Stochastic Processes—Short Résumé

Abstract

In the observation of reality we often encounter phenomena which cannot be uniquely characterized. Dealing with such phenomena we observe that under the same conditions, the outcomes of a repeated experiment do not coincide; between the results there exist some unpredictable, random variations. Such phenomena are commonly regarded as random phenomena. Of course, the concept of “randomness” comes from our experience with a real world and is mostly used in its intuitive sense. Most often an event is regarded to be “random” if we do not know all causes and conditions of its realization.