ABSTRACT
A stochastic process is essentially an infinite family of random variables. Let S be the sample space, and let ζ ∈ S. A continuous time stochastic process is denoted by X(t, ζ) where for each value of t we associate a different random variable with ζ. A discrete time stochastic process is denoted by Xi(ζ). We generally suppress the dependence on ζ and just write X(t) or Xi. It is often helpful to think of X(t) as a continuum of measurements made on an element of S.
