About
A stochastic process is a process where the variable is a random variable that is time dependent.
A stochastic process is not deterministic, ie given a particular input, he is: * more likely to produce some outputs * less likely to produce others.
Example
Example of random variable:
- number of concurrent user
- number of jobs in a queue
- internet traffic
- system available capacity
- stock price
- air temperatur
Distribution
- poisson process - counts the number of events in a given interval (mostly time)
- More … See Stochastic Distribution
Simulation
Process - Monte Carlo (method|experiment) (stochastic process simulations)
Documentation / Reference
- Georgii, H.-O. 2002. Stochastik. DeGruyter.