Discrete—Event processes

Pflug GC (1996). Discrete—Event processes. In: Optimization of Stochastic Models. The Kluwer International Series in Engineering and Computer Science, 373 . pp. 55-141 USA: Springer Verlag. ISBN 978-1-4613-1449-3 DOI:10.1007/978-1-4613-1449-3_2.

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Abstract

A stochastic process (indexed with time) is a collection of random variables (Z(t,ω)) t ɛℝ+ defined on some probability space (ΩA, IP) which takes values in some state space Z. The parameter t is interpreted as time, the state space Z will be either a finite or denumerable set or the euclidean space ℝd

Item Type: Book Section
Research Programs: Risk, Policy, and Complexity (RPC)
Depositing User: Romeo Molina
Date Deposited: 25 May 2016 14:02
Last Modified: 25 May 2016 14:02
URI: http://pure.iiasa.ac.at/13253

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