확률과정,stochastic_process

확률과정,stochastic_process (rev. 1.20)


정의: Process that develops in time according to probabilistic rules
(이건?) a collection of random variables indexed by time or space[1]
a mathematical object usually defined as a family of random variables (wpen)
암튼 정의는 확률변수,random_variable 와 밀접

stationary process: probabilistic rules가 시간에 따라 변하지 않는 stochastic process.


이산확률과정(discrete-time stochastic process)

Textbooks

Probability, Statistics, and Random Processes for Electrical Engineering (3rd edition), Leon-Garcia, Pearson International Edition.
[ISBN-0131471228] Leon-Garcia 3e - 번역판보유
Probability and Stochastic Processes: A Friendly Introduction to Electrical and Computer Engineers (3rd edition), Yates and Goodman, Wiley
[ISBN-1118324560]
2판은
[ISBN-0471272140]



https://encyclopediaofmath.org/wiki/Stochastic_process - random process, probability process, random function of time


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