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# Questions tagged [stochastic-processes]

A stochastic process is a random process evolving with time , i.e., a time sequence representing the evolution of some system represented by a variable whose change is subject to a random variation.

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### Fokker-Planck equation for overdamped motion: how to define the average velocity

Consider the Langevin equation in the overdamped regime, $$0 = -\gamma \dot{\mathbf{x}} -\nabla U(\mathbf{x}) +\boldsymbol{\eta}(t) \,$$ where $\boldsymbol{\eta}$ is the usual white-noise term, $U$...
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### Is throwing dice a stochastic or a deterministic process?

As far as I understand it a stochastic process is a mathematically defined concept as a collection of random variables which describe outcomes of repeated events while a deterministic process is ...
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### Derive Poisson distribution from probability per time of event

Suppose we have a probability per time $\lambda$ that something (e.g. nuclear decay, random walk takes a step, etc.) happens. It is a known result that the probability that $n$ events happen in a time ...
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