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Introduction to Stochastic Processes - Lecture Notes

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Introduction to Stochastic Processes - Lecture Notes (with 33 illustrations)Gordan itkovi Department of MathematicsThe University of Texas at AustinContents1 Probability Random variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Countable sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Discrete random variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Events and probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dependence and independence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Conditional probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Examples.

CHAPTER 1. PROBABILITY REVIEW 1.2 Countable sets Almost all random variables in this course will take only countably many values, so it is probably

  Stochastic

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