60-XX
|
Probability theory and stochastic processes
{For additional applications, see
11Kxx,
62-XX,
90-XX,
92-XX,
93-XX,
94-XX}
|
60-00
|
General reference works (handbooks, dictionaries, bibliographies, etc.)
|
60-01
|
Instructional exposition (textbooks, tutorial papers, etc.)
|
60-02
|
Research exposition (monographs, survey articles)
|
60-03
|
Historical {!must also be assigned at least one classification number from section 01}
|
60-04
|
Explicit machine computation and programs (not the theory of computation or programming)
|
60-06
|
Proceedings, conferences, collections, etc.
|
60-08
|
Computational methods {!not classified at a more specific level}
[See also
65C50]
|
60Axx
|
Foundations of probability theory
|
60A05
|
Axioms; other general questions
|
60A10
|
Probabilistic measure theory
{For ergodic theory, see
28Dxx
and
60Fxx}
|
60A99
|
None of the above, but in this section
|
60Bxx
|
Probability theory on algebraic and topological structures
|
60B05
|
Probability measures on topological spaces
|
60B10
|
Convergence of probability measures
|
60B11
|
Probability theory on linear topological spaces
[See also
28C20]
|
60B12
|
Limit theorems for vector-valued random variables (infinite-dimensional case)
|
60B15
|
Probability measures on groups, Fourier transforms, factorization
|
60B99
|
None of the above, but in this section
|
60C05
|
Combinatorial probability
|
60D05
|
Geometric probability, stochastic geometry, random sets
[See also
52A22,
53C65]
|
60Exx
|
Distribution theory
[See also
62Exx,
62Hxx]
|
60E05
|
Distributions: general theory
|
60E07
|
Infinitely divisible distributions; stable distributions
|
60E10
|
Characteristic functions; other transforms
|
60E15
|
Inequalities; stochastic orderings
|
60E99
|
None of the above, but in this section
|
60Fxx
|
Limit theorems
[See also
28Dxx,
60B12]
|
60F05
|
Central limit and other weak theorems
|
60F10
|
Large deviations
|
60F15
|
Strong theorems
|
60F17
|
Functional limit theorems; invariance principles
|
60F20
|
Zero-one laws
|
60F25
|
Lp-limit theorems
|
60F99
|
None of the above, but in this section
|
60Gxx
|
Stochastic processes
|
60G05
|
Foundations of stochastic processes
|
60G07
|
General theory of processes
|
60G09
|
Exchangeability
|
60G10
|
Stationary processes
|
60G12
|
General second-order processes
|
60G15
|
Gaussian processes
|
60G17
|
Sample path properties
|
60G18
|
Self-similar processes
|
60G20
|
Generalized stochastic processes
|
60G25
|
Prediction theory
[See also
62M20]
|
60G30
|
Continuity and singularity of induced measures
|
60G35
|
Applications (signal detection, filtering, etc.)
[See also
62M20,
93E10,
93E11,
94Axx]
|
60G40
|
Stopping times; optimal stopping problems; gambling theory
[See also
62L15,
91A60]
|
60G42
|
Martingales with discrete parameter
|
60G44
|
Martingales with continuous parameter
|
60G46
|
Martingales and classical analysis
|
60G48
|
Generalizations of martingales
|
60G50
|
Sums of independent random variables; random walks
|
60G51
|
Processes with independent increments
|
60G52
|
Stable processes
|
60G55
|
Point processes
|
60G57
|
Random measures
|
60G60
|
Random fields
|
60G70
|
Extreme value theory; extremal processes
|
60G99
|
None of the above, but in this section
|
60Hxx
|
Stochastic analysis
[See also
58J65]
|
60H05
|
Stochastic integrals
|
60H07
|
Stochastic calculus of variations and the Malliavin calculus
|
60H10
|
Stochastic ordinary differential equations
[See also
34F05]
|
60H15
|
Stochastic partial differential equations
[See also
35R60]
|
60H20
|
Stochastic integral equations
|
60H25
|
Random operators and equations
[See also
47B80]
|
60H30
|
Applications of stochastic analysis (to PDE, etc.)
|
60H35
|
Computational methods for stochastic equations
[See also
65C30]
|
60H40
|
White noise theory
|
60H99
|
None of the above, but in this section
|
60Jxx
|
Markov processes
|
60J05
|
Markov processes with discrete parameter
|
60J10
|
Markov chains with discrete parameter
|
60J20
|
Applications of discrete Markov processes (social mobility, learning theory, industrial processes, etc.)
[See also
90B30,
91D10,
91D35,
91E40]
|
60J22
|
Computational methods in Markov chains
[See also
65C40]
|
60J25
|
Markov processes with continuous parameter
|
60J27
|
Markov chains with continuous parameter
|
60J35
|
Transition functions, generators and resolvents
[See also
47D03,
47D07]
|
60J40
|
Right processes
|
60J45
|
Probabilistic potential theory
[See also
31Cxx,
31D05]
|
60J50
|
Boundary theory
|
60J55
|
Local time and additive functionals
|
60J57
|
Multiplicative functionals
|
60J60
|
Diffusion processes
[See also
58J65]
|
60J65
|
Brownian motion
[See also
58J65]
|
60J70
|
Applications of diffusion theory (population genetics, absorption problems, etc.)
[See also
92Dxx]
|
60J75
|
Jump processes
|
60J80
|
Branching processes (Galton - Watson, birth-and-death, etc.)
|
60J85
|
Applications of branching processes
[See also
92Dxx]
|
60J99
|
None of the above but in this section
|
60Kxx
|
Special processes
|
60K05
|
Renewal theory
|
60K10
|
Applications (reliability, demand theory, etc.)
|
60K15
|
Markov renewal processes, semi-Markov processes
|
60K20
|
Applications of Markov renewal processes (reliability, queueing networks, etc.)
[See also
90Bxx]
|
60K25
|
Queueing theory
[See also
68M20,
90B22]
|
60K30
|
Applications (congestion, allocation, storage, traffic, etc.)
[See also
90Bxx]
|
60K35
|
Interacting random processes; statistical mechanics type models; percolation theory
[See also
82B43,
82C43]
|
60K37
|
Processes in random environments
|
60K40
|
Other physical applications of random processes
|
60K99
|
None of the above, but in this section
|