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