# Category:Stochastic Processes

Jump to navigation
Jump to search

This category contains results about **Stochastic Processes**.

Definitions specific to this category can be found in Definitions/Stochastic Processes.

### Informal Definition

A **stochastic process** is a sequence of random variables representing the evolution of some real-world physical process over time.

### Formal Definition

Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.

Let $\struct {E, \EE}$ be a measurable space.

Let $I$ be a set.

Let $\family {X_i}_{i \mathop \in I}$ be a $I$-indexed family of $E$-valued random variables.

We call $\family {X_i}_{i \mathop \in I}$ a **stochastic process**.

## Subcategories

This category has the following 6 subcategories, out of 6 total.

## Pages in category "Stochastic Processes"

This category contains only the following page.