Continuous Stochastic Processes

Abstract

The term “stochastic” is often applied to phenomena that vary in time, while the word “random” is reserved for phenomena that vary in space. Apart from this distinction, the modelling of uncertain temporal and spatial variation is quite similar. In fact, the concepts described in the following for stochastic processes remain valid also for uniaxial random fields. The differences that exist relate to terminology. For example, a stationary stochastic process is referred to as homogeneous in the context of random fields.