Monday, 13 February 2012

Stochastic Processes

  Manoj       Monday, 13 February 2012
Definition:  A stochastic process is a family of random variables {Xt}, where t takes values in the index set T (Sometimes called a parameter set or time set).
          The values of are called the state space and will be denoted by S.
      If T is countable then the stochastic process is called a stochastic sequence (or discrete parameter stochastic process.  If S is countable then the stochastic process is called a discrete state (Space) process.
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