vector random process

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• Random element — The term random element was introduced by Maurice Frechet in 1948 to refer to a random variable that takes values in spaces more general than had previously been widely considered. Frechet commented that the development of probability theory and… …   Wikipedia

• Random variable — A random variable is a rigorously defined mathematical entity used mainly to describe chance and probability in a mathematical way. The structure of random variables was developed and formalized to simplify the analysis of games of chance,… …   Wikipedia

• Random graph — In mathematics, a random graph is a graph that is generated by some random process. The theory of random graphs lies at the intersection between graph theory and probability theory, and studies the properties of typical random graphs.Random graph …   Wikipedia

• Random walk — A random walk, sometimes denoted RW, is a mathematical formalization of a trajectory that consists of taking successive random steps. The results of random walk analysis have been applied to computer science, physics, ecology, economics and a… …   Wikipedia

• Random measure — In probability theory, a random measure is a measure valued random element.Kallenberg, O., Random Measures , 4th edition. Academic Press, New York, London; Akademie Verlag, Berlin (1986). ISBN 0 123 94960 2 [http://www.ams.org/mathscinet… …   Wikipedia

• Random dynamical system — In mathematics, a random dynamical system is a measure theoretic formulation of a dynamical system with an element of randomness , such as the dynamics of solutions to a stochastic differential equation. It consists of a base flow, the noise ,… …   Wikipedia

• Random field — A random field is a generalization of a stochastic process such that the underlying parameter need no longer be a simple real, but can instead be a multidimensional vector space or even a manifold.At its most basic, discrete case, a random field… …   Wikipedia

• 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 …   Wikipedia

• Stochastic process — A stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system) in probability theory. Instead of dealing with only one possible reality of how the process might evolve under time (as is… …   Wikipedia

• Dirichlet process — In probability theory, a Dirichlet process is a stochastic process that can be thought of as a probability distribution whose domain is itself a random distribution. That is, given a Dirichlet process , where H (the base distribution) is an… …   Wikipedia

• Multivariate random variable — In mathematics, probability, and statistics, a multivariate random variable or random vector is a list of mathematical variables each of whose values is unknown, either because the value has not yet occurred or because there is imperfect… …   Wikipedia