Abstract

A stochastic process x(t), tϵI is a family of random variables x(t) defined in a measure space (Ω,ℱ) or in a probability space (Ω,ℱ P); here x(t) is either real valued or n-vector valued and I is an interval, usually [0,∞). Notice that x(t) is a function x(t,ω)), ωϵΩ.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.