Stochastic Processes and Statistics

  • Doob J
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Abstract

A stochastic process is defined by Khintchinel to be a one parameter set of chance variables: x (t),-o< t< co. It is supposed that if ti,..., this any finite set of values of t, and aj< x< by, j= 1,..., n any set of intervals, the probability that aj< x (tj)< bj, j- ...

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APA

Doob, J. L. (1934). Stochastic Processes and Statistics. Proceedings of the National Academy of Sciences, 20(6), 376–379. https://doi.org/10.1073/pnas.20.6.376

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