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Introduction to Stochastic process, Lecture notes of Introduction to Computing

ْاهس هس ش مثزفعقثThis is a lecture note of Introduction to Stochastic process

Typology: Lecture notes

2019/2020

Uploaded on 01/31/2020

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he cues aA stochasHe Pteocess X¢ 4xcy at oo, et AY , fs a colleet’on af yxandem va repr telZs | i ; } | t ewsherte TT Is amy, Index set. joy : Fen pusided 49 4 denotes fre time, xay i called ' ety” Teg the sink of te pracess eed pre t e{* ts, t € Tj ST ts Coumlable » & ts called a discratte -fime ytochath'e process : ‘ A ! OCLs SF T fs wrth ys called 4 cont” Aine pe? Avy vealleation oy x (om powhealan xit)) 15 called a~ Sample path : yvandomly th fine of events that af tvents are @ce tt ny and - X(t) vepreserb the veo: oceure in fort] gives « goemepl — path enent — +t? pe gontinuous Hit Stochashie — process {xe teTF , fn dependent Increment if fe a tette--Lt, said have the yandem vatdables x Oty) —Albe) » X Hee) ~ XC) — indepen dort Ayes process if x +s) —* C4) — Xlta)— X Cth only depend ta fine inferva) Hovetr ia goles, fs serrd to hae 64nd onary -Ineneront fas Fe gare digtribut'’nm ¥t- vA tockashe pyoeeti J NCt), +22 f 's send +9 fee bea counbing process Ifo NG) vepresends the foto sy even that taye occured upd Hies- tt: coun ting. proces naa NUty meet tachiadyy ie FETE VRE CROC OE EEEEMECEOEE Scanned by CamScanner