May 2015
Intermediate to advanced
384 pages
9h 20m
English
Briefly stated, a stochastic process is an indexed collection of random variables all of which are defined on a common probability space
. If we denote the index set by
, then this can be described mathematically as
where
is a
-measurable function on the sample space
. The
argument will generally be suppressed and
will typically be shortened to just
.
Once the
have been observed for every , the process has been realized and the resulting collection of real numbers is ...
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