Sample Path

See: Stochastic Process, Continuous Stochastic Process, Right-Continous Function, Dirichlet Process.

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References

• http://en.wikipedia.org/wiki/Continuous_stochastic_process
  • In the probability theory, a continuous stochastic process is a type of stochastic process that may be said to be “continuous” as a function of its "time" or index parameter. Continuity is a nice property for (the sample paths of) a process to have, since it implies that they are well-behaved in some sense, and, therefore, much easier to analyse. It is implicit here that the index of the stochastic process is a continuous variable. Note that some authors define a "continuous (stochastic) process" as only requiring that the index variable be continuous, without continuity of sample paths: in some terminology, this would be a continuous-time stochastic process, in parallel to a "discrete-time process". Given the possible confusion, caution is needed.

• http://en.wikipedia.org/wiki/Sample-continuous_process
  • In mathematics, a sample-continuous process is a stochastic process whose sample paths are almost surely continuous functions.

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