Introduction and foundations

  • M. M. Rao
Chapter
Part of the Mathematics and Its Applications book series (MAIA, volume 342)

Abstract

After introducing some terminology, and motivational remarks for the study of stochastic processes, this chapter is devoted to the basic Kolmogorov existence theorem, some of its extensions as projective limits, and a few applications. These results will form a foundation for the rest of the work in this book.

Keywords

Probability Space Gaussian Measure Projective System Coordinate Projection Projective Limit 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Bibliographical remarks

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Copyright information

© Springer Science+Business Media Dordrecht 1995

Authors and Affiliations

  • M. M. Rao
    • 1
  1. 1.University of CaliforniaRiversideUSA

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