Introduction to Random Processes

  • Didier Dacunha-Castelle
  • Marie Duflo

Abstract

As indicated by its number this short chapter is not very appealing. It contains general definitions on processes and some measure theory tools. We recommend an initial superficial reading. The definitions and terms will appear more natural after the study of some processes, in the following chapters.

Keywords

Covariance Convolution 

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Copyright information

© Springer-Verlag New York Inc. 1986

Authors and Affiliations

  • Didier Dacunha-Castelle
    • 1
  • Marie Duflo
    • 2
  1. 1.Equipe de Recherche Associée au C.N.R.S. 532 Statistique Appliqué MathématiqueUniversité de Paris-SudOrsay CedexFrance
  2. 2.Université de Paris-NordVilletaneuseFrance

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