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Stochastic Processes

  • Walter Freiberger
  • Ulf Grenander
Part of the Applied Mathematical Sciences book series (AMS, volume 6)

Abstract

We have until now been concerned mainly with sequences of independent and identically distributed stochastic variables. When we turn to situations in which we believe that either the variables are dependent upon each other or their probability distributions change with time, or both, the mathematical tools take on a quite different appearance. The relevant tool for studying such situations is the theory of random functions, that is, the theory of stochastic processes.

Keywords

Markov Chain Stochastic Process Stochastic Variable Versus Figure Independent Realization 
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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Copyright information

© Brown University 1971

Authors and Affiliations

  • Walter Freiberger
    • 1
  • Ulf Grenander
    • 1
  1. 1.Division of Applied MathematicsBrown UniversityProvidenceUSA

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