Time Series and Stochastic Processes
Definition
A process is a function that takes on possibly different values at different times. That is, it is a
function
{% X(t) : t \rightarrow X_t %}
t may either take on values from a discrete set such as {% {0,1,2,3,4,5...} %}
or from an interval {% [a,b] %}.
A stochastic (or random process) is one where there are a collection of functions, indexed
by {% \omega \in \Omega %}
{% X(\omega) = t \rightarrow X_t(\omega) %}
Notions of Equality
There are several notions of equality between two processes.
Definitions, Theoremns and Additional Topics
