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1 Stochastic processes M. Veeraraghavan; Feb. 10, 2004 A stochastic process (SP) is a family of random va riables defined on a given prob-ability space, indexed by the time variable , where varies over an index set .



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processes is to write the sample functions as functions of t only and to indicate the stochastic process by instead of and any particular sample function by instead of .

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1 Stochastic processes M. Veeraraghavan; Feb. 10, 2004 A stochastic process (SP) is a family of random va riables defined on a given prob-ability space, indexed by the time variable , where varies over an index set .

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