Mean-reverting processes are statistical models that describe how a variable tends to return to its average value over time. This concept is commonly used in finance to analyze asset prices, interest rates, and economic indicators. When a value deviates significantly from its mean, it is expected to move back toward that average, creating a predictable pattern. These processes are often represented mathematically and can be applied in various fields, including economics, physics, and environmental science. Understanding mean-reversion helps investors and analysts make informed decisions by anticipating potential price corrections and fluctuations in market behavior.