Introduction to Stochastic Processes

In a short definition, a stochastic process is a process which depends random variables. It has two types of definition in probability science; “a process or serial events which gives random variables as an ouput”   or  “a process which can be define by a probability distribution”. As it can be seen clearly, it is related with probability science. Bernoulli process, Random Walk, Wiener process, and Poison process can be given as an example to stochastic processes. Therefore, a basic probability knowledge is required to understand stochastic processes.

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