Stochastic Process

(Again, for a more complete treatment, see [191] or the like.)

Definition: A stochastic process is defined as a sequence of random variables , .

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

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.