Category:Examples of Stochastic Processes

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This category contains examples of Stochastic Process.

Informal Definition

A stochastic process is a sequence of random variables representing the evolution of some real-world physical process over time.


Formal Definition

Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.

Let $\struct {E, \EE}$ be a measurable space.

Let $I$ be a set.

Let $\family {X_i}_{i \mathop \in I}$ be a $I$-indexed family of $E$-valued random variables.


We call $\family {X_i}_{i \mathop \in I}$ a stochastic process.

Pages in category "Examples of Stochastic Processes"

The following 2 pages are in this category, out of 2 total.