Appendix C: Stochastic processes

Appendix C: Stochastic processes

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In this appendix, we present some notation and basic facts pertaining to the theory of stochastic processes. For a systematic and rigorous treatment of this subject, the reader should consult the references given at the end of the appendix.

Chapter Contents:

  • C.1 Random variables
  • C.2 Stochastic processes
  • C.3 White noise
  • C.4 Gauss–Markov processes
  • C.5 Generation of white noise in MATLAB®
  • C.6 Notes and references

Inspec keywords: stochastic processes

Other keywords: stochastic processes

Subjects: Statistics; Other topics in statistics; Probability theory, stochastic processes, and statistics; Other topics in statistics

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