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Stochastic processes deal with the dynamics of probability theory. The concept of stochastic processes enlarges the random variable concept to include time. Thus, instead of thinking of a random variable *X* that maps an event , where is the sample space, to some number *X*(*w*), we think of how the random variable maps the event to different numbers at different times. This implies that instead of the number *X*(*w*) we deal with , where and *T* is called the *parameter set* of the process and is usually ...

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