Random Variable Sequence

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A Random Variable Sequence is a sequence of random variables.



References

2011

  • http://www.encyclopediaofmath.org/index.php/Stochastic_point_process
    • QUOTE: A stochastic process corresponding to a sequence of random variables , [math]\displaystyle{ \{t_i\} … \lt t_{i-1} \lt t_0 \lte 0 \lt t_{i+1} \lt t_{i+2}... }[/math] , on the real line . Each value corresponds to a random variable called its multiplicity. In queueing theory a stochastic point process is generated by the moments of arrivals for service, in biology by the moments of impulses in nerve fibres, etc.

      The number of all points is called the counting process, , where is a martingale and is the compensator with respect to the -fields generated by the random points . Many important problems can be solved in terms of properties of the compensator .