Abstract
A stochastic process (indexed with time) is a collection of random variables (Z(t,ω)) t ɛℝ+ defined on some probability space (ΩA, IP) which takes values in some state space Z. The parameter t is interpreted as time, the state space Z will be either a finite or denumerable set or the euclidean space ℝd
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Pflug, G.C. (1996). Discrete—Event processes. In: Optimization of Stochastic Models. The Kluwer International Series in Engineering and Computer Science, vol 373. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-1449-3_2
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DOI: https://doi.org/10.1007/978-1-4613-1449-3_2
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