Chapter 1Introduction
Briefly stated, a stochastic process is an indexed collection of random variables all of which are defined on a common probability space 
. If we denote the index set by 
, then this can be described mathematically as
where 
is a 
-measurable function on the sample space 
. The 
argument will generally be suppressed and 
will typically be shortened to just 
.
Once the 
have been observed for every , the process has been realized and the resulting collection of real numbers is ...
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