Abstract
Definition 5.1.1.Let E be a random experiment and let S be a sample space associated with E. Astochastic process(orrandom process) is a set of random variables {X(t, s), t ∈ T}. Thus, with each result s ∈ S, we associate a function X(t, s). The domain of t is a set T of real numbers.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Rights and permissions
Copyright information
© 2006 Springer Science+Business Media LLC
About this chapter
Cite this chapter
(2006). Stochastic Processes. In: Applied Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/0-387-28505-9_5
Download citation
DOI: https://doi.org/10.1007/0-387-28505-9_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-28454-5
Online ISBN: 978-0-387-28505-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)