## 2.1 Introduction and Basic Definitions

Recall from Chapter 1 that a random variable was defined as a function on the sample space , as part of the probability space . In this chapter, let be a set (countable, denumerable, or an interval), in particular, a subset of the real line , that is, the interval or the nonnegative part of the real line, that is, . Let be a random variable, where . *t* is referred to as a **parameter**, **index**, **time**, or an **epoch**. The set is called the **parameter space** or the **index set**.

A sequence of real numbers is called a **point process** if ...