of X but those in a negligible subset of X". The meaning of "negligible" depends on the mathematical context; for instance, it can mean finite, countable, or null. In contrast, "almost no" means "a negligible amount"; that is, "almost no elements of X" means "a negligible amount of elements of X". Meanings in different areas of mathematics Prevalent meaning Throughout mathematics, "almost all" is sometimes used to mean "all (elements of an infinite set) but finitely many". This use occurs in philosophy as well. Similarly, "almost all" can mean "all (elements of an uncountable set) but countably many". Examples: * Almost all positive integers are greater than 1012. * Almost all prime numbers are odd (2 is the only exception). * Almost all polyhedra are irregular (as there are only nine exceptions: the five platonic solids an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Random Variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads H and tails T) in a sample space (e.g., the set \) to a measurable space, often the real numbers (e.g., \ in which 1 corresponding to H and 1 corresponding to T). Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice; it may also represent uncertainty, such as measurement error. However, the interpretation of probability is philosophically complicated, and even in specific cases is not always straightforward. The purely mathematical analysis of random variables is independent of such interpretational difficulties, and can be based upon a rigorous axiomatic setup. In the formal mathematical language of measure theory, a random va ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Metric Space
In mathematics, a metric space is a set together with a notion of '' distance'' between its elements, usually called points. The distance is measured by a function called a metric or distance function. Metric spaces are the most general setting for studying many of the concepts of mathematical analysis and geometry. The most familiar example of a metric space is 3dimensional Euclidean space with its usual notion of distance. Other wellknown examples are a sphere equipped with the angular distance and the hyperbolic plane. A metric may correspond to a metaphorical, rather than physical, notion of distance: for example, the set of 100character Unicode strings can be equipped with the Hamming distance, which measures the number of characters that need to be changed to get from one string to another. Since they are very general, metric spaces are a tool used in many different branches of mathematics. Many types of mathematical objects have a natural notion of distance a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Stochastic Process
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, cryptography and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance. Applications and the study of phenomena have in turn inspired the proposal of new stochastic processes. Examples of such stochastic processes include the Wiener process or Brownian motion proce ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 