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stochastic process in discrete time, time series

A random function defined on the set of all integers $t=0,\pm1,\pm2,\dots,$ or on the positive integers $t=1,2,\dots$.


Comments

For references see Stochastic process. See also Time series.

How to Cite This Entry:
Random sequence. Encyclopedia of Mathematics. URL: http://www.encyclopediaofmath.org/index.php?title=Random_sequence&oldid=33095
This article was adapted from an original article by A.M. Yaglom (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article