Chapter 2Stochastic Processes

2.1 Introduction and Basic Definitions

Recall from Chapter 1 that a random variable was defined as a function on the sample space c02-math-0001, as part of the probability space c02-math-0002. In this chapter, let c02-math-0003 be a set (countable, denumerable, or an interval), in particular, a subset of the real line c02-math-0004, that is, the interval c02-math-0005 or the nonnegative part of the real line, that is, c02-math-0006. Let c02-math-0007 be a random variable, where c02-math-0008. t is referred to as a parameter, index, time, or an epoch. The set c02-math-0009 is called the parameter space or the index set.

A sequence of real numbers is called a point process if ...

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