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Stochastic (, ) refers to the property of being well described by a random probability distribution. Although stochasticity and randomness are distinct in that the former refers to a modeling approach and the latter refers to phenomena themselves, these two terms are often used synonymously. Furthermore, in probability theory, the formal concept of a '' stochastic process'' is also referred to as a ''random process''. Stochasticity is used in many different fields, including the
natural sciences Natural science is one of the branches of science concerned with the description, understanding and prediction of natural phenomena, based on empirical evidence from observation and experimentation. Mechanisms such as peer review and repeat ...
such as
biology Biology is the scientific study of life. It is a natural science with a broad scope but has several unifying themes that tie it together as a single, coherent field. For instance, all organisms are made up of Cell (biology), cells that proce ...
,
chemistry Chemistry is the scientific study of the properties and behavior of matter. It is a natural science that covers the elements that make up matter to the compounds made of atoms, molecules and ions: their composition, structure, properties ...
, ecology, neuroscience, and
physics Physics is the natural science that studies matter, its Elementary particle, fundamental constituents, its motion and behavior through Spacetime, space and time, and the related entities of energy and force. "Physical science is that depar ...
, as well as technology and
engineering Engineering is the use of scientific principles to design and build machines, structures, and other items, including bridges, tunnels, roads, vehicles, and buildings. The discipline of engineering encompasses a broad range of more specializ ...
fields such as
image processing An image is a visual representation of something. It can be two-dimensional, three-dimensional, or somehow otherwise feed into the visual system to convey information. An image can be an artifact, such as a photograph or other two-dimensiona ...
, signal processing, information theory,
computer science Computer science is the study of computation, automation, and information. Computer science spans theoretical disciplines (such as algorithms, theory of computation, information theory, and automation) to Applied science, practical discipli ...
, cryptography, and
telecommunication Telecommunication is the transmission of information by various types of technologies over wire, radio, Optical system, optical, or other Electromagnetism, electromagnetic systems. It has its origin in the desire of humans for communication ov ...
s. It is also used in finance, due to seemingly random changes in
financial market A financial market is a market (economics), market in which people trade financial Security (finance), securities and derivative (finance), derivatives at low transaction costs. Some of the securities include stocks and Bond (finance), bonds, ...
s as well as in medicine, linguistics, music, media, colour theory, botany, manufacturing, and geomorphology.


Etymology

The word ''stochastic'' in English was originally used as an adjective with the definition "pertaining to conjecturing", and stemming from a Greek word meaning "to aim at a mark, guess", and the Oxford English Dictionary gives the year 1662 as its earliest occurrence. In his work on probability ''Ars Conjectandi'', originally published in Latin in 1713, Jakob Bernoulli used the phrase "Ars Conjectandi sive Stochastice", which has been translated to "the art of conjecturing or stochastics". This phrase was used, with reference to Bernoulli, by Ladislaus Bortkiewicz, who in 1917 wrote in German the word ''Stochastik'' with a sense meaning random. The term ''stochastic process'' first appeared in English in a 1934 paper by Joseph Doob. For the term and a specific mathematical definition, Doob cited another 1934 paper, where the term ''stochastischer Prozeß'' was used in German by Aleksandr Khinchin, though the German term had been used earlier in 1931 by Andrey Kolmogorov.


Mathematics

In the early 1930s, Aleksandr Khinchin gave the first mathematical definition of a stochastic process as a family of random variables indexed by the real line. Further fundamental work on probability theory and stochastic processes was done by Khinchin as well as other mathematicians such as Andrey Kolmogorov, Joseph Doob, William Feller,
Maurice Fréchet Maurice may refer to: People *Saint Maurice Saint Maurice (also Moritz, Morris, or Mauritius; ) was an Egyptians, Egyptian military leader who headed the legendary Theban Legion of Roman Empire, Rome in the 3rd century, and is one of the favo ...
, Paul Lévy, Wolfgang Doeblin, and Harald Cramér. Decades later Cramér referred to the 1930s as the "heroic period of mathematical probability theory". In mathematics, the theory of stochastic processes is an important contribution to probability theory, and continues to be an active topic of research for both theory and applications. The word ''stochastic'' is used to describe other terms and objects in mathematics. Examples include a stochastic matrix, which describes a stochastic process known as a Markov process, and stochastic calculus, which involves differential equations and integrals based on stochastic processes such as the Wiener process, also called the Brownian motion process.


Natural science

One of the simplest continuous-time stochastic processes is Brownian motion. This was first observed by botanist Robert Brown while looking through a microscope at pollen grains in water.


