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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.

The study of random geometric structures. Stochastic geometry leads to modelling and analysis tools such as Monte carlo methods.

The group of all nonsingular n×n stochastic matrices over a field F. It is denoted S(n,F). If p is prime and F is the finite field of order q=p^m, S(n,q) is written instead ...

A stochastic matrix, also called a probability matrix, probability transition matrix, transition matrix, substitution matrix, or Markov matrix, is matrix used to characterize ...

Stochastic optimization refers to the minimization (or maximization) of a function in the presence of randomness in the optimization process. The randomness may be present as ...

Doob (1996) defines a stochastic process as a family of random variables {x(t,-),t in J} from some probability space (S,S,P) into a state space (S^',S^'). Here, J is the ...

A stochastic resonance is a phenomenon in which a nonlinear system is subjected to a periodic modulated signal so weak as to be normally undetectable, but it becomes ...

Let a_1=1 and define a_(n+1) to be the least integer greater than a_n which cannot be written as the sum of at most h>=2 addends among the terms a_1, a_2, ..., a_n. This ...

The asymptotic series of the Airy function Ai(z) (and other similar functions) has a different form in different sectors of the complex plane.

For omega a differential (k-1)-form with compact support on an oriented k-dimensional manifold with boundary M, int_Mdomega=int_(partialM)omega, (1) where domega is the ...