Does anyone have some expertise in stochastic processes?

In summary, stochastic processes are mathematical models used to describe random phenomena and involve a sequence of random variables or events that evolve over time. They have a wide range of applications in various fields and are used to make predictions about future events or outcomes. Common types of stochastic processes include random walks, Markov chains, and Brownian motion, each with its own characteristics and applications. To have expertise in stochastic processes, a strong background in mathematics, statistics, and probability theory is necessary, along with knowledge of programming and data analysis for practical application.
  • #1
andyroo
34
0
Would anyone be able to help me with a problem involving martingales and another problem dealing with Poisson processes perhaps? I'm completely stuck on my last homework assignment in the class this term. Thanks for anyone who can help.
 
Physics news on Phys.org
  • #2
What is your question? Be specific.
 

Similar threads

Stochastic processes with memory
Replies
2
Views
2K
A Stopping rule for quality control problem
Replies
8
Views
1K
Easy question on stochastic process
Replies
1
Views
2K
A What exactly is a "rare event"? (Poisson point process)
Replies
12
Views
3K
Expectation Value of a Stochastic Quantity
Replies
8
Views
2K
I Non-locality by memory (Jung, 2020) applied to stochastic mechanics
Replies
5
Views
252
True/False : Stationary process In stochastic process
Replies
1
Views
2K
Stochastic Process prerequsites and difficulty?
Replies
1
Views
3K
Text book suggestion for stochastic process
Replies
1
Views
2K
A Unfamiliar Concepts in Stochastic Stability and Control: Help Needed!
Replies
5
Views
1K

Hot Threads

Recent Insights

Back
Top