Stochastic Process

(Again, for a more complete treatment, see [201] or the like.)

Definition: A stochastic process $ x$ is defined as a sequence of random variables $ x(n)$ , $ n=\ldots, -2,-1,0,1,2,\ldots\,$ .

A stochastic process may also be called a random process, noise process, or simply signal (when the context is understood to exclude deterministic components).

Next Section:
Stationary Stochastic Process
Previous Section:
Random Variable