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!
===Etymology=== The word ''stochastic'' in [[English language|English]] was originally used as an adjective with the definition "pertaining to conjecturing", and stemming from a [[Greek language|Greek]] word meaning "to aim at a mark, guess", and the [[Oxford English Dictionary]] gives the year 1662 as its earliest occurrence.<ref name="OxfordStochastic">{{Cite OED|Stochastic}}</ref> In his work on probability ''Ars Conjectandi'', originally published in Latin in 1713, [[Jakob Bernoulli]] used the phrase "Ars Conjectandi sive Stochastice", which has been translated to "the art of conjecturing or stochastics".<ref name="Sheĭnin2006page5">{{cite book|author=O. B. Sheĭnin|title=Theory of probability and statistics as exemplified in short dictums|url=https://books.google.com/books?id=XqMZAQAAIAAJ|year=2006|publisher=NG Verlag|isbn=978-3-938417-40-9|page=5}}</ref> This phrase was used, with reference to Bernoulli, by [[Ladislaus Bortkiewicz]]<ref name="SheyninStrecker2011page136">{{cite book|author1=Oscar Sheynin|author2=Heinrich Strecker|title=Alexandr A. Chuprov: Life, Work, Correspondence|url=https://books.google.com/books?id=1EJZqFIGxBIC&pg=PA9|year=2011|publisher=V&R unipress GmbH|isbn=978-3-89971-812-6|page=136}}</ref> who in 1917 wrote in German the word ''stochastik'' with a sense meaning random. The term ''stochastic process'' first appeared in English in a 1934 paper by [[Joseph Doob]].<ref name="OxfordStochastic"/> For the term and a specific mathematical definition, Doob cited another 1934 paper, where the term ''stochastischer Prozeß'' was used in German by [[Aleksandr Khinchin]],<ref name="Doob1934"/><ref name="Khintchine1934">{{cite journal|last1=Khintchine|first1=A.|title=Korrelationstheorie der stationeren stochastischen Prozesse|journal=Mathematische Annalen|volume=109|issue=1|year=1934|pages=604–615|issn=0025-5831|doi=10.1007/BF01449156|s2cid=122842868}}</ref> though the German term had been used earlier, for example, by Andrei Kolmogorov in 1931.<ref name="Kolmogoroff1931page1">{{cite journal|last1=Kolmogoroff|first1=A.|title=Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung|journal=Mathematische Annalen|volume=104|issue=1|year=1931|page=1|issn=0025-5831|doi=10.1007/BF01457949|s2cid=119439925}}</ref> According to the Oxford English Dictionary, early occurrences of the word ''random'' in English with its current meaning, which relates to chance or luck, date back to the 16th century, while earlier recorded usages started in the 14th century as a noun meaning "impetuosity, great speed, force, or violence (in riding, running, striking, etc.)". The word itself comes from a Middle French word meaning "speed, haste", and it is probably derived from a French verb meaning "to run" or "to gallop". The first written appearance of the term ''random process'' pre-dates ''stochastic process'', which the Oxford English Dictionary also gives as a synonym, and was used in an article by [[Francis Edgeworth]] published in 1888.<ref name="OxfordRandom">{{Cite OED|Random}}</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)