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In many textbooks or journal papers, I encounter the term 'statistical process'. Sometimes it's referred to more specifically; i.e. AR process, random walk process, spatial process, ... etc. For a long time, I interpreted the word 'process' as random variable. Is my interpretation correct? What does the word 'process' mean/refer to?

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  • $\begingroup$ Could you give an example (preferably with citation) of where you've seen the term "statistical process" before? It can be easier to explain a term when it's given in context. (The situation I have seen the term "statistical process" before, is in the context of statistical process control, or "SPC" $\endgroup$
    – Silverfish
    Aug 16, 2016 at 20:05
  • $\begingroup$ My instinct is that different authors use the term differently. It's not a widely understood term to mean one thing. $\endgroup$ Aug 16, 2016 at 20:14
  • $\begingroup$ Many people,. especially outside math, probability, and statistics department educational backgrounds, use statistical process as meaning stochastic process, and use statistical independence as meaning (probabilistic) independence. And then there's "statistical process control" which has a very specific meaning. $\endgroup$ Aug 16, 2016 at 20:19

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Don't you mean Stochastic process? A stochastic process is a time sequence representing the evolution of some system represented by a variable whose change is subject to a random variation$^{1}$.

1- https://en.wikipedia.org/wiki/Stochastic_process .

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