Introduction and Probability Review

Abstract

A stochastic process (or random process) is a probabilistic experiment or model that evolves in time. That is, each sample point (i.e., possible outcome) of the experiment is a function of time called a sample function. The sample space is the set of possible sample functions, and the events are subsets of sample functions. Finally, there is a rule for determining the probabilities of the various events. As an example, we might be concerned with arrivals to some system. The arrivals might be incoming jobs for a computer system, arriving packets for a communication system, patients in a health care system, or orders for some merchandising warehouse.