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What's the difference between stochastic and random? I've read in the portuguese wikipedia that there's a difference, but I still didn't see this point on english wikipedia.

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There is none. $ $ – Did Feb 28 '12 at 9:10
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I don't like the term "random" because its vague and people misconstrue it as "evenly distributed", but I know of no technical difference. – Alex Becker Feb 28 '12 at 9:13
I agree with @AlexBecker. I would only add that random has many connotations (like entropy), not at all equivalent, and is a more generic term usable outside mathematics. Stochastic means nondeterministic or unpredictable. Random generally means unrecognizable, not adhering to a pattern. A random variable is also called a stochastic variable. Do random numbers exist? We speak of pseudorandom numbers. – bgins Feb 28 '12 at 9:57
There are random variables, random processes and stochastic processes, random differential equations and stochastic differential equations, random dynamical systems and stochastic dynamical systems etc. I never met the term stochastic variable (although you can consider a stochastic process as a random variable on an appropriate space). There may be a slight difference between random differential equations and stochastic differential equations... – Ilya Feb 28 '12 at 11:37
... but I think that there is no a crucial difference in the meaning, only the difference in terminology used by different groups of scientists. I can say that also in Russia the equivalent of 'random' is used in old-style literature mostly, and 'stochastic' - in the modern one. – Ilya Feb 28 '12 at 11:39
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up vote 5 down vote accepted

A variable is 'random'. A process is 'stochastic'. Apart from this difference the two words are synonyms

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see here for random processes – Ilya Feb 28 '12 at 11:31
As if random was a subproduct of stochastic? – Gustavo Bandeira Feb 28 '12 at 16:58
The term "stochastic variable" does occur sometimes. But more often "random" is used. – Michael Hardy Feb 28 '12 at 19:45
up vote 4 down vote

Neither word by itself has a commonly accepted formal definition in mathematics, so one cannot really ask about "the difference" between them.

They are used in phrases such as "random variable," "random walk," "stochastic process," "stochastically complete," etc, which have accepted definitions of their own. In all cases both words tend to refer to an element of chance or unpredictability. But they are generally not interchangeable; if you talk about a "stochastic walk" people will be confused.

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Any particular reason for the downvote? I'm not offended, but if I'm wrong I'd like to hear about it. – Nate Eldredge Feb 28 '12 at 15:42
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The terms "stochastic variable" and "random variable" both occur in the literature and are synonymous. The latter is seen more often. Similarly "stochastic process" and "random process", but the former is seen more often.

Some mathematicians seem to use "random" when they mean uniformly distributed, but probabilists and statisticians don't. I suspect those who do that haven't thought about it much.

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Any example of occurrences of "stochastic variable", WP excepted? – Did Aug 29 '12 at 15:28
@did : I don't have any at hand, but I've seen it in print. – Michael Hardy Aug 29 '12 at 16:28
@did : google.com/… – Michael Hardy Aug 29 '12 at 16:30
scholar.google.com/… – Michael Hardy Aug 29 '12 at 16:31
Thanks for the links. After skimming very partly through them, what strikes me is that their majority is related to applications of mathematics (electrical engineering, management sciences, econometrics, physics, artificial intelligence, automatics, water resources research, others) rather than to mathematics and/or probability theory per se. My guess is that the frequency of "stochastic variable" would vanish, or nearly so, if the corpus was restricted to these fields. – Did Aug 29 '12 at 17:18

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