Abstract
In this chapter we shall consider characterization questions for stochastic processes. We shall treat a stochastic process X as a function X t (ω) of two arguments t ∈ [0,1] and ω ∈ Ω that are measurable in argument ω, ie. as an uncountable family of random variables {X t }0≤ t ≤1. We shall also encounter processes with continuous trajectories, that is processes where functions X t (ω) depend continuously on argument t (except on a set of ω’s of probability 0).
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© 1995 Springer-Verlag New York, Inc.
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Bryc, W. (1995). Gaussian processes. In: The Normal Distribution. Lecture Notes in Statistics, vol 100. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2560-7_9
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DOI: https://doi.org/10.1007/978-1-4612-2560-7_9
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-97990-8
Online ISBN: 978-1-4612-2560-7
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