关于随机过程的一些定义ch1

由于中文维基百科关于随机过程的中文词条太烂了，没啥好抄的。这篇文章的素材有相当一部分来自于英文材料，当然，也包括英文版的维基百科。

随机过程的定义

• 在Sheldon Ross《Stochastic Processes, 2nd》的第41页，关于随机过程的定义:

A stochastic process X = { X ( t ) , t ∈ T } X = \{X(t), t \in T\} X={ X(t),t∈T} is a collection of random variables. That is, for each $t$ in the index set $T$, $X(t)$ is a random variable. We often interpret t as time and call $X(t)$ the state of the process at time $t$. If the index set $T$ is a countable set, we call $X$ a discrete-time stochastic process, and if $T$ is a continuum, we call it a continuous-time process.
Any realization of $X$ is called a sample path. For instance, if events are occurring randomly in time and $X(t)$ represents the number of events that occur in $[0,t]$, then Figure 1.9.1 gives a sample path of $X$ which corresponds to the initial event occuring at time 1, the next event at time 3 and the third at time 4, and no events anywhere else.

• 在Papoulis 的《Probability, Random Variables and Stochastic Processes, 4th》书中，有了一个不太一样的定义:

As we recall, a random variable $\mathbf{x}$ is a rule for assigning to every outcome $\zeta$ of an experiment $S$ a number $\mathbf{x}(\zeta )$. A stochastic process $\mathbf{x}$