Physics

The Monte Carlo method is a stochastic method popularized by physics researchers Stanisław Ulam, Enrico Fermi, John von Neumann, and Nicholas Metropolis. The use of randomness and the repetitive nature of the process are analogous to the activities conducted at a casino. Methods of simulation and statistical sampling generally did the opposite: using simulation to test a previously understood deterministic problem. Though examples of an "inverted" approach do exist historically, they were not considered a general method until the popularity of the Monte Carlo method spread. Perhaps the most famous early use was by Enrico Fermi in 1930, when he used a random method to calculate the properties of the newly discovered
neutron The neutron is a subatomic particle, symbol or , which has a neutral (not positive or negative) charge, and a mass slightly greater than that of a proton. Protons and neutrons constitute the atomic nucleus, nuclei of atoms. Since protons and ...
. Monte Carlo methods were central to the simulations required for the Manhattan Project, though they were severely limited by the computational tools of the time. Therefore, it was only after electronic computers were first built (from 1945 on) that Monte Carlo methods began to be studied in depth. In the 1950s they were used at Los Alamos for early work relating to the development of the hydrogen bomb, and became popularized in the fields of
physics Physics is the natural science that studies matter, its Elementary particle, fundamental constituents, its motion and behavior through Spacetime, space and time, and the related entities of energy and force. "Physical science is that depar ...
,
physical chemistry Physical chemistry is the study of macroscopic scale, macroscopic and Microscopic scale, microscopic phenomena in chemistry, chemical systems in terms of the principles, practices, and concepts of physics such as Motion (physics), motion, energy ...
, and operations research. The RAND Corporation and the U.S. Air Force were two of the major organizations responsible for funding and disseminating information on Monte Carlo methods during this time, and they began to find a wide application in many different fields. Uses of Monte Carlo methods require large amounts of random numbers, and it was their use that spurred the development of pseudorandom number generators, which were far quicker to use than the tables of random numbers which had been previously used for statistical sampling.


Biology

Stochastic resonance: In biological systems, introducing stochastic "noise" has been found to help improve the signal strength of the internal feedback loops for balance and other vestibular communication. It has been found to help diabetic and stroke patients with balance control. Many biochemical events also lend themselves to stochastic analysis. Gene expression, for example, has a stochastic component through the molecular collisions—as during binding and unbinding of RNA polymerase to a gene promoter—via the solution's Brownian motion.


Creativity

Simonton (2003, ''Psych Bulletin'') argues that creativity in science (of scientists) is a constrained stochastic behaviour such that new theories in all sciences are, at least in part, the product of a stochastic process.


Computer science

Stochastic ray tracing is the application of Monte Carlo simulation to the
computer graphics Computer graphics deals with generating images with the aid of computers. Today, computer graphics is a core technology in digital photography, film, video games, cell phone and computer displays, and many specialized applications. A great deal ...
ray tracing algorithm. " Distributed ray tracing samples the integrand at many randomly chosen points and averages the results to obtain a better approximation. It is essentially an application of the Monte Carlo method to 3D computer graphics, and for this reason is also called ''Stochastic ray tracing''." Stochastic forensics analyzes computer crime by viewing computers as stochastic processes. In artificial intelligence, stochastic programs work by using probabilistic methods to solve problems, as in simulated annealing, stochastic neural networks, stochastic optimization, genetic algorithms, and genetic programming. A problem itself may be stochastic as well, as in planning under uncertainty.


Finance

The financial markets use stochastic models to represent the seemingly random behaviour of assets such as stocks, commodities, relative currency prices (i.e., the price of one currency compared to that of another, such as the price of US Dollar compared to that of the Euro), and
interest rate An interest rate is the amount of interest due per period, as a proportion of the amount lent, deposited, or borrowed (called the principal sum). The total interest on an amount lent or borrowed depends on the principal sum, the interest rate, th ...
s. These models are then used by quantitative analysts to value options on stock prices, bond prices, and on interest rates, see Markov models. Moreover, it is at the heart of the insurance industry.


Geomorphology

The formation of river meanders has been analyzed as a stochastic process.


Language and linguistics

Non-deterministic approaches in language studies are largely inspired by the work of Ferdinand de Saussure, for example, in functionalist linguistic theory, which argues that competence is based on performance. This distinction in functional theories of grammar should be carefully distinguished from the ''langue'' and ''parole'' distinction. To the extent that linguistic knowledge is constituted by experience with language, grammar is argued to be probabilistic and variable rather than fixed and absolute. This conception of grammar as probabilistic and variable follows from the idea that one's competence changes in accordance with one's experience with language. Though this conception has been contested, it has also provided the foundation for modern statistical natural language processing and for theories of language learning and change.


Manufacturing

Manufacturing processes are assumed to be stochastic processes. This assumption is largely valid for either continuous or batch manufacturing processes. Testing and monitoring of the process is recorded using a process control chart which plots a given process control parameter over time. Typically a dozen or many more parameters will be tracked simultaneously. Statistical models are used to define limit lines which define when corrective actions must be taken to bring the process back to its intended operational window. This same approach is used in the service industry where parameters are replaced by processes related to service level agreements.


Media

The marketing and the changing movement of audience tastes and preferences, as well as the solicitation of and the scientific appeal of certain film and television debuts (i.e., their opening weekends, word-of-mouth, top-of-mind knowledge among surveyed groups, star name recognition and other elements of social media outreach and advertising), are determined in part by stochastic modeling. A recent attempt at repeat business analysis was done by Japanese scholars and is part of the Cinematic Contagion Systems patented by Geneva Media Holdings, and such modeling has been used in data collection from the time of the original
Nielsen ratings Nielsen Media Research (NMR) is an American firm that measures media audiences, including television, radio, theatre, films (via the AMC Theatres MAP program), and newspapers. Headquartered in New York City, it is best known for the #Nielsen TV ...
to modern studio and television test audiences.


