Course cluster
Stochastic Process
A preserved cluster of undergraduate notes grouped by subject area.
2 notes
01
Stochastic Processes
2019-11-08
Probability Definition of Probability Three Axioms $0\leq P(E)\leq 1$ $P(S)=1$ For any sequence of eventes $E 1,E 2,\cdots,$ that are mutually exclusive $$P(\bigcup {i=1}^\infty E...
02
Poisson Process
2020-01-31
Poisson Process Counting Process 1. $N(t)\geq 0$ 2. $N(t)\in\mathbb{N}$ 3. $s<t,N(s)\leq N(t)$ 4. $s<t,N(t) N(s)$ equals the number of events that have occurred in the interval $(s...