Stochastic drift

In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related term is the drift rate, which is the rate at which the average changes. For example, a process that counts the number of heads in a series of $n$ coin tosses has a drift rate of 1/2 per toss. This is in contrast to the random fluctuations about this average value. The stochastic mean of that coin-toss process is 1/2 and the drift rate of the stochastic mean is 0, assuming 1=heads and 0=tails.

单词	Drift rate
释义	Drift rate 英语百科 Stochastic drift In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related term is the drift rate, which is the rate at which the average changes. For example, a process that counts the number of heads in a series of $n$ coin tosses has a drift rate of 1/2 per toss. This is in contrast to the random fluctuations about this average value. The stochastic mean of that coin-toss process is 1/2 and the drift rate of the stochastic mean is 0, assuming 1=heads and 0=tails.
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Drift rate

Stochastic drift