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Erschienen in:
Buchtitelbild

1992 | OriginalPaper | Buchkapitel

Basic Concepts and Definitions

verfasst von : Petar Todorovic

Erschienen in: An Introduction to Stochastic Processes and Their Applications

Verlag: Springer New York

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Generally speaking, a stochastic or random process (in this book both terms will be used in an equivalent sense) is a family of random variables defined on a common probability space, indexed by the elements of an ordered set T, which is called the parameter set. Most often, T is taken to be an interval of time and the random variable indexed by an element t ∈ T is said to describe the state of the process at time t.

Metadaten
Titel
Basic Concepts and Definitions
verfasst von
Petar Todorovic
Copyright-Jahr
1992
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4613-9742-7_1