Titlebook: An Introduction to Stochastic Processes and Their Applications; Petar Todorovic Book 1992 The Applied Probability Trust 1992 Brownian moti

預(yù)感

,Der lange Schatten der Zukunft – ,The concept of a martingale introduced in Section 1.5 of Chapter 1 [see (1.5.19)] was defined in terms of the conditional expectation with respect to a σ-algebra. In this section, we will explore briefly some basic properties of this conditional expectation, which are needed in this chapter. We begin with some definitions.

laxative

是限制

,, Space,In many applications of the theory of stochastic processes, an important role is played by families of square integrable (second-order) r.v.’s. In this section, we give some basic definitions and prove some fundamental inequalities involving second-order complex-valued r.v.’s.

Nibble

Second-Order Processes,There exists a large class of engineering and physics problems whose solutions require only the knowledge of the first two moments and some very general properties of a second-order random process (see Definition 1.5.8). This chapter is concerned with some key properties of complex-valued second-order random processes.

態(tài)度暖昧

MAIZE

協(xié)定

邊緣帶來墨水

Discrete Parameter Martingales,The concept of a martingale introduced in Section 1.5 of Chapter 1 [see (1.5.19)] was defined in terms of the conditional expectation with respect to a σ-algebra. In this section, we will explore briefly some basic properties of this conditional expectation, which are needed in this chapter. We begin with some definitions.

Aphorism

Basic Concepts and Definitions,ed on a common probability space, indexed by the elements of an ordered set ., which is called the parameter set. Most often, . is taken to be an interval of time and the random variable indexed by an element . ∈ . is said to describe the state of the process at time ..

Loathe

An Introduction to Stochastic Processes and Their Applications978-1-4613-9742-7Series ISSN 0172-7397 Series E-ISSN 2197-568X