
「Stochastic」与「Random」有何区别? - 知乎
With stochastic process, the likelihood or probability of any particular outcome can be specified and not all outcomes are equally likely of occurring. For example, an ornithologist may assign a greater …
In layman's terms: What is a stochastic process?
Oct 8, 2015 · A stochastic process is a colection of random variables defined on the same probability space. Please explain further what parts of this definition are escaping you.
random process和stochastic process的区别是什么? - 知乎
实际上,"random process"和"stochastic process"在现代数学和概率论中是同义词,它们都用来描述随着时间或其他指标变化的随机变量集合。这两个术语描述的是同一类数学对象,即一组依赖于时间或其 …
What's the difference between stochastic and random?
Feb 28, 2012 · What's the difference between stochastic and random? There is an anecdote about the notion of stochastic processes. They say that when Khinchin wrote his seminal paper "Correlation …
有哪些值得推荐的《随机过程》教材或者参考书?
3.《Introduction to Stochastic Processes》 作者: Gregory F. Lawler 出版社: Chapman and Hall/CRC ISBN: 9781584886518 注1:此书的中译版 译者: 张景肖 出版社: 机械工业出版社 ISBN: …
如何理解随机梯度下降(stochastic gradient descent,SGD)?
随机梯度下降 Stochastic Gradient Descent SGD (Vinilla基础法/Momentum动量法) 一开始SGD没有动量,叫做Vanilla SGD,也就是没有之前时刻的梯度信息。 所以 m_t=\eta G_t ( \eta 就是学习 …
Books recommendations on stochastic analysis - Mathematics Stack …
Feb 21, 2023 · Stochastic Calculus for Finance I: Binomial asset pricing model and Stochastic Calculus for Finance II: tochastic Calculus for Finance II: Continuous-Time Models. These two books are very …
Stochastic Calculus 在现实的 Quant 世界中到底可以干什么?
Stochastic Calculus(以后简称SC)最早是本科看郎咸平的一本书的序言看到的,他说他自己原来在台湾是个学渣,到了Wharton,听说SC考得好说明这人不笨,于是狂学狂学,最后考了一个A+。
随机模型预测控制到底是什么? - 知乎
SMPC,stochastic model predictive control。 先搞清楚MPC是啥?就是用模型预测系统以后的表现加以改变现在的控制。比如打网球,人能在对手击球时,通过脑内的打网球模型就判断球的路径和回击位 …
What are the prerequisites for stochastic calculus?
What you need is a good foundation in probability, an understanding of stochastic processes (basic ones [markov chains, queues, renewals], what they are, what they look like, applications, markov …