Stationary Stochastic Processes

Abstract

This chapter is devoted to further topics in the theory of stochastic processes and their applications. We start with a weaker definition of a stochastic process that is sufficient in the study of stationary processes. We said before that a stochastic process is a function u of both a variable ω in a probability space and a continuous parameter t, making u a random variable for each t and a function of t for each ω. We made statements about the kind of function of t that was obtained for each ω. The definition here is less specific about what happens for each ω.