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Published in:
1992 | OriginalPaper | Chapter
Basic Concepts and Definitions
Author : Petar Todorovic
Published in: An Introduction to Stochastic Processes and Their Applications
Publisher: Springer New York
Included in: Professional Book Archive
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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.