ON THE FOUNDATIONS OF STOCHASTIC PROCESSES,

Abstract

A detailed and rigorous exposition is given of the foundations of stochastic processes defined in terms of probability measure over function space. It is assumed that the reader is familiar with the elements of the calculus of classes and with Lebesgue integrals, but otherwise the paper is self-contained. The development ends with the definition of separability and a demonstration of the need for such a concept. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1964
Accession Number
AD0631832

Entities

People

  • C. D. Firestone

Organizations

  • Johns Hopkins University Applied Physics Laboratory

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Calculus
  • Demonstrations
  • Integrals
  • Probability
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Business Analytics
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space