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Stochastic Function


A function f(t) of one or more parameters containing a noise term epsilon(t)

 f(t)=L(t)+epsilon(t),

where the noise is (without loss of generality) assumed to be additive.


See also

Noise, Stochastic Optimization

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Cite this as:

Weisstein, Eric W. "Stochastic Function." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/StochasticFunction.html

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