STAT333 Lecture Notes - Lecture 8: Markov Chain, Stochastic Process, Random Variable
Document Summary
Discretetime markov chain random stochastic processes aim at guess. Itoichastic process or mostly focus on this sequence or a random function a family of r v l simple hardto formulate. A stochastic process lxtfeet of probability space random variables defined on is a collection a common. 7 index set set of indices in most cases t corresponds to time and is either discrete or continous co n: l 2. S of all possible values of xt eet a stochastic process s can be either discrete or continous in this course we typically deal with discrete we can relabel the status so that. Remark as in the case of the joint distribution we need the stochastic process to be r. rs defined on common probability space because we a want to discuss their joint behaviour in a w. 1 with a function defined on t identify each pointw in the sample space and taking values in s.
