Stochastic Processes¶
Doob, J. L. (1953). Stochastic Processes. Wiley.
Cited by¶
4 citations across 4 artifacts.
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Primes¶
- Stochastic Process
- From that one fact the whole apparatus follows — the finite-dimensional distributions and the consistency conditions that let them define a process (Kolmogorov's theorem), the distinction between the Ensemble view (averaging over paths at a fixed time) and the time-average view (averaging along one path), and the great structural sub-distinctions that carve the genus into its species.
This sourceFoundational treatise establishing the stochastic process as an indexed family of random variables, with finite-dimensional distributions, sample paths, and martingale theory.
- From that one fact the whole apparatus follows — the finite-dimensional distributions and the consistency conditions that let them define a process (Kolmogorov's theorem), the distinction between the Ensemble view (averaging over paths at a fixed time) and the time-average view (averaging along one path), and the great structural sub-distinctions that carve the genus into its species.
Domain-specific¶
Verification¶
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