Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Stochastic process
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
===Random field=== {{Main|Random field}} A random field is a collection of random variables indexed by a <math>n</math>-dimensional Euclidean space or some manifold. In general, a random field can be considered an example of a stochastic or random process, where the index set is not necessarily a subset of the real line.<ref name="AdlerTaylor2009page7"/> But there is a convention that an indexed collection of random variables is called a random field when the index has two or more dimensions.<ref name="GikhmanSkorokhod1969page1"/><ref name="Lamperti1977page1"/><ref name="KoralovSinai2007page171">{{cite book|author1=Leonid Koralov|author2=Yakov G. Sinai|title=Theory of Probability and Random Processes|url=https://books.google.com/books?id=tlWOphOFRgwC|year=2007|publisher=Springer Science & Business Media|isbn=978-3-540-68829-7|page=171}}</ref> If the specific definition of a stochastic process requires the index set to be a subset of the real line, then the random field can be considered as a generalization of stochastic process.<ref name="ApplebaumBook2004page19">{{cite book|author=David Applebaum|title=LΓ©vy Processes and Stochastic Calculus|url=https://books.google.com/books?id=q7eDUjdJxIkC|year=2004|publisher=Cambridge University Press|isbn=978-0-521-83263-2|page=19}}</ref>
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)