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In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a family of random variables. Historically, the random variables were associated with or indexed by a set of numbers, usually viewed as points in time, giving the interpretation of a stochastic process representing numerical values of some system randomly changing over time , such as the growth of a bacterial population, an electrical current fluctuating due to thermal noise , or the movement of a gas molecule.
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Instructions: Tuesday Rpocesses R: Integrated Book 2. Although less used, the separability assumption is considered more general because every stochastic process has a separable version.
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Organisation of course: Lectures and instructions. Lecturer: Prof. Remco van der Hofstad, MF 4. Instructors: Souvik Dhara MF 4. In Section 4. We treat an extended version of Section 5.