Medicine

Stochastic effect, or "chance effect" is one classification of radiation effects that refers to the random, statistical nature of the damage. In contrast to the deterministic effect, severity is independent of dose. Only the ''probability'' of an effect increases with dose.


Music

In
music Music is generally defined as the The arts, art of arranging sound to create some combination of Musical form, form, harmony, melody, rhythm or otherwise Musical expression, expressive content. Exact definition of music, definitions of mu ...
, mathematical processes based on probability can generate stochastic elements. Stochastic processes may be used in music to compose a fixed piece or may be produced in performance. Stochastic music was pioneered by
Iannis Xenakis Giannis Klearchou Xenakis (also spelled for professional purposes as Yannis or Iannis Xenakis; el, Γιάννης "Ιωάννης" Κλέαρχου Ξενάκης, ; 29 May 1922 in Romania, 1922 – 4 February 2001 in France, 2001) was a Romania ...
, who coined the term ''stochastic music''. Specific examples of mathematics, statistics, and physics applied to music composition are the use of the statistical mechanics of gases in '' Pithoprakta'', statistical distribution of points on a plane in '' Diamorphoses'', minimal constraints in ''Achorripsis'', the normal distribution in ''ST/10'' and ''Atrées'', Markov chains in ''Analogiques'', game theory in ''Duel'' and ''Stratégie'', group theory in '' Nomos Alpha'' (for Siegfried Palm), set theory in ''Herma'' and '' Eonta'', and Brownian motion in ''N'Shima''. Xenakis frequently used computers to produce his scores, such as the ''ST'' series including ''Morsima-Amorsima'' and ''Atrées'', and founded CEMAMu. Earlier, John Cage and others had composed '' aleatoric'' or indeterminate music, which is created by chance processes but does not have the strict mathematical basis (Cage's '' Music of Changes'', for example, uses a system of charts based on the '' I-Ching''). Lejaren Hiller and Leonard Issacson used generative grammars and Markov chains in their 1957 '' Illiac Suite''. Modern electronic music production techniques make these processes relatively simple to implement, and many hardware devices such as synthesizers and drum machines incorporate randomization features. Generative music techniques are therefore readily accessible to composers, performers, and producers.


Social sciences

Stochastic social science theory is similar to systems theory in that events are interactions of systems, although with a marked emphasis on unconscious processes. The event creates its own conditions of possibility, rendering it unpredictable if simply for the number of variables involved. Stochastic social science theory can be seen as an elaboration of a kind of 'third axis' in which to situate human behavior alongside the traditional 'nature vs. nurture' opposition. See Julia Kristeva on her usage of the 'semiotic', Luce Irigaray on reverse Heideggerian epistemology, and Pierre Bourdieu on polythetic space for examples of stochastic social science theory. The term "Stochastic Terrorism" has fallen into frequent use published August 12, 2019
CNN CNN (Cable News Network) is a multinational cable news channel headquartered in Atlanta, Georgia, U.S. Founded in 1980 by American media proprietor Ted Turner and Reese Schonfeld as a 24-hour cable news channel, and presently owned by ...
with regard to lone wolf terrorism. The terms "Scripted Violence" and "Stochastic Terrorism" are linked in a "cause <> effect" relationship. "Scripted Violence" rhetoric can result in an act of "Stochastic Terrorism." The phrase "scripted violence" has been used in social science since at least 2002. Author David Neiwert, who wrote the book '' Alt-America'', told Salon interviewer Chauncey Devega:


Subtractive color reproduction

When color reproductions are made, the image is separated into its component colors by taking multiple photographs filtered for each color. One resultant film or plate represents each of the cyan, magenta, yellow, and black data. Color printing is a binary system, where ink is either present or not present, so all color separations to be printed must be translated into dots at some stage of the work-flow. Traditional line screens which are amplitude modulated had problems with moiré but were used until stochastic screening became available. A stochastic (or frequency modulated) dot pattern creates a sharper image.


See also

* Jump process * Sortition * Stochastic process


Notes


References


Further reading

* ''Formalized Music: Thought and Mathematics in Composition'' by
Iannis Xenakis Giannis Klearchou Xenakis (also spelled for professional purposes as Yannis or Iannis Xenakis; el, Γιάννης "Ιωάννης" Κλέαρχου Ξενάκης, ; 29 May 1922 in Romania, 1922 – 4 February 2001 in France, 2001) was a Romania ...
, * ''Frequency and the Emergence of Linguistic Structure'' by Joan Bybee and Paul Hopper (eds.), / (Eur.) * The Stochastic Empirical Loading and Dilution Model provides documentation and computer code for modeling stochastic processes in Visual Basic for Applications.


External links

* {{Authority control * Mathematical terminology