A discrete time process is a family of r.v.

where *T*, called the time base, is a countable set of instants. *X _{t}_{j}* is the r.v. of the family considered at the instant

Ordinarily, the *t _{j}* are uniformly spread and distant from a unit of time and in the following

In order to be able to correctly study some sets of r.v. *X _{j}* of

DEFINITION.– We call a discrete time stochastic process any family *X _{T}* of measurable mapping:

We also say that the process is defined on the fundamental space (Ω,*a*).

In general a process *X _{T}* is associated with a real phenomenon, that is to say that the

For a given *ω*, that is to say after the phenomenon has ...

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