
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 selfcontained. 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