Probability & Statistical Inference · Stochastic Processes

Stochastic processes · Introduction and preliminary concepts

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction General Theory of Stochastic Processes · Advanced Mathematical Analysis

Overview

Topics covered

  • Introduction
  • Introduction and Preliminary Concepts
  • Historical perspective and motivation
  • Foundation in Measurement Theory
  • Duality of Interpretation
  • The problem of Measurability in Function Spaces

Related concepts

Main connections

  • Calculus & differentiation
  • Time series & ARIMA
  • Mean & expected value
  • Poisson distribution
  • Variance & standard deviation
  • Normal (Gaussian) distribution

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

ω↦X(t,ω)
View LaTeX source\omega \mapsto X(t, \omega)