Accession Number : AD0631832

Title :   ON THE FOUNDATIONS OF STOCHASTIC PROCESSES,

Corporate Author : JOHNS HOPKINS UNIV SILVER SPRING MD APPLIED PHYSICS LAB

Personal Author(s) : Firestone,C. D.

Report Date : AUG 1964

Pagination or Media Count : 69

Abstract : A detailed and rigorous exposition is given of the foundations of stochastic processes defined in terms of probability measure over function space. It is assumed that the reader is familiar with the elements of the calculus of classes and with Lebesgue integrals, but otherwise the paper is self-contained. The development ends with the definition of separability and a demonstration of the need for such a concept. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, THEORY), FUNCTIONS(MATHEMATICS), MEASURE THEORY, PROBABILITY

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE