- stochastic variables
- случайные величины
English-Russian dictionary of computer science. 2015.
English-Russian dictionary of computer science. 2015.
Stochastic programming — is a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. When the… … Wikipedia
stochastic — [stō kas′tik, stəkas′tik] adj. [< Gr stochastikos, proceeding by guesswork, lit., skillful in aiming < stochazesthai, to aim at < stochos, a target: for IE base see STING] 1. of, pertaining to, or arising from chance; involving… … English World dictionary
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
Stochastic ordering — In statistics, a stochastic order quantifies the concept of one random variable being bigger than another. These are usually partial orders, so that one random variable A may be neither stochastically greater than, less than nor equal to another… … Wikipedia
Stochastic modelling (insurance) — This page is concerned with the stochastic modelling as applied to the insurance industry. For other stochastic modelling applications, please see Monte Carlo method. For mathematical definition, please see Stochastic process.tochastic model… … Wikipedia
stochastic process — In probability theory, a family of random variables indexed to some other set and having the property that for each finite subset of the index set, the collection of random variables indexed to it has a joint probability distribution. It is one… … Universalium
Stochastic differential equation — A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, thus resulting in a solution which is itself a stochastic process. SDE are used to model diverse phenomena such as… … Wikipedia
Stochastic drift — In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related term is the drift rate which is the rate at which the average changes. This is in contrast to the random fluctuations about… … Wikipedia
Stochastic oscillator — The stochastic oscillator is a momentum indicator used in technical analysis, introduced by George Lane in the 1950s, to compare the closing price of a commodity to its price range over a given time span.This indicator is usually calculated… … Wikipedia
Stochastic Modeling — A method of financial modeling in which one or more variables within the model are random. Stochastic modeling is for the purpose of estimating the probability of outcomes within a forecast to predict what conditions might be like under different … Investment dictionary
Stochastic Volatility - SV — A statistical method in mathematical finance in which volatility and codependence between variables is allowed to fluctuate over time rather than remain constant. Stochastic in this sense refers to successive values of a random variable that are… … Investment dictionary