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  2. Probability theory - Wikipedia

    en.wikipedia.org/wiki/Probability_theory

    Probability theory or probability calculus is the ... that involve quantitative analysis of ... is 0 with probability 1/2, and takes a random value from a normal ...

  3. Randomness - Wikipedia

    en.wikipedia.org/wiki/Randomness

    A random process is a sequence of random variables whose outcomes do not follow a deterministic pattern, but follow an evolution described by probability distributions. These and other constructs are extremely useful in probability theory and the various applications of randomness .

  4. Stochastic process - Wikipedia

    en.wikipedia.org/wiki/Stochastic_process

    In probability theory and related fields, a stochastic (/ s t ə ˈ k æ s t ɪ k /) or random process is a mathematical object usually defined as a family of random variables in a probability space, where the index of the family often has the interpretation of time.

  5. Probability - Wikipedia

    en.wikipedia.org/wiki/Probability

    See Ian Hacking's The Emergence of Probability [4] and James Franklin's The Science of Conjecture [17] for histories of the early development of the very concept of mathematical probability. The theory of errors may be traced back to Roger Cotes's Opera Miscellanea (posthumous, 1722), but a memoir prepared by Thomas Simpson in 1755 (printed ...

  6. Convergence of random variables - Wikipedia

    en.wikipedia.org/wiki/Convergence_of_random...

    In probability theory, there exist several different notions of convergence of sequences of random variables, including convergence in probability, convergence in distribution, and almost sure convergence. The different notions of convergence capture different properties about the sequence, with some notions of convergence being stronger than ...

  7. Probabilistic method - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_method

    Let n be very large and consider a random graph G on n vertices, where every edge in G exists with probability p = n 1/g −1. We show that with positive probability, G satisfies the following two properties: Property 1. G contains at most n/2 cycles of length less than g. Proof. Let X be the number cycles of length less than g.

  8. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of possible outcomes for an experiment. [1] [2] It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). [3]

  9. Large deviations theory - Wikipedia

    en.wikipedia.org/wiki/Large_deviations_theory

    In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions. While some basic ideas of the theory can be traced to Laplace, the formalization started with insurance mathematics, namely ruin theory with Cramér and Lundberg.