Independent Random Sequences

Valérie Girardin and Nikolaos Limnios
Additional contact information
Valérie Girardin: Université de Caen Normandie, Laboratoire de Mathématiques Nicolas Oresme
Nikolaos Limnios: Université de Technologie de Compiègne, Laboratoire de Mathématiques Appliquées de Compiègne

Chapter 1 in Applied Probability, 2018, pp 1-57 from Springer

Abstract: Abstract Random sequences are understood here as real random processes indexed by discrete time. Advanced notions on sequences of real random variables are presented. Apart for their intrinsic value, they are thought as a tool box for the other chapters. They will be completed in Chap. 4 by definitions and properties common to all real random processes, either indexed by continuous or by discrete time.

Date: 2018
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-97412-5_1

Ordering information: This item can be ordered from
http://www.springer.com/9783319974125

DOI: 10.1007/978-3-319-97412-5_1

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().