sample function
Let be a stochastic process, where
is a random variable
on the probability space
. Writing as ,
where and , we see that if we fix the
sample point , we have a function in : . This function of is
called a sample function, or sample path of the
stochastic process.
Title | sample function |
---|---|
Canonical name | SampleFunction |
Date of creation | 2013-03-22 15:21:15 |
Last modified on | 2013-03-22 15:21:15 |
Owner | gel (22282) |
Last modified by | gel (22282) |
Numerical id | 5 |
Author | gel (22282) |
Entry type | Definition |
Classification | msc 60G17 |
Classification | msc 60G05 |
Defines | sample path |