Summary: 1/6
Chapter 10. Markov chains.
Manual for SOA Exam MLC.
Chapter 10. Markov chains.
Section 10.1. Stochastic processes.
c 2008. Miguel A. Arcones. All rights reserved.
Extract from:
"Arcones' Manual for SOA Exam MLC. Fall 2009 Edition",
available at http://www.actexmadriver.com/
c 2008. Miguel A. Arcones. All rights reserved. Manual for SOA Exam MLC.
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Chapter 10. Markov chains. Section 10.1. Stochastic processes.
Stochastic processes
Definition 1
A stochastic process is a collection of r.v.'s {X(t) : t T}
defined in the same sample space , where T is a set.
c 2008. Miguel A. Arcones. All rights reserved. Manual for SOA Exam MLC.
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Chapter 10. Markov chains. Section 10.1. Stochastic processes.
Stochastic processes

Source: Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

Collections: Mathematics