Stochastic drift

In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related concept is the drift rate, which is the rate at which the average changes.

Source: Wikipedia — Stochastic drift (CC BY-SA 4.0)

Stochastic drift

In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related concept is the drift rate, which is the rate at which the average changes.

Source: Wikipedia "Stochastic drift" · CC BY-SA 4.0

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