com.numericalmethod.suanshu.stats.stochasticprocess

Interface RandomProcess

public interface RandomProcess

This interface represents a random process a.k.a. stochastic process.

Given a probability space (Ω, F, P), a random process (or stochastic process) with state space X is a collection of X-valued random variables indexed by a set T ("time"). That is, a stochastic process F is a collection {F_t: t ∈ T} where each F_t is an X-valued random variable.