Stochastic Processes
Keyword(s):
This chapter begins with some fundamental ideas concerning random sequences, and related convergence concepts. It discusses the underlying probability model, and develops the idea of infinite dimensional Euclidean space and the associated Borel field, leading on to the Kolmogorov consistency theorem. The chapter concludes with consideration of uniform and limiting properties, including uniform boundedness and uniform integrability.
2018 ◽
Vol 50
(9)
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pp. 1-24
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Keyword(s):
1956 ◽
Vol 52
(3)
◽
pp. 424-430
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1963 ◽
Vol 59
(1)
◽
pp. 135-146
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2013 ◽
Vol 13
(2)
◽
pp. 1183-1224
◽
2014 ◽
Vol 46
(3)
◽
pp. 622-642
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