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A stochastic process is a family of Random Variables
from
some Probability Space
into a State Space
. Here,
is the
Index Set of the process.
See also Index Set, Probability Space, Random Variable, State Space
References
Doob, J. L. ``The Development of Rigor in Mathematical Probability (1900-1950).'' Amer. Math. Monthly 103, 586-595, 1996.