Stohastika

Stohastika (od starogrčki στόχος (stókhos), sa značenjem „usmeriti, pogađati”)^[1] odnosi se na svojstvo koje je dobro opisano nasumičnom raspodelom verovatnoće.^[1] Iako se stohastičnost i radomnost razlikuju po tome što se prvo odnosi na pristup modelovanju, a drugo na same pojave, ova dva termina se često koriste kao sinonimi. Štaviše, u teoriji verovatnoće, formalni koncept stohastičkog procesa se takođe naziva slučajnim procesom.^[2]^[3]^[4]^[5]^[6]

Stohastičnost se koristi u mnogim različitim oblastima, uključujući prirodne nauke kao što su biologija,^[7] hemija,^[8] ekologija,^[9] neuronauka,^[10] i fizika,^[11] kao i tehnološka i inženjerska polja kao što je obrada slika, obrada signala,^[12] teorija informacija,^[13] računarstvo,^[14] kriptografija,^[15] i telekomunikacije.^[16] Takođe se koristi u finansijama, zbog naizgled randomnih promena na finansijskim tržištima,^[17]^[18]^[19] kao i u medicini, lingvistici, muzici, medijima, teoriji boja, botanici, proizvodnji i geomorfologiji.

Reference

^ ^а ^б „Stochastic”. Lexico UK English Dictionary. Oxford University Press. Архивирано из оригинала 2. 1. 2020. г.
^ Robert J. Adler; Jonathan E. Taylor (29. 1. 2009). Random Fields and Geometry. Springer Science & Business Media. стр. 7—8. ISBN 978-0-387-48116-6.
^ David Stirzaker (2005). Stochastic Processes and Models. Oxford University Press. стр. 45. ISBN 978-0-19-856814-8.
^ Loïc Chaumont; Marc Yor (19. 7. 2012). Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, Via Conditioning. Cambridge University Press. стр. 175. ISBN 978-1-107-60655-5.
^ Murray Rosenblatt (1962). Random Processes. Oxford University Press. стр. 91. ISBN 9780758172174.
^ Olav Kallenberg (8. 1. 2002). Foundations of Modern Probability. Springer Science & Business Media. стр. 24 and 25. ISBN 978-0-387-95313-7.
^ Paul C. Bressloff (22. 8. 2014). Stochastic Processes in Cell Biology. Springer. ISBN 978-3-319-08488-6.
^ N.G. Van Kampen (30. 8. 2011). Stochastic Processes in Physics and Chemistry. Elsevier. ISBN 978-0-08-047536-3.
^ Russell Lande; Steinar Engen; Bernt-Erik Sæther (2003). Stochastic Population Dynamics in Ecology and Conservation. Oxford University Press. ISBN 978-0-19-852525-7.
^ Carlo Laing; Gabriel J Lord (2010). Stochastic Methods in Neuroscience. OUP Oxford. ISBN 978-0-19-923507-0.
^ Wolfgang Paul; Jörg Baschnagel (11. 7. 2013). Stochastic Processes: From Physics to Finance. Springer Science & Business Media. ISBN 978-3-319-00327-6.
^ Edward R. Dougherty (1999). Random processes for image and signal processing. SPIE Optical Engineering Press. ISBN 978-0-8194-2513-3.
^ Thomas M. Cover; Joy A. Thomas (28. 11. 2012). Elements of Information Theory. John Wiley & Sons. стр. 71. ISBN 978-1-118-58577-1.
^ Michael Baron (15. 9. 2015). Probability and Statistics for Computer Scientists, Second Edition. CRC Press. стр. 131. ISBN 978-1-4987-6060-7.
^ Jonathan Katz; Yehuda Lindell (2007-08-31). Introduction to Modern Cryptography: Principles and Protocols. CRC Press. стр. 26. ISBN 978-1-58488-586-3.
^ François Baccelli; Bartlomiej Blaszczyszyn (2009). Stochastic Geometry and Wireless Networks. Now Publishers Inc. стр. 200—. ISBN 978-1-60198-264-3.
^ J. Michael Steele (2001). Stochastic Calculus and Financial Applications. Springer Science & Business Media. ISBN 978-0-387-95016-7.
^ Marek Musiela; Marek Rutkowski (21. 1. 2006). Martingale Methods in Financial Modelling. Springer Science & Business Media. ISBN 978-3-540-26653-2.
^ Steven E. Shreve (3. 6. 2004). Stochastic Calculus for Finance II: Continuous-Time Models. Springer Science & Business Media. ISBN 978-0-387-40101-0.

