When a deterministic description of a system is impossible, one can still use a statistical description based on the probabilities of observing particular outcomes. In the simplest case, only the probabilities of single random events are considered. However, in studies of dynamical phenomena it is often necessary to know the probabilities of entire sequences of random events that are not independent of one another. This description can be constructed within the mathematical theory of random processes.
KeywordsRandom Process Correlation Time Time Moment Pair Correlation Function Gaussian Random Process
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