Abstract:
Inspired by the thought of an orthogonal expansion, this paper defines a new concept of a monophyletic random vector, proves the independence of its members, and introduces its application in stochastic analysis. An example calculation shows the effectiveness of the monophyletic analysis method (MAM). By use of the monophyletic random vector, only one basic random variable is needed to express a complicated stochastic system. This method will sharply reduce the difficulties of analysis and calculation, and can be applied in the stochastic analysis based on the correlation theory, such as a random structure, a random field, a stochastic process and a composite stochastic question. After simulating a stochastic system with the use of a monophyletic random vector, the analysis methods corresponding to MAM must be further researched.