Literatura

Formalized Music: Thought and Mathematics in Composition by Iannis Xenakis, ISBN 1-57647-079-2
Frequency and the Emergence of Linguistic Structure by Joan Bybee and Paul Hopper (eds.), ISBN 1-58811-028-1/ISBN 90-272-2948-1 (Eur.)
The Stochastic Empirical Loading and Dilution Model provides documentation and computer code for modeling stochastic processes in Visual Basic for Applications.

Spoljašnje veze

Речничка дефиниција за stochastic на Викиречнику

[OxfordStochastic-1] а ^б „Stochastic”. Lexico UK English Dictionary. Oxford University Press. Архивирано из оригинала 2. 1. 2020. г.

[AdlerTaylor2009page7-2] Robert J. Adler; Jonathan E. Taylor (29. 1. 2009). Random Fields and Geometry. Springer Science & Business Media. стр. 7—8. ISBN 978-0-387-48116-6.

[Stirzaker2005page45-3] David Stirzaker (2005). Stochastic Processes and Models. Oxford University Press. стр. 45. ISBN 978-0-19-856814-8.

[ChaumontYor2012-4] Loïc Chaumont; Marc Yor (19. 7. 2012). Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, Via Conditioning. Cambridge University Press. стр. 175. ISBN 978-1-107-60655-5.

[Rosenblatt1962page91-5] Murray Rosenblatt (1962). Random Processes. Oxford University Press. стр. 91. ISBN 9780758172174.

[Kallenberg2002page24-6] Olav Kallenberg (8. 1. 2002). Foundations of Modern Probability. Springer Science & Business Media. стр. 24 and 25. ISBN 978-0-387-95313-7.

[Bressloff2014-7] Paul C. Bressloff (22. 8. 2014). Stochastic Processes in Cell Biology. Springer. ISBN 978-3-319-08488-6.

[Kampen2011-8] N.G. Van Kampen (30. 8. 2011). Stochastic Processes in Physics and Chemistry. Elsevier. ISBN 978-0-08-047536-3.

[LandeEngen2003-9] Russell Lande; Steinar Engen; Bernt-Erik Sæther (2003). Stochastic Population Dynamics in Ecology and Conservation. Oxford University Press. ISBN 978-0-19-852525-7.

[LaingLord2010-10] Carlo Laing; Gabriel J Lord (2010). Stochastic Methods in Neuroscience. OUP Oxford. ISBN 978-0-19-923507-0.

[PaulBaschnagel2013-11] Wolfgang Paul; Jörg Baschnagel (11. 7. 2013). Stochastic Processes: From Physics to Finance. Springer Science & Business Media. ISBN 978-3-319-00327-6.

[Dougherty1999-12] Edward R. Dougherty (1999). Random processes for image and signal processing. SPIE Optical Engineering Press. ISBN 978-0-8194-2513-3.

[CoverThomas2012page71-13] Thomas M. Cover; Joy A. Thomas (28. 11. 2012). Elements of Information Theory. John Wiley & Sons. стр. 71. ISBN 978-1-118-58577-1.

[Baron2015-14] Michael Baron (15. 9. 2015). Probability and Statistics for Computer Scientists, Second Edition. CRC Press. стр. 131. ISBN 978-1-4987-6060-7.

[15] Jonathan Katz; Yehuda Lindell (2007-08-31). Introduction to Modern Cryptography: Principles and Protocols. CRC Press. стр. 26. ISBN 978-1-58488-586-3.

[BaccelliBlaszczyszyn2009-16] François Baccelli; Bartlomiej Blaszczyszyn (2009). Stochastic Geometry and Wireless Networks. Now Publishers Inc. стр. 200—. ISBN 978-1-60198-264-3.

[Steele2001-17] J. Michael Steele (2001). Stochastic Calculus and Financial Applications. Springer Science & Business Media. ISBN 978-0-387-95016-7.

[MusielaRutkowski2006-18] Marek Musiela; Marek Rutkowski (21. 1. 2006). Martingale Methods in Financial Modelling. Springer Science & Business Media. ISBN 978-3-540-26653-2.

[Shreve2004-19] Steven E. Shreve (3. 6. 2004). Stochastic Calculus for Finance II: Continuous-Time Models. Springer Science & Business Media. ISBN 978-0-387-40101-0.

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