Definition:Sample Mean of Stochastic Process

Definition
Let $S$ be a stochastic process giving rise to a time series $T$.

The sample mean of $S$ over a set of $N$ successive values $\set {z_1, z_2, \dotsb, z_N}$ is defined as:


 * $\overline z := \dfrac 1 N \ds \sum_{t \mathop = 1}^N z_t$