Abstract
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.
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© 1992 The Applied Probability Trust
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Todorovic, P. (1992). Basic Concepts and Definitions. In: An Introduction to Stochastic Processes and Their Applications. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9742-7_1
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DOI: https://doi.org/10.1007/978-1-4613-9742-7_1
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