Models of Random Processes

by Shurenkov, V. M., Igorʹ Nikolaevich Kovalenko, Kuznetsov, Yu N.

1996 450 pages eng

The handbook is based on an axiomatic definition of probability space, with strict definitions and constructions of random processes. Emphasis is placed on the constructive definition of each class of random processes, so that a process is explicitly defined by a sequence of independent random varia…